17 citations · 26 across the 2 of their papers we have counts for
2 papers
q-fin.ST2017★ 17 cited
New approaches in agent-based modeling of complex financial systems
T. T. Chen, B. Zheng, Y. Li +1
Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for de…
q-fin.GN2015★ 9 cited
How volatilities nonlocal in time affect the price dynamics in complex financial systems
Lei Tan, Bo Zheng, Jun-Jie Chen +1
What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement d…