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3. A prototype model of speculative dynamics with position-based trading. (2009). Franke, Reiner.
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4. Incorporating positions into asset pricing models with order-based strategies. (2008). Asada, Toichiro ; Franke, Reiner.
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5. Agent-based Models of Financial Markets. (2007). Lux, Thomas ; Zschischang, E. ; Samanidou, E. ; Stauffer, D..
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   RePEc:arx:papers:physics/0701140.

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6. Microscopic models of financial markets. (2006). Lux, Thomas ; Zschischang, Elmar ; Samanidou, Egle ; Stauffer, Dietrich.
   In: Economics Working Papers.
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7. Microscopic Models of Financial Markets. (2001). Lux, Thomas ; Zschischang, E. ; Samanidou, E. ; Stauffer, D..
   In: Papers.
   RePEc:arx:papers:cond-mat/0110354.

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1. Artificial Intelligence Models for Financial Time Series. (2021). Dumitriu, Cristian Stefan ; Barbulescu, Alina.
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2. Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading. (2018). Schenk-Hoppé, Klaus ; Lensberg, Terje ; Hens, Thorsten ; Schenkhoppe, Klaus Reiner.
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3. Asset markets in the lab: A literature review. (2016). Nuzzo, Simone ; Morone, Andrea.
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4. Uncertainty and Volatility in MENA Stock Markets During the Arab Spring. (2014). Masih, Abul ; Al Shugaa, Ameen .
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   RePEc:pra:mprapa:58867.

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5. Removing systematic patterns in returns in a financial market model by artificially intelligent traders. (2011). Witte, Bjorn-Christopher .
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   RePEc:zbw:bamber:82.

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6. Fundamental Modeling Exchange Rate using Genetic Algorithm: A Case Study of European Countries. (2011). Rasekhi, Saeed.
   In: Journal of Economics and Behavioral Studies.
   RePEc:rnd:arjebs:v:3:y:2011:i:6:p:352-359.

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7. Individual expectations and aggregate behavior in learning to forecast experiments. (2008). Hommes, Cars ; Lux, Thomas.
   In: Kiel Working Papers.
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8. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
   In: Kiel Working Papers.
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9. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
   In: Economics Working Papers.
   RePEc:zbw:cauewp:7328.

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10. Rational Interacting Agents and Volatility Clustering: A New Approach. (2007). Siddiqi, Hammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:2984.

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11. A minimal noise trader model with realistic time series properties. (2006). Lux, Thomas ; Alfarano, Simone.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5158.

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12. Learning with misspecification in an artificial currency market. (2006). Georges, Christophre.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:60:y:2006:i:1:p:70-84.

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13. Agent-based Computational Finance. (2006). Lebaron, Blake.
    In: Handbook of Computational Economics.
    RePEc:eee:hecchp:2-24.

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14. A noise trader model as a generator of apparent financial power laws and long memory. (2005). Lux, Thomas ; Alfarano, Simone.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:3559.

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15. Evolution with Individual and Social Learning in an Agent-Based Stock Market. (2005). Yamamoto, Ryuichi.
    In: Computing in Economics and Finance 2005.
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16. Financial Market in the Laboratory, an Experimental Analysis of some Stylized Facts. (2005). Morone, Andrea.
    In: Papers on Strategic Interaction.
    RePEc:esi:discus:2005-27.

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17. Genetic learning as an explanation of stylized facts of foreign exchange markets. (2005). Lux, Thomas ; Schornstein, Sascha.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:1-2:p:169-196.

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18. A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A..
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    RePEc:ams:ndfwpp:05-02.

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19. Financial Market in the Laboratory. (2004). Morone, Andrea.
    In: Experimental.
    RePEc:wpa:wuwpex:0401002.

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20. Exchange rate fluctuations in an economy with noise traders. (2004). Gagnon, Gregory.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:26:y:2004:i:1:p:45-63.

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21. Reworking the Standard Model of Competitive Markets: The Role of Fuzzy Logic and Genetic Algorithms in Modelling Complex Non-Linear Economic System. (2004). Smith, Peter.
    In: General Discussion Papers.
    RePEc:ags:idpmgd:30569.

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22. A minimal noise trader model with realistic time series properties. (2003). Lux, Thomas ; Alfarano, Simone.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:1125.

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23. Genetic learning as an explanation of stylized facts of foreign exchange markets. (2003). Lux, Thomas ; Schornstein, Sascha.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:1122.

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24. The Dynamics of the Linear Random Farmer Model. (2001). Carvalho, Rui.
    In: Papers.
    RePEc:arx:papers:cond-mat/0107150.

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25. Heterogeneous beliefs and the non-linear cobweb model. (2000). Hommes, Cars ; Goeree, Jacob.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:5-7:p:761-798.

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26. Agent-based computational finance: Suggested readings and early research. (2000). Lebaron, Blake.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:5-7:p:679-702.

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