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2. Artificial intelligence and policy making; can small municipalities enable digital transformation?. (2024). Bashiri, Mahdi ; Koliousis, Ioannis ; Al-Surmi, Abdulrahman.
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3. Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. (2023). Vyetrenko, Svitlana ; Savani, Rahul ; Jerome, Joseph ; Coletta, Andrea.
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4. Non-adversarial training of Neural SDEs with signature kernel scores. (2023). Issa, Zacharia ; Lemercier, Maud ; Salvi, Cristopher ; Horvath, Blanka.
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5. FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning. (2022). Wang, Zhaoran ; Liu, Xiao-Yang ; Zhu, Ming ; Rui, Jingyang ; Gao, Jiechao ; Guo, Jian ; Yang, Hongyang ; Xia, Ziyi.
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6. Learning to simulate realistic limit order book markets from data as a World Agent. (2022). Balch, Tucker ; Vyetrenko, Svitlana ; Moulin, Aymeric ; Coletta, Andrea.
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1. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, Vygintas ; Kononovicius, Aleksejus.
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2. Physicists approach to studying socio-economic inequalities: Can humans be modelled as atoms?. (2018). Sharma, Kiran ; Chakraborti, Anirban.
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3. Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele.
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4. Limit order book modelling with high dimensional Hawkes processes. (2017). Lu, Xiaofei ; Abergel, Frederic.
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5. Bin size independence in intra-day seasonalities for relative prices. (2017). Hidalgo, Esteban Guevara .
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6. Non-stationary individual and household income of poor, rich and middle classes in Mexico. (2017). Del Castillo, Edgar ; Mansilla-Corona, R ; Soriano-Hernandez, P ; Cordoba-Rodriguez, O ; del Castillo-Mussot, M.
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7. Simple agent-based dynamical system models for efficient financial markets: Theory and examples. (2017). Immonen, Eero .
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8. A buffer Hawkes process for limit order books. (2017). Caglar, Mine ; Kaj, Ingemar.
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9. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent Based Model with Low- and High-Frequency Trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob.
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10. Ising model of financial markets with many assets. (2016). Jurczyk, J ; Morgenstern, I ; Eckrot, A.
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11. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Gontis, V ; Havlin, S ; Stanley, H E ; Podobnik, B ; Kononovicius, A.
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12. Anomalous volatility scaling in high frequency financial data. (2016). Aste, Tomaso ; di Matteo, T ; Nava, Noemi.
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13. 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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14. 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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15. The role of volume in order book dynamics: a multivariate Hawkes process analysis. (2016). Rambaldi, Marcello ; Lillo, Fabrizio ; Bacry, Emmanuel.
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16. Quasi-Centralized Limit Order Books. (2016). Howison, Sam D. ; Porter, Mason A. ; Gould, Martin D..
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17. Bin Size Independence in Intra-day Seasonalities for Relative Prices. (2016). Guevara, Esteban .
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18. Dynamical Models of Stock Prices Based on Technical Trading Rules Part II: Analysis of the Models. (2016). Wang, Li-Xin.
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19. LONG TIME BEHAVIOUR OF A HAWKES PROCESS-BASED LIMIT ORDER BOOK. (2015). Abergel, Frederic ; Jedidi, Aymen.
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20. Long-Time Behavior of a Hawkes Process--Based Limit Order Book. (2015). Jedidi, Aymen ; Abergel, Frederic.
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21. Nonlinear GARCH model and 1/f noise. (2015). Ruseckas, J. ; Kononovicius, A..
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22. Variable diffusion in stock market fluctuations. (2015). Chen, Lijian ; Falcon, Liberty ; McCauley, Joseph L. ; Hua, Jia-Chen ; Gunaratne, Gemunu H..
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23. Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book. (2015). Gould, Martin D ; Bonart, Julius.
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24. The Long Memory of Order Flow in the Foreign Exchange Spot Market. (2015). Howison, Sam D. ; Porter, Mason A. ; Gould, Martin D..
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25. Nonlinear GARCH model and 1/f noise. (2015). Ruseckas, Julius ; Kononovicius, Aleksejus.
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26. Power law scaling and Dragon-Kings in distributions of intraday financial drawdowns. (2015). Filimonov, Vladimir ; Sornette, Didier.
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27. A Behavioural Model of Investor Sentiment in Limit Order Markets. (2014). Wei, Lijian ; Shi, Lei ; He, Xuezhong (Tony).
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28. 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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29. Exact and asymptotic solutions of the call auction problem. (2014). Toke, Ioane Muni.
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30. Tick size reduction and price clustering in a FX order book.. (2014). Abergel, Frederic ; Lallouache, Mehdi.
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31. Tick size reduction and price clustering in a FX order book. (2014). Lallouache, Mehdi ; Abergel, Frederic.
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32. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Guhr, T. ; Schmitt, T. A. ; Schafer, R. ; Wolf, D. E. ; Wagner, D. C..
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33. Cointegration-based financial networks study in Chinese stock market. (2014). Tu, Chengyi.
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34. 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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35. Exact and asymptotic solutions of the call auction problem. (2014). Toke, Ioane Muni.
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36. 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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37. Stylized facts of price gaps in limit order books: Evidence from Chinese stocks. (2014). Zhou, Wei-Xing ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Gu, Gao-Feng.
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38. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Guhr, Thomas ; SCHMITT, THILO A. ; Schafer, Rudi ; Wolf, Dietrich E. ; Wagner, Daniel C..
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39. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
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40. Portfolio return distributions: Sample statistics with non-stationary correlations. (2014). Guhr, Thomas ; SCHMITT, THILO A. ; Schafer, Rudi ; Chetalova, Desislava.
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41. Tick Size Reduction and Price Clustering in a FX Order Book. (2014). Lallouache, Mehdi ; Fr'ed'eric Abergel, .
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42. Empirical properties of the foreign exchange interdealer market. (2013). Lallouache, Mehdi ; Abergel, Frederic.
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43. The order book as a queueing system: average depth and influence of the size of limit orders. (2013). Toke, Ioane Muni.
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44. Testing the Goodwin growth-cycle macroeconomic dynamics in Brazil. (2013). Ribeiro, Marcelo ; Moura, N. J..
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45. Between complexity of modelling and modelling of complexity: An essay on econophysics. (2013). Schinckus, C..
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46. The order book as a queueing system: average depth and influence of the size of limit orders. (2013). Toke, Ioane Muni.
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47. Is it a power law distribution? The case of economic contractions. (2013). Pueyo, Salvador.
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48. Testing power-law cross-correlations: Rescaled covariance test. (2013). Krištoufek, Ladislav.
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49. Ensemble vs. time averages in financial time series analysis. (2012). Seemann, Lars ; McCauley, Joseph L. ; Hua, Jia-Chen ; Gunaratne, Gemunu H..
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50. Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece. (2012). Ferreira, Paulo.
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