25 citations · 45 across the 3 of their papers we have counts for
3 papers
q-fin.PM2008★ 4 cited
Trading Model with Pair Pattern Strategies
F. Ren, Y. -C. Zhang
A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behaviors are observed for the return variance , the price impact a…
cond-mat1997★ 25 cited
Scaling Behavior in the Stable Marriage Problem
M. J. Omero, M. Dzierzawa, M. Marsili +1
We study the optimization of the stable marriage problem. All individuals attempt to optimize their own satisfaction, subject to mutually conflicting constraints. We find that the…
cond-mat1997★ 16 cited
Fluctuations around Nash Equilibria in Game Theory
M. Marsili, Y. -C. Zhang
We investigate the fluctuations induced by irrationality in simple games with a large number of competing players. We show that Nash equilibria in such games are ``weakly'' stable:…