12 citations · 13 across the 2 of their papers we have counts for
2 papers
q-fin.TR2019★ 1 cited
An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns
Elena Green, Daniel M. Heffernan
This paper outlines an agent-based model of a simple financial market in which a single asset is available for trade by three different types of traders. The model was first introd…
quant-ph2003★ 12 cited
Dynamical Properties of the Delta Kicked Harmonic Oscillator
G. A. Kells, J. Twamley, D. M. Heffernan
We propose an efficient procedure for numerically evolving the Delta Kicked Harmonic Oscillator. The method allows for longer and more accurate simulations of the system as well as…