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1. A Bayesian analysis of gain-loss asymmetry. (2021). Terenzi, Giulia ; di Iura, Andrea Giuseppe.
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2. The Epps effect under alternative sampling schemes. (2021). Gebbie, Tim ; Chang, Patrick ; Pienaar, Etienne.
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3. The leverage effect and other stylized facts displayed by Bitcoin returns. (2021). Bertella, M A ; Silva, J N ; F. N. M. de Sousa Filho, ; Brigatti, E.
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4. A path integral approach to business cycle models with large number of agents. (2020). Lotz, Aïleen ; Gosselin, Pierre ; Wambst, Marc.
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5. Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele.
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6. The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets. (2020). Sueshige, Takumi ; Takayasu, Misako ; Christensen, Kim ; Ciacci, Alberto.
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7. Analyzing order flows in limit order books with ratios of Cox-type intensities. (2020). Toke, Ioane Muni ; Yoshida, Nakahiro.
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8. Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R.
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9. Heavy tailed distributions in closing auctions. (2020). de Vilder, R ; Derksen, M ; Kleijn, B.
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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). Sueshige, Takumi ; Takayasu, Misako ; Christensen, Kim ; 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 ; McGroarty, Frank ; Gerding, Enrico ; Booth, Ash.
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14. Anomaly detection in Bitcoin market via price return analysis. (2019). Sun, Xiao-Qian ; Xu, LI ; Gao, Jin-Hua ; Shen, Hua-Wei ; Shi, Fa-Bin ; Cheng, Xue-Qi.
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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). Gosselin, Pierre ; Wambst, Marc ; Lotz, Aileen.
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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. Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus.
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19. Statistical properties of volume and calendar effects in prediction markets. (2019). Restocchi, Valerio ; McGroarty, Frank ; Gerding, Enrico.
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20. Stability of a time-homogeneous system of money and antimoney in an agent-based random economy. (2019). Cornelius, Julian Alexander ; Braun, Dieter.
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21. The stylized facts of prediction markets: Analysis of price changes. (2019). Restocchi, Valerio ; McGroarty, Frank ; Gerding, Enrico.
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22. Global Rényi index of the distance matrix. (2019). Song, Fu-Tie ; Nie, Chun-Xiao.
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23. 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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24. A Statistical Field Approach to Capital Accumulation. (2019). Lotz, Aïleen ; Gosselin, Pierre ; Wambst, Marc.
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25. Quant GANs: Deep Generation of Financial Time Series. (2019). Knobloch, Robert ; Korn, Ralf ; Kretschmer, Peter ; Wiese, Magnus.
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26. Relevant Stylized Facts About Bitcoin: Fluctuations, First Return Probability, and Natural Phenomena. (2019). da Silva, R ; da Cunha, C R.
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27. Analyzing order flows in limit order books with ratios of Cox-type intensities. (2019). Yoshida, Nakahiro ; Toke, Ioane Muni.
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28. Using realistic trading strategies in an agent-based stock market model. (2018). Peffer, Gilbert ; Llacay, Barbara.
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29. Recent Topics in Time Series and Finance: Theory and Applications in Emerging Markets. (2018). Venegas-Martínez, Francisco ; Rojas, Omar.
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30. Price Dynamics in an Order-Driven Market with Bayesian Learning. (2018). Wang, Jiahua ; Zhu, Hongliang ; Li, Dongxin.
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31. A Path Integral Approach to Business Cycle Models with Large Number of Agents. (2018). Gosselin, Pierre ; Wambst, Marc ; Lotz, Aileen.
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32. High dimensional Hawkes processes for limit order books Modelling, empirical analysis and numerical calibration. (2018). Abergel, Frederic ; Lu, Xiaofei.
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33. The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists. (2018). Poitras, Geoffrey.
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34. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, V ; Kononovicius, A.
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35. A Path Integral Approach to Business Cycle Models with Large Number of Agents. (2018). Lotz, Aïleen ; Gosselin, Pierre ; Wambst, Marc.
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36. Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele.
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37. Latency and liquidity provision in a limit order book. (2017). Gould, Martin D ; Bonart, Julius.
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38. Fluctuation-driven price dynamics and investment strategies. (2017). Li, Yan ; Jiang, Xiong-Fei ; Chen, Ting-Ting ; Zheng, BO.
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39. Influence of Money Distribution on Civil Violence Model. (2017). Ormazabal, Ignacio ; Astudillo, H F ; Borotto, F A.
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40. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Napoletano, Mauro ; Leal, Sandrine Jacob.
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41. Estimation of zero-intelligence models by L1 data. (2016). Mid, Martin.
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42. 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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43. FORECASTING TRENDS WITH ASSET PRICES. (2016). Belhadjayed, Ahmed ; Loeper, Gregoire ; Abergel, Frederic.
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44. Measuring multiscaling in financial time-series. (2016). di Matteo, T ; Aste, T ; Buonocore, R J.
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45. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Gontis, Vygintas ; Havlin, Shlomo ; Stanley, Eugene H ; Podobnik, Boris ; Kononovicius, Aleksejus.
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46. Exact and asymptotic solutions of the call auction problem. (2015). Toke, Ioane Muni.
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47. Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns. (2015). Filimonov, Vladimir ; Sornette, Didier.
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48. Anomalous volatility scaling in high frequency financial data. (2015). Aste, Tomaso ; Di Matteo, T. ; Nava, Noemi.
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49. Cross-Correlation Asymmetries and Causal Relationships between Stock and Market Risk. (2014). Borysov, Stanislav S ; Balatsky, Alexander V.
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50. Testing the Goodwin growth-cycle macroeconomic dynamics in Brazil. (2013). Ribeiro, Marcelo ; Moura, N. J..
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