75 citations · 77 across the 5 of their papers we have counts for
5 papers
q-fin.TR2007★ 2 cited
Effects of diversification among assets in an agent-based market model
F. Ghoulmié, M. Bartolozzi, C. P. Mellen +1
We extend to the multi-asset case the framework of a discrete time model of a single asset financial market developed in Ghoulmie et al (2005). In particular, we focus on adaptive…
cond-mat.other2004
Evolution of heterogeneity in an agent-based market model
Francois Ghoulmie
This paper has been withdrawn by the author: it was a too preliminary version.
cond-mat.other2004★ 75 cited
Heterogeneity and feedback in an agent-based market model
Francois Ghoulmie
This paper has been withdrawn by the author: it was a too preliminary version.
cond-mat.other2004
Switching by agents between two trading behaviors and the stylized facts of financial markets
Francois Ghoulmie
This paper has been withdrawn by the author: it was a too preliminary version.
cond-mat.other2004
Strategic updating of threshold response in an agent-based market model
Francois Ghoulmie
This paper has been withdrawn by the author: it was a too preliminary version