Author of the publication

Multifractal time series analysis of positive-intelligence agent-based simulations of financial markets.

, and . WSC, page 219-230. IEEE/ACM, (2014)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

The Age of Tukey.. Technometrics, 43 (3): 256-265 (2001)An Improved Model of Wavelet Leader Covariance for Estimating Multifractal Properties., , , and . ACM Trans. Model. Comput. Simul., 34 (1): 1:1-1:22 (January 2024)Interdependent Critical Infrastructure Model (ICIM): An agent-based model of power and water infrastructure., , , , , and . Int. J. Crit. Infrastructure Prot., (2019)Agent-based simulations of financial markets: zero- and positive-intelligence models., and . Simulation, 91 (6): 527-552 (2015)Modeling COVID-19 for Lifting Non-Pharmaceutical Interventions., , , and . J. Artif. Soc. Soc. Simul., (2021)Multifractal analysis of agent-based financial markets., and . WSC, page 1383-1394. IEEE, (2013)Data Based Modeling.. Challenges in Computational Statistics and Data Mining, volume 605 of Studies in Computational Intelligence, Springer, (2016)Simulating Multifractal Signals for Risk Assessment., , , and . WSC, page 536-547. IEEE, (2019)Multifractal detrended fluctuation analysis: Practical applications to financial time series., and . Math. Comput. Simul., (2016)Nonparametric probability density estimation, and . Johns Hopkins series in the mathematical sciences Johns Hopkins Univ.Press, Baltimore u.a., (1978)