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Physica A: Statistical Mechanics and its Applications 2019 / 4

Development of an agent-based speculation game for higher reproducibility of financial stylized facts

Katahira, Kei, Chen, Yu, Hashimoto, Gaku, Okuda, Hiroshi
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Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.04.157
Date:
April, 2019
File:
PDF, 2.40 MB
2019
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