Titlebook: New Perspectives and Challenges in Econophysics and Sociophysics; Frédéric Abergel,Bikas K. Chakrabarti,Kiran Sharma Book 2019 Springer Na

疾馳

Utkarsh Niranjan,Anurag Singh,Ramesh Kumar Agrawal

勤勉

resuscitation

aquatic

A Few Simulation Results of Basic Models of Limit Order Booksmework we test models in which the flows of limit and market orders are modeled by Poisson processes, Hawkes processes, or processes with state-dependent intensities. We provide simulation results to compare some distributions of interest, such as volumes, price, spread, autocorrelation of orders si

頌揚本人

貝雷帽

噱頭

Effect of Tobin Tax on Trading Decisions in an Experimental Minority Game) proposed a transactions tax for currency trading to reduce volatility in this highly speculative market. We conduct a 40-period experiment using a financial market mechanism and introduce a tax after 20 periods. While earlier experimental studies have used double auctions to study the Tobin Tax, o

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saturated-fat

譏諷

Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamicsmarket indices and the macroeconomic networks constructed from macroeconomic variables such as trade, foreign direct investments, etc. for several countries across the globe. The temporal scales of the dynamics of the financial variables and the macroeconomic fundamentals are very different, which m