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1. A Bayesian analysis of gain-loss asymmetry. (2021). Terenzi, Giulia ; di Iura, Andrea Giuseppe.
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2. Evidence and Behaviour of Support and Resistance Levels in Financial Time Series. (2021). Chung, Ken ; Bellotti, Anthony.
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3. A path integral approach to business cycle models with large number of agents. (2020). Lotz, Aïleen ; Wambst, Marc ; Gosselin, Pierre.
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4. Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele.
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5. 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.
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6. Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R.
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7. Heavy tailed distributions in closing auctions. (2020). Kleijn, B ; Derksen, M ; de Vilder, R.
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8. The Epps effect under alternative sampling schemes. (2020). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick.
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9. 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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10. 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.
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11. Marked point processes and intensity ratios for limit order book modeling. (2020). Yoshida, Nakahiro ; Toke, Ioane Muni.
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12. Order flow analysis of cryptocurrency markets. (2019). Silantyev, Eduard.
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13. High frequency trading strategies, market fragility and price spikes: an agent based model perspective. (2019). Raju, V L ; Gerding, Enrico ; Booth, Ash ; McGroarty, Frank.
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14. 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.
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15. Developing Statistical Optimization Models for Urban Competitiveness Index: Under the Boundaries of Econophysics Approach. (2019). Donmez, Cem Ari ; Atalan, Abdulkadir.
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16. A Statistical Field Approach to Capital Accumulation. (2019). Wambst, Marc ; Lotz, Aileen ; Gosselin, Pierre.
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17. Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni.
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18. Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni.
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19. Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus.
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20. Statistical properties of volume and calendar effects in prediction markets. (2019). McGroarty, Frank ; Restocchi, Valerio ; Gerding, Enrico.
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21. Stability of a time-homogeneous system of money and antimoney in an agent-based random economy. (2019). Braun, Dieter ; Cornelius, Julian Alexander.
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22. The stylized facts of prediction markets: Analysis of price changes. (2019). Restocchi, Valerio ; Gerding, Enrico ; McGroarty, Frank.
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23. Global Rényi index of the distance matrix. (2019). Nie, Chun-Xiao ; Song, Fu-Tie.
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24. 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.
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25. A Statistical Field Approach to Capital Accumulation. (2019). Wambst, Marc ; Lotz, Aileen ; Gosselin, Pierre.
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26. Quant GANs: Deep Generation of Financial Time Series. (2019). Kretschmer, Peter ; Korn, Ralf ; Knobloch, Robert ; Wiese, Magnus.
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27. Relevant Stylized Facts About Bitcoin: Fluctuations, First Return Probability, and Natural Phenomena. (2019). da Silva, R ; da Cunha, C R.
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28. Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni.
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29. Using realistic trading strategies in an agent-based stock market model. (2018). Peffer, Gilbert ; Llacay, Barbara.
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30. Recent Topics in Time Series and Finance: Theory and Applications in Emerging Markets. (2018). Venegas-Martínez, Francisco ; Rojas, Omar.
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31. Price Dynamics in an Order-Driven Market with Bayesian Learning. (2018). Li, Dongxin ; Zhu, Hongliang ; Wang, Jiahua.
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32. A Path Integral Approach to Business Cycle Models with Large Number of Agents. (2018). Wambst, Marc ; Lotz, Aileen ; Gosselin, Pierre.
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33. High dimensional Hawkes processes for limit order books Modelling, empirical analysis and numerical calibration. (2018). Abergel, Frederic ; Lu, Xiaofei.
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34. The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists. (2018). Poitras, Geoffrey.
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35. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, V ; Kononovicius, A.
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36. A Path Integral Approach to Business Cycle Models with Large Number of Agents. (2018). Wambst, Marc ; Gosselin, Pierre ; Lotz, Aileen.
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37. Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele.
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38. Latency and liquidity provision in a limit order book. (2017). Bonart, Julius ; Gould, Martin D.
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39. Fluctuation-driven price dynamics and investment strategies. (2017). Jiang, Xiong-Fei ; Chen, Ting-Ting ; Zheng, BO ; Li, Yan.
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40. Influence of Money Distribution on Civil Violence Model. (2017). Astudillo, H F ; Borotto, F A ; Ormazabal, Ignacio.
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41. 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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42. Estimation of zero-intelligence models by L1 data. (2016). Mid, Martin.
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43. 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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44. FORECASTING TRENDS WITH ASSET PRICES. (2016). Abergel, Frederic ; Loeper, Gregoire ; Belhadjayed, Ahmed ; Ahmed Bel Hadj Ayed, .
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45. Measuring multiscaling in financial time-series. (2016). di Matteo, T ; Aste, T ; Buonocore, R J.
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46. 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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47. Exact and asymptotic solutions of the call auction problem. (2015). Toke, Ioane Muni.
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48. Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns. (2015). Sornette, Didier ; Filimonov, Vladimir.
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49. Anomalous volatility scaling in high frequency financial data. (2015). Aste, Tomaso ; Di Matteo, T. ; Nava, Noemi.
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50. Cross-Correlation Asymmetries and Causal Relationships between Stock and Market Risk. (2014). Balatsky, Alexander V ; Borysov, Stanislav S.
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51. Tick size reduction and price clustering in a FX order book.. (2014). Lallouache, Mehdi ; Abergel, Frederic.
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52. Tick size reduction and price clustering in a FX order book. (2014). Abergel, Frederic ; Lallouache, Mehdi.
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53. Tick Size Reduction and Price Clustering in a FX Order Book. (2014). Fr'ed'eric Abergel, ; Lallouache, Mehdi.
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54. Empirical properties of the foreign exchange interdealer market. (2013). Abergel, Frederic ; Lallouache, Mehdi.
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55. Testing the Goodwin growth-cycle macroeconomic dynamics in Brazil. (2013). Ribeiro, Marcelo ; Moura, N. J..
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56. Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers. (2012). Bhattacharya, Utpal ; Holden, Craig W. ; Jacobsen, Stacey .
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