1. Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model. (2023). Bourgeois-Gironde, Sacha ; Vrizzi, Stefano ; Palminteri, Stefano ; Lussange, Johann ; Gutkin, Boris.
   In: Computational Economics.
   RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10249-3.

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2. Correlation structure analysis of the global agricultural futures market. (2023). Zhou, Wei-Xing ; Dai, Yun-Shi ; Zheng, Qing-Huan ; Anh, Ngoc Quang.
   In: Papers.
   RePEc:arx:papers:2310.16849.

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3. On the Connection between Temperature and Volatility in Ideal Agent Systems. (2023). Stiebel, John H ; Hoffmann, Ingo ; Borner, Christoph J.
   In: Papers.
   RePEc:arx:papers:2303.15164.

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4. Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective. (2023). Lussange, Johann ; Gutkin, Boris.
   In: Papers.
   RePEc:arx:papers:2302.04184.

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5. Processes analogous to ecological interactions and dispersal shape the dynamics of economic activities. (2023). Boussange, Victor ; Pellissier, Loic ; Lischke, Heike ; Sornette, Didier.
   In: Papers.
   RePEc:arx:papers:2301.09486.

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6. Agent-based model generating stylized facts of fixed income markets. (2022). Westphal, Rebecca ; Sornette, Didier ; Kopp, Antoine.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:17:y:2022:i:4:d:10.1007_s11403-022-00355-8.

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7. Non-equilibrium time-dependent solution to discrete choice with social interactions. (2022). Pollitt, Hector ; Holehouse, James.
   In: PLOS ONE.
   RePEc:plo:pone00:0267083.

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8. Correlation structure analysis of the global agricultural futures market. (2022). Zhou, Wei-Xing ; Dai, Yun-Shi ; Zheng, Qing-Huan ; Anh, Ngoc Quang.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000654.

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9. Financial markets and the phase transition between water and steam. (2022). Schmidhuber, Christof.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:592:y:2022:i:c:s0378437122000152.

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10. Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression. (2022). TILFANI, Oussama ; Krištoufek, Ladislav ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Kristoufek, Ladislav.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008037.

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11. Carbon price forecasting based on CEEMDAN and LSTM. (2022). Huang, Zhehao ; Zhou, Feite ; Zhang, Changhong.
    In: Applied Energy.
    RePEc:eee:appene:v:311:y:2022:i:c:s0306261922000782.

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12. Non-equilibrium time-dependent solution to discrete choice with social interactions. (2022). Pollitt, Hector ; Holehouse, James.
    In: Papers.
    RePEc:arx:papers:2109.09633.

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13. An empirical behavioral order-driven model with price limit rules. (2021). Zhou, Wei-Xing ; Chen, Wei ; Xu, Hai-Chuan ; Gu, Gao-Feng ; Zhang, Yongjie ; Xiong, Xiong.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00288-4.

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14. An ARFIMA multi-level model of dual-component expectations in repeated cross-sectional survey data. (2021). Silver, Steven D ; Raseta, Marko.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01757-7.

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15. Trends, reversion, and critical phenomena in financial markets. (2021). Schmidhuber, Christof.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309407.

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16. Emerging social brain: A collective self-motivated Boltzmann machine. (2021). Tao, Yong ; Lin, LI ; Sornette, Didier.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309346.

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17. A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon. (2021). Bornholdt, Stefan.
    In: Papers.
    RePEc:arx:papers:2112.06290.

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18. Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model. (2021). Lillo, Fabrizio ; di Gangi, Domenico ; Tantari, Daniele ; Campajola, Carlo.
    In: Papers.
    RePEc:arx:papers:2007.15545.

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19. SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Cramer, Simon ; Otte, Philipp ; Beikirch, Maximilian ; Frank, Martin ; Pabich, Emma ; Trimborn, Torsten.
    In: Computational Economics.
    RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1.

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20. Identification and prediction of bifurcation tipping points using complex networks based on quasi-isometric mapping. (2020). Zhao, YI ; Peng, Xiaoyi ; Small, Michael.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120305781.

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21. A mathematical formulation of order cancellation for the agent-based modelling of financial markets. (2020). Yoshimura, Yushi ; Chen, YU ; Okuda, Hiroshi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119314372.

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22. Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300336.

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23. How market intervention can prevent bubbles and crashes. (2020). Westphal, Rebecca ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp2074.

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24. An Interacting Agent Model of Economic Crisis. (2020). Ikeda, Yuichi.
    In: Papers.
    RePEc:arx:papers:2001.11843.

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25. Unveiling the relation between herding and liquidity with trader lead-lag networks. (2020). Lillo, Fabrizio ; Tantari, Daniele ; Campajola, Carlo.
    In: Papers.
    RePEc:arx:papers:1909.10807.

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26. Drawing on different disciplines: macroeconomic agent-based models. (2019). Turrell, Arthur ; HALDANE, ANDREW.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0557-5.

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27. Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective. (2019). Oldham, Matthew.
    In: Complexity.
    RePEc:hin:complx:1715624.

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28. Exploring Contrarian Degree in the Trading Behavior of Chinas Stock Market. (2019). Chen, Yue ; Zhang, Yan ; Niu, Xiaojian.
    In: Complexity.
    RePEc:hin:complx:1678086.

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29. On the Unsustainable Macroeconomy with Increasing Inequality of Firms Induced by Excessive Liquidity. (2019). Lou, Yuting ; Chen, YU ; Zheng, Wenzhi.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:11:p:3075-:d:235923.

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30. Are distrust relationships beneficial for group performance? The influence of the scope of distrust on the emergence of collective intelligence. (2019). Giannoccaro, Ilaria ; Carbone, Giuseppe ; Massari, Giovanni F.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:208:y:2019:i:c:p:343-355.

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31. 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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32. Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Chen, YU ; Katahira, Kei ; Okuda, Hiroshi ; Hashimoto, Gaku.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:524:y:2019:i:c:p:503-518.

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

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34. Statistical volatility duration and complexity of financial dynamics on Sierpinski gasket lattice percolation. (2019). Xing, Yani ; Wang, Jun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:513:y:2019:i:c:p:234-247.

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35. Behavioral heterogeneity and excess stock price volatility in China. (2019). Zhou, Zhong-Qiang ; Xiong, Xiong ; Zhang, Wei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:348-354.

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36. When financial economics influences physics: The role of Econophysics. (2019). Mantegna, Rosario ; Jovanovic, Franck ; Schinckus, Christophe.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304162.

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37. Stylized Facts and Agent-Based Modeling. (2019). Trimborn, Torsten ; Cramer, Simon.
    In: Papers.
    RePEc:arx:papers:1912.02684.

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38. Heterogeneous wealth distribution, round-trip trading and the emergence of volatility clustering in Speculation Game. (2019). Chen, YU ; Katahira, Kei.
    In: Papers.
    RePEc:arx:papers:1909.03185.

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39. Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Chen, YU ; Katahira, Kei ; Okuda, Hiroshi ; Hashimoto, Gaku.
    In: Papers.
    RePEc:arx:papers:1902.02040.

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40. Simulation of Stylized Facts in Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Cramer, Simon ; Otte, Philipp ; Beikirch, Maximilian ; Frank, Martin ; Pabich, Emma.
    In: Papers.
    RePEc:arx:papers:1812.02726.

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41. 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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42. Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2019). Trimborn, Torsten ; Frank, Martin ; Pareschi, Lorenzo.
    In: Papers.
    RePEc:arx:papers:1711.03291.

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43. How fast to run in the Red Queen race?. (2018). Oldham, Matthew.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:25:y:2018:i:1:p:28-43.

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44. Impact of immigrants on a multi-agent economical system. (2018). Razakanirina, Ranaivo ; Kaufmann, Lea ; Groen, Derek ; Chopard, Bastien.
    In: PLOS ONE.
    RePEc:plo:pone00:0197509.

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45. Calibrating emergent phenomena in stock markets with agent based models. (2018). Fievet, Lucas ; Sornette, Didier.
    In: PLOS ONE.
    RePEc:plo:pone00:0193290.

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46. Information Feedback in Temporal Networks as a Predictor of Market Crashes. (2018). Kostanjar, Zvonko ; Begui, Stjepan ; Stanley, Eugene H ; Kova, Dejan ; Podobnik, Boris.
    In: Complexity.
    RePEc:hin:complx:2834680.

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47. Team Resilience in Complex and Turbulent Environments: The Effect of Size and Density of Social Interactions. (2018). Giannoccaro, Ilaria ; Carbone, Giuseppe ; Massari, Giovanni F.
    In: Complexity.
    RePEc:hin:complx:1923216.

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48. Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Kostanjar, Zvonko ; Begui, Stjepan ; Stanley, Eugene H ; Podobnik, Boris.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:510:y:2018:i:c:p:400-406.

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49. The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists. (2018). Poitras, Geoffrey.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:507:y:2018:i:c:p:89-98.

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50. Modeling and complexity of stochastic interacting Lévy type financial price dynamics. (2018). Wang, Yiduan ; Zhang, Wei ; Zheng, Shenzhou.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:499:y:2018:i:c:p:498-511.

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51. Information driving force and its application in agent-based modeling. (2018). Li, Yan ; Jiang, Xiong-Fei ; Chen, Ting-Ting ; Zheng, BO.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:496:y:2018:i:c:p:593-601.

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52. Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders. (2018). Xu, Wen-Juan ; Qiu, Tian ; Chen, Rong-Da ; Zhong, Li-Xin ; Ren, Fei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:493:y:2018:i:c:p:301-310.

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53. Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Kostanjvcar, Zvonko ; Beguvsi, Stjepan ; Stanley, Eugene H ; Podobnik, Boris.
    In: Papers.
    RePEc:arx:papers:1803.08405.

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54. SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Cramer, Simon ; Otte, Philipp ; Beikirch, Max ; Frank, Martin ; Pabich, Emma.
    In: Papers.
    RePEc:arx:papers:1801.01811.

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55. Birth or burst of financial bubbles: which one is easier to diagnose?. (2017). Demos, Guilherme ; Sornette, D.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:5:p:657-675.

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56. Nanoeconomics: A Statistical Model of Company Profit Influenced by Individual Interests of Managers. (2017). Sokolov, Igor ; Katyshev, Anatoly .
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:4:y:2017:i:1:p:53-71.

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57. Detection of statistical asymmetries in non-stationary sign time series: Analysis of foreign exchange data. (2017). Takayasu, Misako ; Yamashita, Arthur Matsuo.
    In: PLOS ONE.
    RePEc:plo:pone00:0177652.

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58. Econophysics and Financial Economics: An Emerging Dialogue. (2017). Jovanovic, Franck ; Schinckus, Christophe.
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780190205034.

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59. Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns. (2017). Zhou, Wei-Xing ; Chen, Wei ; Gu, Gao-Feng ; Jiang, Zhi-Qiang ; Xiong, Xiong ; Zhang, Wei.
    In: Computational Economics.
    RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9612-1.

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60. Connectivity, Information Jumps, and Market Stability: An Agent-Based Approach. (2017). Alsulaiman, Talal ; Khashanah, Khaldoun.
    In: Complexity.
    RePEc:hin:complx:6752086.

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61. An Ising-based dynamic model to study the effect of social interactions on firm absorptive capacity. (2017). Giannoccaro, Ilaria ; Carbone, Giuseppe.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:194:y:2017:i:c:p:214-227.

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62. Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics. (2017). Zhang, Yali ; Wang, Jun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:482:y:2017:i:c:p:741-756.

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63. Modelling trading networks and the role of trust. (2017). Govezensky, Tzipe ; Barrio, Rafael A ; Kaski, Kimmo K ; Ruiz-Gutierrez, Elfego.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:68-79.

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64. Ising game: Nonequilibrium steady states of resource-allocation systems. (2017). Huang, J P ; Yang, G ; Xin, C.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:666-673.

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65. Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets. (2017). Zeng, Yayun ; Xu, Kaixuan ; Wang, Jun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:364-376.

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66. Super-Exponential RE Bubble Model with Efficient Crashes. (2017). Kreuser, Jerome L ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1733.

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67. An empirical behavioural order-driven model with price limit rules. (2017). Zhou, Wei-Xing ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Xu, Hai-Chuan ; Gu, Gao-Feng.
    In: Papers.
    RePEc:arx:papers:1704.04354.

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68. New approaches in agent-based modeling of complex financial systems. (2017). Li, Y ; Jiang, X F ; Chen, T T ; Zheng, B.
    In: Papers.
    RePEc:arx:papers:1703.06840.

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69. Limit-order book resiliency after effective market orders: Spread, depth and intensity. (2017). Zhou, Wei-Xing ; Xiong, Xiong ; Zhang, Wei ; Chen, Wei ; Xu, Hai-Chuan.
    In: Papers.
    RePEc:arx:papers:1602.00731.

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70. Herding, minority game, market clearing and efficient markets in a simple spin model framework. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vovrda, Miloslav S ; Kristoufek, Ladislav.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:68.

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71. Forecasting stock market returns over multiple time horizons. (2016). Sharov, Sergey V ; Gusev, Maxim ; Ushanov, Dmitry ; Kroujiline, Dimitri ; Govorkov, Boris.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:11:p:1695-1712.

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72. The Hunt Opinion Model—An Agent Based Approach to Recurring Fashion Cycles. (2016). Sznajd-Weron, Katarzyna ; Marcjasz, Grzegorz ; Apriasz, Rafa ; Krueger, Tyll.
    In: PLOS ONE.
    RePEc:plo:pone00:0166323.

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73. Regrets, learning and wisdom. (2016). Challet, Damien.
    In: Post-Print.
    RePEc:hal:journl:hal-01312973.

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74. Linking market interaction intensity of 3D Ising type financial model with market volatility. (2016). Fang, Wen ; Feng, Ling ; Wang, Jun ; Ke, Jinchuan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:461:y:2016:i:c:p:531-542.

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75. An Ising spin state explanation for financial asset allocation. (2016). Horvath, Philip A ; Roos, Kelly R ; Sinha, Amit.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:445:y:2016:i:c:p:112-116.

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76. The highly intelligent virtual agents for modeling financial markets. (2016). Chen, Y ; Huang, J P ; Yang, G.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:443:y:2016:i:c:p:98-108.

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77. On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis. (2016). ausloos, marcel ; Jovanovic, Franck ; Schinckus, Christophe.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:7-14.

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78. Negative bubbles and shocks in cryptocurrency markets. (2016). Fry, John ; Cheah, Jeremy Eng Tuck.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:343-352.

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79. Market ecologies: The effect of information on the interaction and profitability of technical trading strategies. (2016). Ladley, Daniel ; Jackson, Antony.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:270-280.

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80. Breaking down the barriers between econophysics and financial economics. (2016). Jovanovic, Franck ; Schinckus, Christophe.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:256-266.

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81. On the usual misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis. (2016). ausloos, marcel ; Jovanovic, Franck ; Schinckus, Christophe.
    In: Papers.
    RePEc:arx:papers:1606.02045.

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82. Regrets, learning and wisdom. (2016). Challet, Damien.
    In: Papers.
    RePEc:arx:papers:1605.01052.

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83. Modeling Stock Price Dynamics with Fuzzy Opinion Networks. (2016). Wang, Li-Xin.
    In: Papers.
    RePEc:arx:papers:1602.06213.

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84. Economics as energy framework: Complexity, turbulence, financial crises, and protectionism. (2015). Rutledge, John.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:25:y:2015:i:1:p:10-18.

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85. Forecasting stock market returns over multiple time horizons. (2015). Sharov, Sergey V ; Gusev, Maxim ; Ushanov, Dmitry ; Kroujiline, Dimitri ; Govorkov, Boris.
    In: MPRA Paper.
    RePEc:pra:mprapa:66175.

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86. How Volatilities Nonlocal in Time Affect the Price Dynamics in Complex Financial Systems. (2015). Jiang, Xiong-Fei ; Tan, Lei ; Chen, Jun-Jie ; Zheng, BO.
    In: PLOS ONE.
    RePEc:plo:pone00:0118399.

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87. Economics as energy framework: Complexity, turbulence, financial crises, and protectionism. (2015). Rutledge, John.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:25:y:2015:i:c:p:10-18.

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88. Econophysics: A challenge to econometricians. (2015). Zapart, Christopher A..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:419:y:2015:i:c:p:318-327.

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89. Currency target zone modeling: An interplay between physics and economics. (2015). Lera, Sandro Claudio ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:1508.04754.

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90. Dynamical system theory of periodically collapsing bubbles. (2015). Yukalov, V I ; Yukalova, E P ; Sornette, D.
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91. How volatilities nonlocal in time affect the price dynamics in complex financial systems. (2015). Jiang, Xiong-Fei ; Tan, Lei ; Chen, Jun-Jie ; Zheng, BO.
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92. Predictable markets? A news-driven model of the stock market. (2014). Zhilyaev, Maxim ; Gusev, Maxim ; Ushanov, Dmitry ; Kroujiline, Dimitri ; Govorkov, Boris ; Sharov, Sergey V..
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93. Competition of Commodities for the Status of Money in an Agent-based Model. (2014). Stanis{l}aw Dro. zd. z, ; Gkebarowski, Robert ; O'Swikecimka, Pawel ; Andrzej Z. G'orski, .
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94. Predictable markets? A news-driven model of the stock market. (2014). Sharov, Sergey V. ; Zhilyaev, Maxim ; Gusev, Maxim ; Ushanov, Dmitry ; Kroujiline, Dimitri ; Govorkov, Boris.
    In: Papers.
    RePEc:arx:papers:1404.7364.

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100. Gisler, M., D. Sornette and R. Woodard (2011) Innovation as a Social Bubble: The Example of the Human Genome Project, Research Policy 40, 1412-1425.

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129. Johansen, A., O. Ledoit and D. Sornette (2000) Crashes as critical points, Int. J. Theor. Applied Finance 3 (2) 219-255.

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141. Kruger, J. and D. Dunning (1999) Unskilled and unaware of it: how difficulties in recognising one’s own incompetence lead to inflated selfassessments, Journal of Personality and Social Psychology 77 (6), 11211134.
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142. Krugman, P. (1996) The Self-Organizing Economy (Blackwell, Malden, MA).
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143. Kyle, A. (1985) Continuous auctions and insider trading, Econometrica 53 (6), 1315-1335.

144. Laherrere, J. and D. Sornette (1999) Stretched exponential distributions in nature and economy: Fat tails with characteristic scales, European Physical Journal B 2, 525-539.
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145. Langer, E. (1975) The illusion of control, J Person Soc Psychol. 7, 185-207.
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146. LeBaron, B., W. B. Arthur, and R. Palmer (1999) Time series properties of an artificial stock market, Journal of Economic Dynamics and Control, 23 (9-10), 1487-1516.

147. LeRoy, S. F. (2008) Excess Volatility Tests, The New Palgrave Dictionary of Economics, 2nd ed.
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148. LeRoy, S.F. and R.D. Porter (1981) The present value relation: Tests based on implied variance bounds, Econometrica 49, 555-574.

149. Leskovec, J., M. McGlohon, C. Faloutsos, N. Glance and M. Hurst, Cascading Behavior in Large Blog Graphs, Technical Report CMU-ML06 -113, October 2006 preprint http://arxiv.org/abs/0704.2803
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150. Levy, M. (2005) Market Efficiency, the Pareto Wealth Distribution, and the Lvy Distribution of Stock Returns, in The Economy as an Evolving Complex System III, S. Durlauf and L. Blume (Eds.), Oxford University Press.
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151. Liggett, T.M. (1995) Interacting particle systems (New York : Springer-Verlag)
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152. Liggett, T.M. (1997) Stochastic models of interacting systems, The Annals of Probability 25, 1-29.
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154. Lo, A. (2004) The Adaptive Market Hypothesis: Market Efficiency from an Evolutionary Perspective. The Journal of Portfolio Management 30 (5), 15-29.
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155. Lo, A. (2005) Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis, Journal of Investment Consulting 7 (2), 21-44 (Available at SSRN: http://ssrn.com/abstract=728864).
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156. Lo, A. (2011) Adaptive Markets and the New World Order (December 30, 2011). Available at SSRN: http://ssrn.com/abstract=1977721
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157. Lo, A. W. and A.C. MacKinlay (1988) Stock market prices do not follow random walks: evidence from a simple specification test, Review of Financial Studies 1 (1), 41-66.

158. Luce, R. D. (1959) Individual Choice Behavior: A theoretical analysis. Wiley.
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159. Luce, R. D., Suppes, P. (1965) Preference, Utility, and Subjective Probability. Handbook of mathematical psychology 3 (171), 249-410.
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160. Lux, T. (2008) The Markov-Switching Multifractal Model of Asset Returns, Journal of Business & Economic Statistics 26 (2),194-210.

161. Lux, T. (2009) Stochastic Behavioral Asset-Pricing Models and the Stylized Facts, Handbook of financial markets: dynamics and evolution, Chapter 3, North-Holland, Elsevier.
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162. Lux, T. and D. Sornette (2002) On Rational Bubbles and Fat Tails, Journal of Money, Credit and Banking, Part 1, vol. 34, No. 3, 589-610.

163. Lux, T. and M. Marchesi (1999) Scaling and criticality in a stochastic multi-agent model of financial market, Nature 397, 498-500.

164. Lux, T., and M. Marchesi (2000) Volatility clustering in financial markets: A microsimulation of interacting agents, International Journal of Theoretical and Applied Finance 3, 675-702.

165. M ezard, M., G. Parisi and M. Virasoro (1987) Spin Glass Theory and Beyond (World Scientific, Singapore).
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166. MacKenzie, D. (2006) An Engine, not a Camera (How financial models shape markets) (the MIT Press, Cambridge, Massachussets, London, England).

167. MacKinzie, D. (2002) The Science of Surprise, Discover Magazine 23 (2), 59-63 (February).
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168. Malcai, O., O. Biham, O., P. Richmond and S. Solomon (2002) Theoretical analysis and simulations of the generalized Lotka-Volterra model, Physical Review E, 66, 3, 31102.

169. Malevergne, Y. and D. Sornette (2001) Multi-dimensional Rational Bubbles and fat tails, Quantitative Finance 1, 533541.

170. Malevergne, Y. and D. Sornette (2006) Extreme Financial Risks (From Dependence to Risk Management) (Springer, Heidelberg).

171. Malevergne, Y., A. Saichev and D. Sornette (2013) Zipfs law and maximum sustainable growth, Journal of Economic Dynamics and Control 37 (6), 1195-1212.

172. Malevergne, Y., V. Pisarenko and D. Sornette (2011) Testing the Pareto against the lognormal distributions with the uniformly most powerful unbiased test applied to the distribution of cities, Physical Review E 83, 036111.
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173. Malevergne, Y., V.F. Pisarenko and D. Sornette (2005) Empirical Distributions of Log-Returns: between the Stretched Exponential and the Power Law? Quantitative Finance 5 (4), 379-401.

174. Malkiel, B.G. (2012) A Random Walk Down Wall Street: The TimeTested Strategy for Successful Investing, Tenth Edition, W. W. Norton & Company.
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175. Mandelbrot, B.B. (1963) The variation of certain speculative prices, J. Business 36, 394-419.

176. Mandelbrot, B.B. (1982) The fractal Geometry of Nature (W.H. Freeman, San Francisco).
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177. Mandelbrot, B.B. (1997) Fractals and Scaling in Finance: Discontinuity, Concentration, Risk (Springer, New York).
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178. Mandelbrot, B.B., A. Fisher and L. Calvet (1997) A Multifractal Model of Asset Returns, Cowles Foundation Discussion Papers 1164, Cowles Foundation, Yale University.

179. Mantegna, R. and Stanley, H. E. (1999) An Introduction to Econophysics: Correlations and Complexity in Finance (Cambridge University Press, Cambridge, U.K. and New York).

180. Mantegna, R. N. and H.E. Stanley (1995) Scaling behavior in the dynamics of an economic index, Nature 376, 46-49.
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181. Markowitz, H. (1952) Portfolio Selection, The Journal of Finance 7 (1), 77-91.

182. Marsili, M., Challet, D. and Zecchina, R. (2000) Exact solution of a modified El Farol’s bar problem. Physica A 280 (3/4), 522-553.
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183. McCoy, B. M. and T. T. Wu (1973) The Two-Dimensional Ising Model, Havard University Press (Cambridge, Mass.).
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184. McFadden, D. (1974) Conditional Logit Analysis of Qualitative Choice Behavior, In: Zarembka, P. (Ed.), Frontiers in econometrics. Academic Press, New York, pp. 105-142.
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185. Meister, K., M. Balmer, F. Ciari, A. Horni, M. Rieser, R.A. Waraich and K.W. Axhausen (2010) Large-scale agent-based travel demand optimization applied to Switzerland, including mode choice. paper presented at the 12th World Conference on Transportation Research, Lisbon, July 2010 (http://www.ivt.ethz.ch/vpl/publications/reports/ab625.pdf).
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186. Merton, R. (1973) Theory of Rational Option Pricing, Bell Journal of Economics and Management Science 4 (1), 141-183.

187. Michard, Q. and J.-P. Bouchaud (2005) Theory of collective opinion shifts: from smooth trends to abrupt swings, Eur. Phys. J. B 47, 151-159.

188. Milgrom, P. and N. Stokey (1982) Information, trade and common knowledge, Journal of Economic Theory 26 (1), 17-27.

189. Minsky, H.P. (1992) The Financial Instability Hypothesis, The Jerome Levy Economics Institute Working Paper No. 74. Available at SSRN: http://ssrn.com/abstract=161024.

190. Montroll, E. W. and Badger, W. W. (1974) Introduction to Quantitative Aspects of Social Phenomena, Gordon and Breach, New York.
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191. Muzy, J.-F., D. Sornette, J. Delour and A. Arneodo (2001) Multifractal returns and hierarchical portfolio theory, Quantitative Finance 1, 131-148.

192. Muzy, J.F., E. Bacry and A. Kozhemyak (2006) Extreme values and fat tails of multifractal fluctuations, Phys. Rev. E 73, 066114.
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193. Nadal, J.-P., D. Phan, M.B. Gordon and J. Vannimenus (2005) Multiple equilibria in a monopoly market with heterogeneous agents and externalities Quantitative Finance 5 (6), 557-568.

194. Neelya, C.J., P.A. Wellera and J.M. Ulrich (2009) The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market, Journal of Financial and Quantitative Analysis 44 (2), 467-488.

195. Newman, M.E.J. (2005) Power laws, Pareto distributions and Zipf’s law, Contemporary Physics 46, 323-351.
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196. Orl ean, A. (1995) Bayesian interactions and collective dynamics of opinion: Herd behavior and mimetic contagion, J. Econ. Behav. Org. 28, 257-274.

197. Ouillon, E. Ribeiro and D. Sornette (2009) Multifractal Omori Law for Earthquake Triggering: New Tests on the California, Japan and Worldwide Catalogs, Geophysical Journal International 178, 215-243.
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198. Ouillon, G. and D. Sornette (2005) Magnitude-Dependent Omori Law: Theory and Empirical Study, J. Geophys. Res., 110, B04306, doi:10.1029/2004JB003311.
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199. Palmer, R. G., W. B. Arthur, B. LeBaron, and P . Tayler (1994) Artificial economic life: A simple model of a stockmarket, Physica D 75,264-274.
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200. Palmer, R. G., W. B. Arthur, J. H. Holland, and B. LeBaron (1999) An artificial stock market, Artificial Life and Robotics, 3(1), 27-31.
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201. Pareto, V. (1897) Cours d’conomique Politique (Macmillan, Paris), Vol. 2.
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202. Parisi, D.R., D. Sornette, and D. Helbing (2013) Financial Price Dynamics vs. Pedestrian Counterflows: A Comparison of Statistical Stylized Facts, Physical Review E 87, 012804.
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203. Perline, R. (2005) Strong, weak and false inverse power laws, Statistical Science 20 (1), 68-88.
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204. Phan, D. and Gordon,M. B. and Nadal, J.-P. (2004) Social interactions in economic theory: An insight from statistical mechanics, Cognitive Economics – An Interdisciplinary Approach, Springer, Bourgine, P. and Nadal, J.-P., eds., pp. 335-354.
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205. Poggio, T. A.W. Lo, B. LeBaron, and N.T. Chan (2001) Agent-Based Models of Financial Markets: A Comparison with Experimental Markets (October). MIT Sloan Working Paper No. 4195-01. Available at SSRN: http://ssrn.com/abstract=290140.
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206. Pothos, E.M. and J.R. Busemeyer (2009) A Quantum Probability Explanation for Violations of “Rational” Decision Theory, Proceedings of the Royal Society B, 276 (1165), 2171-2178.
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207. Potters, M., R. Cont and J.-P. Bouchaud (1998) Financial markets as adaptive systems Europhys. Lett. 41 (3), 239-244.
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208. Roehner, B.M. and D. Sornette (2000) “Thermometers” of speculative frenzy, Eur. Phys. J. B 16, 729-739.

209. Roehner, B.M., D. Sornette and J.V. Andersen (2004) Response Functions to Critical Shocks in Social Sciences: An Empirical and Numerical Study, Int. J. Mod. Phys. C 15 (6), 809-834.

210. Ruelle, D. (2004) Conversations on nonequilibrium physics with an extraterrestrial, Physics Today, 57, 48-53.
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211. Saichev, A. and D. Sornette (2004) Anomalous Power Law Distribution of Total Lifetimes of Aftershock Sequences, Phys. Rev. E 70, 046123.
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212. Saichev, A. and D. Sornette (2006) Generic Multifractality in Exponentials of Long Memory Processes, Physical Review E 74, 011111.
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213. Saichev, A. and D. Sornette (2006) Power law distribution of seismic rates: theory and data, Eur. Phys. J. B 49, 377-401.

214. Saichev, A. and D. Sornette (2007) Power law distribution of seismic rates, Tectonophysics 431, 7-13.
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215. Saichev, A. and D. Sornette (2010) Generation-by-Generation Dissection of the Response Function in Long Memory Epidemic Processes, European Physical Journal B 75, 343-355.

216. Saichev, A., A. Helmstetter and D. Sornette (2005) Anomalous Scaling of Offspring and Generation Numbers in Branching Processes, Pure and Applied Geophysics 162, 1113-1134.
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217. Saichev, A., Y. Malevergne and D. Sornette (2010) Theory of Zipf’s Law and Beyond, Series: Lecture Notes in Economics and Mathematical Systems , Vol. 632, ISBN: 978-3-642-02945-5

218. Samanidou, E, E. Zschischang, D. Stauffer, and T. Lux (2007) AgentBased Models of Financial Markets. Reports on Progress in Physics 70 (3), 409-450.
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219. Samuelson, P. A. (1965), Proof that Properly Anticipated Prices Fluctuate Randomly, Industrial Management Review 7, 41-49.
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220. Samuelson, P. A. (1973) Proof that properly discounted present values of assets vibrate randomly, The RAND Journal of Economics 4, 369-374.

221. Samuelson, P.A. (1967) Efficient portfolio selection for Pareto-L evy investments, Journal of Financial and Quantitative Analysis 2 (2), 107122.

222. Saskia Ter, E.and R.C.J. Zwinkels (2010) Oil Price Dynamics: A Behavioral Finance Approach with Heterogeneous Agents, Energy Economics 32.6, 1427-1434.

223. Satinover, J.B. and D. Sornette (2007a) Illusion of Control in a Brownian Game, Physica A 386, 339-344.
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224. Satinover, J.B. and D. Sornette (2009) Illusory versus Genuine Control in Agent-Based Games, Eur. Phys. J. B 67, 357-367.

225. Satinover, J.B. and D. Sornette (2012a) Cycles, determinism and persistence in agent-based games and financial time-series I, Quantitative Finance 12 (7), 1051-1064.
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226. Satinover, J.B. and D. Sornette (2012b) Cycles, determinism and persistence in agent-based games and financial time-series II , Quantitative Finance 12 (7), 1065-1078.
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227. Satinover, J.B. and Sornette, D. (2007b) Illusion of control in TimeHorizon Minority and Parrondo games. Eur. Phys. J. B, 2007, 60(3), 369384.
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228. Scheinkman, J.A. and M. Woodford (1994) Self-Organized Criticality and Economic Fluctuations, The American Economic Review 84 (2), 417421.

229. Schelling, T. (1971) Dynamic models of segregation. J. Math. Soc. 1 (2), 143-186
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230. Schelling, T. (1978) Micromotives and Macrobehaviour. Norton, New York.
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231. Sethna, J. P. (2006) StatisticalMechanics: Entropy, Order Parameters and Complexity, (Oxford University Press, Oxford).
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232. Sharpe, W.F. (1964) A Theory of Market Equilibrium under Conditions of Risk, The Journal of Finance 19 (3), 425-442.
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233. Shiller, R.J. (1981) Do stock prices move too much to be justied by subsequent changes in dividends? American Economic Review 71, 421436.

234. Shiller, R.J. (2003) From Efficient Markets Theory to Behavioral Finance, The Journal of Economic Perspectives 17 (1), 83-104.

235. Shiller, R.J., From efficient market theory to behavioral finance, Cowles Foundation Discussion Paper No. 1385 (October 2002) (http://papers.ssrn.com/abstract_id=349660)

236. Shiozawa, Y., Y. Nakajima, H. Matsui, Y. Koyama, K. Taniguchi, F. Hashimoto (2008) Artificial Market Experiments with the U-Mart System, Agent-Based Social Systems, Volume 4, Series Editor: Hiroshi Deguchi, Yokohama, Japan, Springer, Heidelberg.
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237. Sieczka, P., D. Sornette and J.A. Holyst (2011) The Lehman Brothers Effect and Bankruptcy Cascades, European Physical Journal B 82 (3-4), 257-269.

238. Silva, A.C., R.E. Prange, and V.M. Yakovenko (2004) Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact, Physica A 344, 227-235.

239. Sircar, K.R. and G. Papanicolaou (1998) General Black-Scholes models accounting for increased market volatility from hedging strategies, Applied Mathematical Finance 5, 45-82.

240. Solomon, S and P. Richmond (2002) Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf, The European Physical Journal B 27 (2), 257-261.
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241. Sornette D. (1994) Sweeping of an instability : an alternative to selforganized criticality to get power laws without parameter tuning, J.Phys.I France 4, 209-221.
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242. Sornette, D. (1998a) Multiplicative processes and power laws, Phys. Rev. E 57 (N4), 4811-4813.
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243. Sornette, D. (1998b) Discrete scale invariance and complex dimensions, Physics Reports 297 (5), 239-270. (extended version at http://xxx.lanl.gov/abs/cond-mat/9707012)
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244. Sornette, D. (2000) Stock Market Speculation: Spontaneous Symmetry Breaking of Economic Valuation, Physica A 284 (Nos. 1-4), 355-375.

245. Sornette, D. (2003) Why Stock Markets Crash, Critical Events in Complex Financial Systems (Princeton University Press).
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246. Sornette, D. (2004) Critical Phenomena in Natural Sciences, Chaos, Fractals, Self-organization and Disorder: Concepts and Tools. 2nd ed., Springer Series in Synergetics, Heidelberg.
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247. Sornette, D. (2005) in Extreme Events in Nature and Society, eds Albeverio S, Jentsch V, Kantz H (Springer, Berlin), pp 95-119.
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248. Sornette, D. (2008) Nurturing Breakthroughs; Lessons from Complexity Theory, Journal of Economic Interaction and Coordination 3, 165-181.

249. Sornette, D. (2009) Dragon-Kings, Black Swans and the Prediction of Crises, International Journal of Terraspace Science and Engineering 2(1), 1-18 (http://arXiv.org/abs/0907.4290) and (http://ssrn.com/abstract=1470006)

250. Sornette, D. and A. Helmstetter (2003) Endogeneous Versus Exogeneous Shocks in Systems with Memory, Physica A 318 (3-4), 577-591.
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251. Sornette, D. and A. Johansen (2001) Significance of log-periodic precursors to financial crashes, Quantitative Finance 1 (4), 452-471.

252. Sornette, D. and G. Ouillon (2005) Multifractal Scaling of ThermallyActivated Rupture Processes, Phys. Rev. Lett. 94, 038501.
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253. Sornette, D. and G. Ouillon (2012) Dragon-kings: mechanisms, statistical methods and empirical evidence, Eur. Phys. J. Special Topics 205, 1-26.

254. Sornette, D. and R. Cont (1997) Convergent multiplicative processes repelled from zero: power laws and truncated power laws, J. Phys. I France 7, 431-444.
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255. Sornette, D. and W.-X. Zhou (2006a) Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets, Physica A 370 (2), 704-726.
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256. Sornette, D. and W.-X. Zhou (2006b) Predictability of Large Future Changes in major financial indices, International Journal of Forecasting 22, 153-168.
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257. Sornette, D., A. B. Davis, K. Ide, K. R. Vixie, V. Pisarenko, and J. R. Kamm (2007) Algorithm for Model Validation: Theory and Applications, Proc. Nat. Acad. Sci. USA 104 (16), 6562-6567.
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258. Sornette, D., D. Stauffer and H. Takayasu (2002) Market Fluctuations: multiplicative and percolation models, size effects and predictions, chapter 14 of the book entitled “Theories of Disaster: Scaling Laws Governing Weather, Body, and Stock Market Dynamics edited by A. Bunde, J. Kropp, H.-J. Schellnhuber, Springer Verlag (http://xxx.lanl.gov/abs/cond-mat/9909439)
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259. Sornette, D., F. Deschatres, T. Gilbert, and Y. Ageon (2004) Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking, Phys. Rev. Lett. 93, 228701.
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260. Sornette, D., R. Woodard and W.-X. Zhou (2009) The 2006-2008 Oil Bubble: evidence of speculation, and prediction, Physica A 388, 1571-1576.

261. Sornette, D., R. Woodard, W. Yan and W.-X. Zhou (2013) Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model, Physica A 392 (19), 4417-4428.

262. Sornette, D., Y. Malevergne and J.F. Muzy (February 2003) What causes craches? Risk 16 (2), 67-71 (http://arXiv.org/abs/cond-mat/0204626).
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263. Sousa, A.O., K. Malarz, S. Galam (2005) Reshuffling spins with short range interactions: When sociophysics produces physical results, Int. J. Mod. Phys. C16, 1507-1517.

264. Stanley, H.E. (1999) Scaling, universality, and renormalization: Three pillars of modern critical phenomena, Rev. Mod. Phys. 71(2), S358-S366.
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265. Stauffer, D. (2005) Sociophysics simulations II: Opinion dynamics, in “Modeling Cooperative Behavior In The Social Sciences”, AIP Conference Proceedings, Granada, Spain, Marro, J. and Garrido, P. L. and Mu˜ noz, M. A., eds., vol. 779, pp. 56-68.
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266. Stauffer, D. and D. Sornette (1999) Self-Organized Percolation Model for Stock Market Fluctuations, Physica A 271 (3-4), 496-506.

267. Strogatz, S. (2003). Sync : the emerging science of spontaneous order (Hyperion, ISBN 978-0-7868-6844-5. OCLC 50511177).
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268. T oth, B., Y. Lemp eri` ere, C. Deremble, J. de Lataillade, J. Kockelkoren, and J.-P. Bouchaud (2011) Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets, Phys. Rev. X 1, 021006.

269. Thaler, R.H. (Editor) (2005) Advances in Behavioral Finance, Volume II (Roundtable Series in Behavioral Economics), Princeton University Press (July 25, 2005)
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270. Train, K. E. (2003) Discrete Choice Methods with Simulation. Cambridge University Press.

271. Tsai, C.-Y., G. Ouillon and D. Sornette (2012) New Empirical Tests of the Multifractal Omori Law for Taiwan, Bulletin of the Seismological Society of America 102 (5), 2128-2138.
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272. Vikram, S.V. and S. Sinha (2011) Emergence of universal scaling in financial markets from mean-field dynamics, Phys. Rev. E 83, 016101.

273. Weber, P. and B. Rosenow (2006) Large stock price changes: volume or liquidity?, Quant. Finance 6 (1), 7-14.

274. Weidlich, W. (1971) The statistical description of polarisation phenomena in society. Br. J. Math. Stat. Psychol. 24, 251.
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275. Weidlich, W. (1991) Weidlich, W. (1991) Physics and social science –the approach of synergetics, Phys. Rep. 204, 1-163.
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276. Weidlich, W. (2000) Sociodynamics: A Systematic Approach to Mathematical Modeling in the Social Sciences, CRC Press; 1 edition (August 1).
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277. Weidlich, W. and H. Huebner (2008) Dynamics of political opinion formation including catastrophe theory, Journal of Economic Behavior & Organization 67, 1-26.
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278. Wiesinger, J., D. Sornette, and J. Satinover (2012) Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms, Computational Economics 41 (4), 475-492.
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279. Wilson, K.G. (1979) Problems in physics with many scales of length, Scientific American, August.
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280. Windrum, P., G. Fagiolo and A. Moneta (2007) Empirical Validation of Agent-Based Models: Alternatives and Prospects, Journal of Artificial Societies and Social Simulation 10 (2), 8-36.

281. Wyart, M. and J.-P. Bouchaud (2007) Self-referential behavior, overreaction and conventions in financial markets, Journal of Economic Behavior & Organization 63, 1-24.

282. Xiong, W. (March 2013) Bubbles, Crises, and Heterogeneous Beliefs, NBER Working Paper No. 18905 (http://www.nber.org/papers/w18905)

283. Yukalov, V.I. and D. Sornette (2008) Quantum decision theory as quantum theory of measurement, Physics Letters A 372, 6867-6871.
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284. Yukalov, V.I. and D. Sornette (2009a) Scheme of thinking quantum systems, Laser Phys. Lett. 6, 833-839 (2009)
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285. Yukalov, V.I. and D. Sornette (2009b) Physics of risk and uncertainty in quantum decision making, Eur. Phys. J.B 71, 533-548.
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286. Yukalov, V.I. and D. Sornette (2009c) Processing Information in Quantum Decision Theory, Entropy 11, 1073-1120.
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287. Yukalov, V.I. and D. Sornette (2010a) Mathematical structure of quantum decision theory, Advances in Complex Systems 13 (5), 659-698.
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288. Yukalov, V.I. and D. Sornette (2010b) Entanglement Production in Quantum Decision Making, Physics of Atomic Nuclei 73 (3), 559-562.
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289. Yukalov, V.I. and D. Sornette (2011) Decision Theory with Prospect Interference and Entanglement, Theory and Decision 70, 283-328.

290. Yukalov, V.I. and D. Sornette (2013a) Quantum probabilities of composite events in quantum measurements with multimode states, Laser Physics 23, 105502 (14pp).
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291. Yukalov, V.I. and D. Sornette (2013b) Conditions for Quantum Interference in Cognitive Sciences, in press in Topics in Cognitive Science (2013) A TopiCS special issue: The potential of using quantum theory to build models of cognition (http://cognitivesciencesociety.org/journal_topics.html)

292. Yukalov, V.I. and D. Sornette (2013c) Role of information in decision making of social agents, Int. J. Inf. Technol. Dec. Making (submitted 8 February 2013) (http://arxiv.org/abs/1202.4918)
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293. Yukalov, V.I. and D. Sornette (2013d) Manipulating decision making of typical agents, IEEE Transactions on Systems, Man and Cybernetics: Systems (submitted 17 May 2013) (http://excen.gsu.edu/fur2012/)
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294. Yukalov, V.I. and D. Sornette (2013e) Self-organization in nature and society as decision making, Adv. Complex Systems (submitted)
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295. Yukalov, V.I., D. Sornette, E.P. Yukalova (2009) Nonlinear Dynamical Model of Regime Switching Between Conventions and Business Cycles, J. Economic Behavior and Organization 70, 206-230..

296. Yukalov, V.I., E.P. Yukalova and D. Sornette (2013) Mode interference of quantum joint probabilities in multi-mode Bose-condensed systems, Laser Phys. Lett. 10, 115502.
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297. Zhang, Q. (2013) Disentangling Financial Markets and Social Networks: Models and Empirical Tests, PhD thesis at ETH Zurich, 25 February 2013 (http://www.er.ethz.ch/publications/PHD_QunzhiZhang_final_050213.pdf)
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298. Zhou, W.-X. and D. Sornette (2006) Is There a Real-Estate Bubble in the US? Physica A: Statistical Mechanics and Its Applications 361, 297308.

299. Zhou, W.-X. and D. Sornette (2007) Self-fulfilling Ising Model of Financial Markets, European Physical Journal B 55, 175-181.
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1. Market entry waves and volatility outbursts in stock markets. (2017). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne.
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2. Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model. (2017). Makarewicz, Tomasz.
   In: Computational Economics.
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3. Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan.
   In: Journal of Economic Dynamics and Control.
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4. Deep Learning in (and of) Agent-Based Models: A Prospectus. (2017). van der Hoog, Sander.
   In: Papers.
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5. Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application. (2016). Lamperti, Francesco.
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6. Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
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7. Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
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8. Volatility Clustering: A Nonlinear Theoretical Approach. (2015). Li, Kai ; He, Xuezhong (Tony) ; Wan, Chuncheng .
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9. Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30. (2015). Li, Youwei ; He, Xuezhong (Tony).
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10. Direct calibration and comparison of agent-based herding models of financial markets. (2015). Barde, Sylvain.
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11. An Information Theoretic Criterion for Empirical Validation of Time Series Models. (2015). Lamperti, Francesco.
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12. Economies with heterogeneous interacting learning agents. (2015). Stiglitz, Joseph ; Gallegati, Mauro ; Landini, Simone.
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13. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
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14. Information cascade, Kirman’s ant colony model, and kinetic Ising model. (2015). Mori, Shintaro ; Hisakado, Masato.
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15. Testing of a market fraction model and power-law behaviour in the DAX 30. (2015). Li, Youwei ; He, Xuezhong (Tony).
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16. Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Gontis, Vygintas ; Kononovicius, Aleksejus.
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17. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Recchioni, Maria ; Gallegati, Mauro.
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18. Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500. (2014). Zwinkels, Remco ; He, Xuezhong (Tony) ; Remco C. J. Zwinkels, .
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19. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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20. Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk.
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21. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
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22. Control of the socio-economic systems using herding interactions. (2014). Gontis, Vygintas ; Kononovicius, Aleksejus.
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23. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
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24. Phase transition in the S&P stock market. (2013). Raddant, Matthias ; Wagner, Friedrich.
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25. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance. (2013). Richiardi, Matteo ; Grazzini, Jakob.
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26. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
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27. On the problem of calibrating an agent based model for financial markets. (2013). fabretti, annalisa.
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28. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Brock, William ; Assenza, Tiziana ; Hommes, Cars.
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29. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
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30. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance.. (2013). Richiardi, Matteo ; Grazzini, Jakob.
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31. Fluctuation analysis of the three agent groups herding model. (2013). Gontis, Vygintas ; Kononovicius, Aleksejus.
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32. Three-state herding model of the financial markets. (2013). Gontis, Vygintas ; Kononovicius, Aleksejus.
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33. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Barunik, Jozef ; Jiv{r}'i Kukav{c}ka, .
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34. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
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35. Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets. (2012). He, Xuezhong (Tony).
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36. Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model. (2012). Wegener, Michael ; Westerhoff, Frank.
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37. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2012). Westerhoff, Frank ; Franke, Reiner.
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38. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
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39. Removing systematic patterns in returns in a financial market model by artificially intelligent traders. (2011). Witte, Bjorn-Christopher .
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40. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets. (2011). Westerhoff, Frank ; Dieci, Roberto.
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41. Transaction taxes, greed and risk aversion in an agent-based financial market model. (2011). Demary, Markus.
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42. The dynamic behaviour of asset prices in disequilibrium: a survey. (2011). He, Xuezhong (Tony) ; Carl Chiarella; Roberto Dieci; Xue-Zhong He, .
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43. Consumer sentiment and countercyclical fiscal policies. (2010). Westerhoff, Frank ; Hohnisch, Martin.
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44. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
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45. A simple agent-based financial market model: Direct interactions and comparisons of trading profits. (2009). Westerhoff, Frank.
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46. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
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47. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
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48. Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets. (2008). Alfi, V. ; Pietronero, L. ; Zaccaria, A..
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49. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
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50. Power-law behaviour, heterogeneity, and trend chasing. (2007). Li, Youwei ; He, Xuezhong (Tony).
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