1745 results: page 53 of 55
Aug 2004
What Really Causes Large Price Changes?
J. Doyne Farmer , Fabrizio Lillo , Szabolcs Mike , Laszlo Gillemot , Anindya Sen
J. Doyne Farmer , Fabrizio Lillo , Szabolcs Mike , Laszlo Gillemot , Anindya Sen
Jun 2004
The Wild@Ace Project. Introduction to the Special Issue
Matteo Richiardi , Dalit Contini , Roberto Leombruni
Matteo Richiardi , Dalit Contini , Roberto Leombruni
Jun 2004
Apr 2004
Feb 2004
Jan 2004
Jan 2004
Time-inconsistent environmental policy and optimal delegation
Cameron Hepburn , Dieter Helm , Richard Mash
Cameron Hepburn , Dieter Helm , Richard Mash
Jan 2004
Sept 2003
Sept 2003
Jul 2003
Statistical Theory of the Continuous Double Auction
J. Doyne Farmer , Laszlo Gillemot , Eric Smith , Supriya Krishnamurthy
J. Doyne Farmer , Laszlo Gillemot , Eric Smith , Supriya Krishnamurthy
Jul 2003
Jun 2003
Valuing the future: recent advances in social discounting
Cameron Hepburn , Phoebe Koundouri , Ben Groom , David Pearce
Cameron Hepburn , Phoebe Koundouri , Ben Groom , David Pearce
Jan 2003
Jan 2003
Jan 2003
An Analysis of Price Impact Function in Order-Driven Markets
J. Doyne Farmer , Laszlo Gillemot , Giulia Iori , Eric Smith , Supriya Krishnamurthy , M.G. Daniels
J. Doyne Farmer , Laszlo Gillemot , Giulia Iori , Eric Smith , Supriya Krishnamurthy , M.G. Daniels
Sept 2002
The Power of Patience: A Behavioral Regularity in Limit Order Placement
J. Doyne Farmer , Ilija I. Zovko
J. Doyne Farmer , Ilija I. Zovko
Jul 2002
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
J. Doyne Farmer , Fabrizio Lillo , Rosario N. Mantegna
J. Doyne Farmer , Fabrizio Lillo , Rosario N. Mantegna
Jul 2002
Mar 2002
Social Indicators: the EU and Social Inclusion
Tony Atkinson , Brian Nolan , Eric Marlier , Bea Cantillon
Tony Atkinson , Brian Nolan , Eric Marlier , Bea Cantillon
Feb 2002
Jan 2002
How storing supply and demand affects price diffusion
J. Doyne Farmer , Marcus G. Daniels , Giulia Iori , Eric Smith
J. Doyne Farmer , Marcus G. Daniels , Giulia Iori , Eric Smith
Jan 2002
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
J. Doyne Farmer , Laszlo Gillemot , Marcus G. Daniels , Giulia Iori , Eric Smith
J. Doyne Farmer , Laszlo Gillemot , Marcus G. Daniels , Giulia Iori , Eric Smith
Jan 2002
Jan 2002
Oct 2001
Jun 2001
Jun 2001
May 2001
Jan 2001
May 2000
Nov 1999
Physicists Attempt to Scale the Ivory Towers of Finance
in Computing in Science & Engineering
J. Doyne Farmer
in Computing in Science & Engineering
J. Doyne Farmer