Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns. (arXiv:1404.1051v2 [https://t.co/6VlSGarPRE] UPDATED) https://t.co/gQuMT5rkHn #sociophysics
Research: Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns. (arXiv:1404.1051v2 [https://t.co/GoSJRfB1UZ] UPDATED) https://t.co/lOXhglGT7O
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns. (arXiv:1404.1051v2 [https://t.co/9FLDhRcMPd] UPDATED) https://t.co/pB3LHY99MC #quant #finance
Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market. (arX... http://t.co/fwqJT5662k #physics
#trading #market Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market http://t.co/ciGo5pZvub
#econophysics Microscopic determinants of the weak-form efficiency of an artificial order-... http://t.co/fwqJT5662k #physics #economics
#trading #market Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market http://t.co/ciGo5pZvub
Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market. http://t.co/H7hqSJvsZV