Items by programme: Complexity Economics

Title Date
Generalizing Gibrat. Reasonable Stochastic Multiplicative Models of Firm Dynamics.
The Long Memory of the Efficient Market
On the Origin of Power Law Tails in Price Fluctuations
Statistical Theory of the Continuous Double Auction
An Analysis of Price Impact Function in Order-Driven Markets
The Power of Patience: A Behavioral Regularity in Limit Order Placement
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
Optimal Design, Robustness, and Risk Aversion.
Chaos in Learning a Simple Two Person Game
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
How storing supply and demand affects price diffusion
Market Force, Ecology and Evolution
The Price Dynamics of Common Trading Strategies
Towards an Identification of Regional Systems of Innovation
Learning from the CIS-2: Methodological recommendations, and research and policy implications
Toward Agent-Based Models for Investment
Le capacità linguistiche degli immigrati e le richieste del mercato del lavoro in Germania.
Physicists Attempt to Scale the Ivory Towers of Finance
Frontiers of Finance: Evolution and Efficient Markets
Slippage 1996
An Analytic Approach to Practical State Space Reconstruction
Generalized Lyapunov Exponents Corresponding to Higher Order Derivatives
Deterministic Noise Amplifiers.
Spontaneous Emergence of a Metabolism.
Evolution of a Metabolism.
Optimal Shadowing and Noise Reduction
State Space Reconstruction in the Presence of Noise
Artificial Life: The Coming Evolution
A Rosetta Stone for Connectionism.
Scaling of the Arnold Tongues
Predicting Chaotic Time Series
Chaos
Mode Locking, The Belousov-Zhabotinsky Reaction, and One-Dimensional Mappings
A Universal Strange Attractor Underlying the Quasiperiodic Transition to Chaos
The Immune System, Adaptation, and Machine Learning.