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Asymmetric Rate of Returns and Wealth Distribution Influenced by the Introduction of Technical Analysis into a Behavioral Agent-Based Model
39/39 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 39 checked references that resolve
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The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient
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Estimation of an agent-based model of investor sentiment formation in financial markets
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Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
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The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions
resolves10.1080/713665670
Empirical properties of asset returns: stylized facts and statistical issues
resolves10.1103/PhysRevLett.95.098104
Scale-Free Networks Provide a Unifying Framework for the Emergence of Cooperation
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Emergence of a Small World from Local Interactions: Modeling Acquaintance Networks
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Chains and networks, territories and scales: towards a relational framework for analysing the global economy
resolves10.1080/14697688.2014.968195
Filling in the blanks: network structure and interbank contagion
resolves10.1016/j.physa.2007.03.021
Simulating the wealth distribution with a Richest-Following strategy on scale-free network
resolves10.1142/S0219525908002021
CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS
resolves10.1016/j.physa.2012.02.033
Identifying all-around nodes for spreading dynamics in complex networks
resolves10.1080/14697688.2016.1178855
Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information
resolves10.1007/s00181-015-0919-x
On the distribution of links in the interbank network: evidence from the e-MID overnight money market
resolves10.1016/j.physa.2014.10.026
Is there any connection between the network morphology and the fluctuations of the stock market index?
resolves10.1371/journal.pone.0068344
Are Random Trading Strategies More Successful than Technical Ones?
resolves10.1016/S0165-1889(99)00022-6
Agent-based computational finance: Suggested readings and early research
The 33 references without a DOI — listed, not checked
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no DOI — not checkedGenerating functional analysis of minority games with inner product strategy definitions
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no DOI — not checkedMajority-vote model for financial markets
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no DOI — not checkedEpidemics and immunization in scale free networks
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no DOI — not checkedA network analysis of the italian overnight money market
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no DOI — not checkedSimulating the wealth distribution with a richest-following strategy on scale-free network
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no DOI — not checkedCorrelation, hierarchies, and networks in financial markets
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no DOI — not checkedWhat do we know about the profitability of technical analysis?
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