Linking agent-based models and stochastic models of financial markets

• Main Authors: Feng, L., Li, B., Podobnik, B., Preis, T., Stanley, H.E.
• Other Authors: PHYSICS
• Format: Article
• Published: 2014
• Subjects: Complex systems; Power law; Scaling laws
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/53012
• Institution: National University of Singapore

10.1073/pnas.1205013109