1. Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai.
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2. Modeling and simulation of financial returns under non-Gaussian distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica.
   In: Physica A: Statistical Mechanics and its Applications.
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3. A classical model of speculative asset price dynamics. (2023). Smith, Vernon ; Inoua, Sabiou M.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001022.

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4. Recent advances in reinforcement learning in finance. (2023). Yang, Huining ; Xu, Renyuan ; Hambly, Ben.
   In: Mathematical Finance.
   RePEc:bla:mathfi:v:33:y:2023:i:3:p:437-503.

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5. Market Making with Deep Reinforcement Learning from Limit Order Books. (2023). Huang, Fanlin ; Lin, Jianwu ; Guo, Hong.
   In: Papers.
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6. A parsimonious inverse Cox-Ingersoll-Ross process for financial price modeling. (2023). Sornette, Didier ; Lin, LI.
   In: Papers.
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7. Comparison of empirical and shrinkage correlation algorithm for clustering methods in the futures market. (2022). di Iura, Andrea.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:2:y:2022:i:8:d:10.1007_s43546-022-00265-8.

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8. A Bayesian analysis of gain-loss asymmetry. (2022). Terenzi, Giulia ; di Iura, Andrea.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:2:y:2022:i:5:d:10.1007_s43546-022-00207-4.

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9. DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks. (2022). Wang, Shuyi ; Zhao, Xuejun ; Zhang, Zili ; Tan, Xiaoyu.
   In: Financial Innovation.
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10. Autoencoding Conditional GAN for Portfolio Allocation Diversification. (2022). Yi, Shao ; Lu, Jun.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:9:y:2022:i:3:p:55-68.

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11. Dynamics of hierarchical clustering in stocks market during financial crises. (2022). Suwanna, Sujin ; Termsaithong, Teerasit ; Jaroonchokanan, Nawee.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007415.

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12. Heavy tailed distributions in closing auctions. (2022). de Vilder, R ; Kleijn, B ; Derksen, M.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000620.

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13. Machine learning and speed in high-frequency trading. (2022). He, Xuezhong (Tony) ; Jianwei, LI ; Arifovic, Jasmina.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439.

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14. Autoencoding Conditional GAN for Portfolio Allocation Diversification. (2022). Yi, Shao ; Lu, Jun.
    In: Papers.
    RePEc:arx:papers:2207.05701.

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15. .

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16. Growth and dynamics of Econophysics: a bibliometric and network analysis. (2021). Khurana, Parul ; Sharma, Kiran.
    In: Scientometrics.
    RePEc:spr:scient:v:126:y:2021:i:5:d:10.1007_s11192-021-03884-4.

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17. Queue-reactive Hawkes models for the order flow. (2021). Bacry, Emmanuel ; Muzy, Jean-Franois ; Rambaldi, Marcello ; Wu, Peng.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02409073.

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18. A Statistical Field Approach to Capital Accumulation. (2021). Wambst, Marc ; Lotz, Aileen ; Gosselin, Pierre.
    In: Post-Print.
    RePEc:hal:journl:hal-02280634.

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19. The Epps effect under alternative sampling schemes. (2021). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006026.

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20. Attitude interaction for financial price behaviours by contact system with small-world network topology. (2021). Wang, Jun ; Xiao, DI.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001369.

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21. Broken detailed balance and non-equilibrium dynamics in noisy social learning models. (2021). Piliouras, Georgios ; Chotibut, Thiparat ; Vaidya, Tushar.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:570:y:2021:i:c:s037843712100090x.

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22. Dynamics of the price behavior in stock markets: A statistical physics approach. (2021). Desgranges, Gabriel ; Diep, Hung T.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000856.

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23. Recent Advances in Reinforcement Learning in Finance. (2021). Yang, Huining ; Xu, Renyuan ; Hambly, Ben.
    In: Papers.
    RePEc:arx:papers:2112.04553.

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24. Towards Realistic Market Simulations: a Generative Adversarial Networks Approach. (2021). Conti, Michele ; Prata, Matteo ; Coletta, Andrea ; Balch, Tucker ; Vyetrenko, Svitlana ; Moulin, Aymeric ; Bartolini, Novella ; Mercanti, Emanuele.
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25. Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan.
    In: Papers.
    RePEc:arx:papers:2108.07806.

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26. Derivation of wealth distributions from biased exchange of money. (2021). Cao, Fei ; Motsch, Sebastien.
    In: Papers.
    RePEc:arx:papers:2105.07341.

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27. Simulation and estimation of a point-process market-model with a matching engine. (2021). Jericevich, Ivan ; Gebbie, Tim ; Chang, Patrick.
    In: Papers.
    RePEc:arx:papers:2105.02211.

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28. Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray.
    In: Papers.
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29. A Bayesian analysis of gain-loss asymmetry. (2021). Terenzi, Giulia ; di Iura, Andrea Giuseppe.
    In: Papers.
    RePEc:arx:papers:2104.06044.

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30. .

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31. A path integral approach to business cycle models with large number of agents. (2020). Lotz, Aïleen ; Wambst, Marc ; Gosselin, Pierre.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00280-3.

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32. Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00249-2.

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33. The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets. (2020). Takayasu, Misako ; Christensen, Kim ; Sueshige, Takumi ; Ciacci, Alberto.
    In: PLOS ONE.
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34. Early Warning Signs of Financial Market Turmoils. (2020). Pfante, Oliver ; Bertschinger, Nils.
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35. Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437120300133.

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36. Heavy tailed distributions in closing auctions. (2020). Kleijn, B ; Derksen, M ; de Vilder, R.
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37. The Epps effect under alternative sampling schemes. (2020). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick.
    In: Papers.
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38. An extensive study of stylized facts displayed by Bitcoin returns. (2020). Brigatti, E ; Bertella, M A ; Silva, J N ; F. N. M. de Sousa Filho, .
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39. The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets. (2020). Takayasu, Misako ; Christensen, Kim ; Sueshige, Takumi ; Ciacci, Alberto.
    In: Papers.
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40. Marked point processes and intensity ratios for limit order book modeling. (2020). Yoshida, Nakahiro ; Toke, Ioane Muni.
    In: Papers.
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41. Order flow analysis of cryptocurrency markets. (2019). Silantyev, Eduard.
    In: Digital Finance.
    RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00007-w.

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42. High frequency trading strategies, market fragility and price spikes: an agent based model perspective. (2019). Raju, V L ; Gerding, Enrico ; Booth, Ash ; McGroarty, Frank.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3019-4.

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43. Anomaly detection in Bitcoin market via price return analysis. (2019). Cheng, Xue-Qi ; Shen, Hua-Wei ; Xu, LI ; Gao, Jin-Hua ; Sun, Xiao-Qian ; Shi, Fa-Bin.
    In: PLOS ONE.
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44. Developing Statistical Optimization Models for Urban Competitiveness Index: Under the Boundaries of Econophysics Approach. (2019). Donmez, Cem Ari ; Atalan, Abdulkadir.
    In: Complexity.
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45. A Statistical Field Approach to Capital Accumulation. (2019). Wambst, Marc ; Lotz, Aileen ; Gosselin, Pierre.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02280634.

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46. Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01799398.

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47. Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni.
    In: Post-Print.
    RePEc:hal:journl:hal-01799398.

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48. Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:171-191.

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49. Statistical properties of volume and calendar effects in prediction markets. (2019). McGroarty, Frank ; Restocchi, Valerio ; Gerding, Enrico.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:1150-1160.

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50. Stability of a time-homogeneous system of money and antimoney in an agent-based random economy. (2019). Braun, Dieter ; Cornelius, Julian Alexander.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:520:y:2019:i:c:p:232-249.

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51. The stylized facts of prediction markets: Analysis of price changes. (2019). Restocchi, Valerio ; Gerding, Enrico ; McGroarty, Frank.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:515:y:2019:i:c:p:159-170.

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52. Global Rényi index of the distance matrix. (2019). Nie, Chun-Xiao ; Song, Fu-Tie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:514:y:2019:i:c:p:902-915.

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53. Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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54. Eigen-entropy measure to study phase separation in market behavior. (2019). Pharasi, Hirdesh K ; Sharma, Kiran ; Chakraborti, Anirban.
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55. A Statistical Field Approach to Capital Accumulation. (2019). Wambst, Marc ; Lotz, Aileen ; Gosselin, Pierre.
    In: Papers.
    RePEc:arx:papers:1909.11635.

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56. Quant GANs: Deep Generation of Financial Time Series. (2019). Kretschmer, Peter ; Korn, Ralf ; Knobloch, Robert ; Wiese, Magnus.
    In: Papers.
    RePEc:arx:papers:1907.06673.

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57. Relevant Stylized Facts About Bitcoin: Fluctuations, First Return Probability, and Natural Phenomena. (2019). da Silva, R ; da Cunha, C R.
    In: Papers.
    RePEc:arx:papers:1905.03211.

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58. Queue-reactive Hawkes models for the order flow. (2019). Bacry, Emmanuel ; Muzy, Jean-Franccois ; Rambaldi, Marcello ; Wu, Peng.
    In: Papers.
    RePEc:arx:papers:1901.08938.

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59. Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus.
    In: Papers.
    RePEc:arx:papers:1809.02772.

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60. Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni.
    In: Papers.
    RePEc:arx:papers:1805.06682.

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61. Using realistic trading strategies in an agent-based stock market model. (2018). Peffer, Gilbert ; Llacay, Barbara.
    In: Computational and Mathematical Organization Theory.
    RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

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62. Recent Topics in Time Series and Finance: Theory and Applications in Emerging Markets. (2018). Venegas-Martínez, Francisco ; Rojas, Omar.
    In: Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional.
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63. Price Dynamics in an Order-Driven Market with Bayesian Learning. (2018). Li, Dongxin ; Zhu, Hongliang ; Wang, Jiahua.
    In: Complexity.
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64. A Path Integral Approach to Business Cycle Models with Large Number of Agents. (2018). Wambst, Marc ; Lotz, Aileen ; Gosselin, Pierre.
    In: Working Papers.
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65. High dimensional Hawkes processes for limit order books Modelling, empirical analysis and numerical calibration. (2018). Abergel, Frederic ; Lu, Xiaofei.
    In: Post-Print.
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66. Order book microstructure and policies for financial stability. (2018). Biondo, Alessio Emanuele.
    In: Studies in Economics and Finance.
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67. The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists. (2018). Poitras, Geoffrey.
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    RePEc:eee:phsmap:v:507:y:2018:i:c:p:89-98.

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68. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, V ; Kononovicius, A.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:1075-1083.

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69. A Path Integral Approach to Business Cycle Models with Large Number of Agents. (2018). Wambst, Marc ; Gosselin, Pierre ; Lotz, Aileen.
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70. Complex market dynamics in the light of random matrix theory. (2018). Seligman, Thomas H ; Chakraborti, Anirban ; Sharma, Kiran ; Pharasi, Hirdesh K.
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71. Global Income Inequality and Savings: A Data Science Perspective. (2018). Chakraborti, Anirban ; Das, Subhradeep ; Sharma, Kiran.
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72. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Kononovicius, Aleksejus ; Gontis, Vygintas.
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73. Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele.
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74. Latency and liquidity provision in a limit order book. (2017). Bonart, Julius ; Gould, Martin D.
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75. A Path Integral Approach to Interacting Economic Systems with Multiple Heterogeneous Agents. (2017). Lotz, Aïleen ; Wambst, Marc ; Gosselin, Pierre.
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76. Fluctuation-driven price dynamics and investment strategies. (2017). Jiang, Xiong-Fei ; Chen, Ting-Ting ; Zheng, BO ; Li, Yan.
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77. Influence of Money Distribution on Civil Violence Model. (2017). Astudillo, H F ; Borotto, F A ; Ormazabal, Ignacio.
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78. A Path Integral Approach to Interacting Economic Systems with Multiple Heterogeneous Agents. (2017). Lotz, Aïleen ; Wambst, Marc ; Gosselin, Pierre.
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79. Limit order book modelling with high dimensional Hawkes processes. (2017). Abergel, Frederic ; Lu, Xiaofei.
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80. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro.
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81. Bin size independence in intra-day seasonalities for relative prices. (2017). Hidalgo, Esteban Guevara .
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    RePEc:eee:phsmap:v:468:y:2017:i:c:p:722-732.

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82. Non-stationary individual and household income of poor, rich and middle classes in Mexico. (2017). Del Castillo, Edgar ; Soriano-Hernandez, P ; Cordoba-Rodriguez, O ; Mansilla-Corona, R ; del Castillo-Mussot, M.
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83. Simple agent-based dynamical system models for efficient financial markets: Theory and examples. (2017). Immonen, Eero .
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84. A buffer Hawkes process for limit order books. (2017). Caglar, Mine ; Kaj, Ingemar.
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85. Estimation of zero-intelligence models by L1 data. (2016). Mid, Martin.
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    RePEc:taf:quantf:v:16:y:2016:i:9:p:1423-1444.

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86. Rock around the clock: An agent-based model of low- and high-frequency trading. (2016). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
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87. FORECASTING TRENDS WITH ASSET PRICES. (2016). Abergel, Frederic ; Loeper, Gregoire ; Belhadjayed, Ahmed ; Ahmed Bel Hadj Ayed, .
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88. Ising model of financial markets with many assets. (2016). Morgenstern, I ; Jurczyk, J ; Eckrot, A.
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89. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Podobnik, B ; Havlin, S ; Kononovicius, A ; Stanley, H E ; Gontis, V.
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90. Anomalous volatility scaling in high frequency financial data. (2016). Nava, Noemi ; di Matteo, T ; Aste, Tomaso.
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91. Stylized facts of price gaps in limit order books. (2016). Zhou, Wei-Xing ; Zhang, Wei ; Chen, Wei ; Xiong, Xiong ; Gu, Gao-Feng.
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92. Measuring multiscaling in financial time-series. (2016). di Matteo, T ; Aste, T ; Buonocore, R J.
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93. RECENT CONTRIBUTIONS OF THE STATISTICAL PHYSICS IN THE RESEARCH OF BANKING, STOCK EXCHANGE AND FOREIGN EXCHANGE MARKETS. (2016). Daniela, Pirvu ; Mircea, Barbuceanu .
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94. A new structural stochastic volatility model of asset pricing and its stylized facts. (2016). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria.
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95. The role of volume in order book dynamics: a multivariate Hawkes process analysis. (2016). Rambaldi, Marcello ; Lillo, Fabrizio ; Bacry, Emmanuel.
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96. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Stanley, Eugene H ; Podobnik, Boris ; Kononovicius, Aleksejus ; Havlin, Shlomo ; Gontis, Vygintas.
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97. Quasi-Centralized Limit Order Books. (2016). Gould, Martin D. ; Howison, Sam D. ; Porter, Mason A..
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98. Dynamical Models of Stock Prices Based on Technical Trading Rules Part II: Analysis of the Models. (2016). Wang, Li-Xin.
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99. LONG TIME BEHAVIOUR OF A HAWKES PROCESS-BASED LIMIT ORDER BOOK. (2015). Abergel, Frederic ; Jedidi, Aymen .
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100. Long-Time Behavior of a Hawkes Process--Based Limit Order Book. (2015). Abergel, Frederic ; Jedidi, Aymen .
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101. Exact and asymptotic solutions of the call auction problem. (2015). Toke, Ioane Muni.
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102. The order book as a queueing system: average depth and influence of the size of limit orders. (2015). Toke, Ioane Muni.
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103. Nonlinear GARCH model and 1/f noise. (2015). Kononovicius, A. ; Ruseckas, J..
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104. Variable diffusion in stock market fluctuations. (2015). Gunaratne, Gemunu H. ; Chen, Lijian ; Falcon, Liberty ; McCauley, Joseph L. ; Hua, Jia-Chen .
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     RePEc:eee:phsmap:v:419:y:2015:i:c:p:221-233.

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105. Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns. (2015). Sornette, Didier ; Filimonov, Vladimir.
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106. Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book. (2015). Gould, Martin D ; Bonart, Julius.
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107. Time-dependent scaling patterns in high frequency financial data. (2015). Nava, Noemi ; Aste, Tomaso ; di Matteo, Tiziana.
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108. Currency target zone modeling: An interplay between physics and economics. (2015). Lera, Sandro Claudio ; Sornette, Didier.
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109. The Long Memory of Order Flow in the Foreign Exchange Spot Market. (2015). Gould, Martin D. ; Howison, Sam D. ; Porter, Mason A..
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110. Anomalous volatility scaling in high frequency financial data. (2015). Aste, Tomaso ; Di Matteo, T. ; Nava, Noemi.
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111. Nonlinear GARCH model and 1/f noise. (2015). Kononovicius, Aleksejus ; Ruseckas, Julius.
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112. Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Kononovicius, Aleksejus ; Gontis, Vygintas.
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     RePEc:arx:papers:1409.8024.

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113. Power law scaling and Dragon-Kings in distributions of intraday financial drawdowns. (2015). Sornette, Didier ; Filimonov, Vladimir .
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114. Max-Plus Objects to Study the Complexity of Graphs. (2014). Bocci, Cristiano ; Rapallo, Fabio ; Chiantini, Luca.
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115. Rock around the clock: an agent-based model of low- and high-frequency trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
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116. Cross-Correlation Asymmetries and Causal Relationships between Stock and Market Risk. (2014). Balatsky, Alexander V ; Borysov, Stanislav S.
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117. Exact and asymptotic solutions of the call auction problem. (2014). Toke, Ioane Muni.
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118. Tick size reduction and price clustering in a FX order book.. (2014). Lallouache, Mehdi ; Abergel, Frederic.
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     RePEc:hal:journl:hal-01006414.

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119. Ergodicity and scaling limit of a constrained multivariate Hawkes process. (2014). Zheng, Ban ; Abergel, Frederic ; Roueff, Franois .
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     RePEc:hal:journl:hal-00777941.

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120. Ecological Econophysics for Degrowth. (2014). Pueyo, Salvador.
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     RePEc:gam:jsusta:v:6:y:2014:i:6:p:3431-3483:d:36555.

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121. Tick size reduction and price clustering in a FX order book. (2014). Abergel, Frederic ; Lallouache, Mehdi.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:416:y:2014:i:c:p:488-498.

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122. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Wagner, D. C. ; Guhr, T. ; Schmitt, T. A. ; Schafer, R. ; Wolf, D. E..
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:415:y:2014:i:c:p:347-353.

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123. Cointegration-based financial networks study in Chinese stock market. (2014). Tu, Chengyi.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:402:y:2014:i:c:p:245-254.

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124. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier.
     In: Swiss Finance Institute Research Paper Series.
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125. Competition of Commodities for the Status of Money in an Agent-based Model. (2014). Andrzej Z. G'orski, ; Stanis{l}aw Dro. zd. z, ; Gkebarowski, Robert ; O'swikecimka, Pawel .
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126. Exact and asymptotic solutions of the call auction problem. (2014). Toke, Ioane Muni.
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127. Gaussian-Chain Filters for Heavy-Tailed Noise with Application to Detecting Big Buyers and Big Sellers in Stock Market. (2014). Wang, Li-Xin.
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128. Stylized facts of price gaps in limit order books: Evidence from Chinese stocks. (2014). Gu, Gao-Feng ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Zhou, Wei-Xing.
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129. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Wagner, Daniel C. ; Guhr, Thomas ; Schmitt, Thilo A. ; Schafer, Rudi ; Wolf, Dietrich E..
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     RePEc:arx:papers:1404.7356.

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130. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
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     RePEc:arx:papers:1404.0243.

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131. On Simulation of Various Effects in Consolidated Order Book. (2014). Lykov, A. ; Vaninsky, K. L. ; Glekin, A. O..
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     RePEc:arx:papers:1402.4150.

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132. Portfolio return distributions: Sample statistics with non-stationary correlations. (2014). CHETALOVA, DESISLAVA ; Guhr, Thomas ; Schmitt, Thilo A. ; Schafer, Rudi .
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     RePEc:arx:papers:1308.3961.

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133. Tick Size Reduction and Price Clustering in a FX Order Book. (2014). Fr'ed'eric Abergel, ; Lallouache, Mehdi.
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134. Ergodicity and scaling limit of a constrained multivariate Hawkes process. (2014). Zheng, Ban ; Roueff, Franccois ; Fr'ed'eric Abergel, .
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     RePEc:arx:papers:1301.5007.

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135. Empirical properties of the foreign exchange interdealer market. (2013). Abergel, Frederic ; Lallouache, Mehdi.
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     RePEc:hal:wpaper:hal-01006414.

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136. The order book as a queueing system: average depth and influence of the size of limit orders. (2013). Toke, Ioane Muni.
     In: Working Papers.
     RePEc:hal:wpaper:hal-01006410.

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137. Ergodicity and scaling limit of a constrained multivariate Hawkes process. (2013). Zheng, Ban ; Abergel, Frederic ; Roueff, Franois .
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     RePEc:hal:wpaper:hal-00777941.

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138. Testing the Goodwin growth-cycle macroeconomic dynamics in Brazil. (2013). Ribeiro, Marcelo ; Moura, N. J..
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     RePEc:eee:phsmap:v:392:y:2013:i:9:p:2088-2103.

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139. Between complexity of modelling and modelling of complexity: An essay on econophysics. (2013). Schinckus, C..
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:392:y:2013:i:17:p:3654-3665.

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140. The order book as a queueing system: average depth and influence of the size of limit orders. (2013). Toke, Ioane Muni.
     In: Papers.
     RePEc:arx:papers:1311.5661.

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141. Is it a power law distribution? The case of economic contractions. (2013). Pueyo, Salvador .
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     RePEc:arx:papers:1310.2567.

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142. Testing power-law cross-correlations: Rescaled covariance test. (2013). Krištoufek, Ladislav.
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     RePEc:arx:papers:1307.4727.

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143. Ensemble vs. time averages in financial time series analysis. (2012). Gunaratne, Gemunu H. ; Seemann, Lars ; McCauley, Joseph L. ; Hua, Jia-Chen .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:391:y:2012:i:23:p:6024-6032.

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144. Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece. (2012). Ferreira, Paulo.
     In: CEFAGE-UE Working Papers.
     RePEc:cfe:wpcefa:2012_24.

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145. High Frequency Lead/lag Relationships - Empirical facts. (2012). Fr'ed'eric Abergel, ; Huth, Nicolas .
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     RePEc:arx:papers:1111.7103.

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146. High Frequency Lead/lag Relationships - Empirical facts. (2011). Abergel, Frederic ; Huth, Nicolas .
     In: Working Papers.
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26. Vertical Contracting with Informational Opportunism. (2015). MARTIMORT, David ; Dequiedt, Vianney.
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39. Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity. (2012). Matzkin, Rosa.
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42. Moderate deviations of generalized method of moments and empirical likelihood estimators. (2011). Otsu, Taisuke.
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43. Size (of the product) matters. (2011). Reggiani, Carlo.
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44. Quantile regression for dynamic panel data with fixed effects. (2011). Galvao, Antonio F..
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45. Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2011). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole E..
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46. Do high-frequency measures of volatility improve forecasts of return distributions?. (2011). McCurdy, Tom ; Maheu, John.
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48. Structural measurement errors in nonseparable models. (2010). Winter, Joachim ; hoderlein, stefan.
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49. Heterogeneous treatment effects: Instrumental variables without monotonicity?. (2010). Klein, Tobias.
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50. Prohibitions on punishments in private contracts. (2009). Newman, Andrew ; Bond, Philip.
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