The DOI matches its Crossref record; 19 of the 19 references it cites were found in a registry or an index.
Scaling and criticality in a stochastic multi-agent model of a financial market
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Citations
Cites
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
Malkiel, B. G., & Fama, E. F. (1970) · The Journal of Finance · doi:10.1111/j.1540-6261.1970.tb00518.x · Cited by 15,699
Efficient capital markets: A review of theory and empirical work
Fama, E. F. (1970) · The Journal of Finance · doi:10.2307/2325486 · Cited by 13,635
Mosaic organization of DNA nucleotides
Peng, C.-K., Buldyrev, S. V., Havlin, S., Simons, M., Stanley, H. E., & Goldberger, A. L. (1994) · Physical Review E · doi:10.1103/physreve.49.1685 · Cited by 4,985
The Variation of Certain Speculative Prices
Mandelbrot, B. (1963) · The Journal of Business · doi:10.1086/294632 · Cited by 4,747
The variation of certain speculative prices
Mandelbrot, B. B. (1997) · Fractals and Scaling in Finance · doi:10.1007/978-1-4757-2763-0_14 · Cited by 4,468
Scaling behaviour in the dynamics of an economic index
Mantegna, R. N., & Stanley, H. E. (1995) · Nature · doi:10.1038/376046a0 · Cited by 1,752
A Rational Route to Randomness
Brock, W. A., & Hommes, C. H. (1997) · Econometrica · doi:10.2307/2171879 · Cited by 1,711
The Noise Trader Approach to Finance
Shleifer, A., & Summers, L. H. (1990) · Journal of Economic Perspectives · doi:10.1257/jep.4.2.19 · Cited by 1,630
Mandelbrot and the Stable Paretian Hypothesis
Fama, E. F. (1963) · The Journal of Business · doi:10.1086/294633 · Cited by 825
On-off intermittency: A mechanism for bursting
Platt, N., Spiegel, E. A., & Tresser, C. (1993) · Physical Review Letters · doi:10.1103/physrevlett.70.279 · Cited by 702
Cited by
Emergent complex neural dynamics
Chialvo, D. R. (2010) · Nature Physics · doi:10.1038/nphys1803 · Cited by 1,165
Long-Range Temporal Correlations and Scaling Behavior in Human Brain Oscillations
Linkenkaer-Hansen, K., Nikouline, V. V., Palva, J. M., & Ilmoniemi, R. J. (2001) · The Journal of Neuroscience · doi:10.1523/jneurosci.21-04-01370.2001 · Cited by 1,149
“The scaling exponent a, also termed the “self-similarity parameter” (Lux and Marchesi, 1999), is extracted with linear regression in doublelogarithmic coordinates using a least-squares algorithm.”
BackgroundMethodInfluentialUniversal and Nonuniversal Properties of Cross Correlations in Financial Time Series
Plerou, V., Gopikrishnan, P., Rosenow, B., Nunes Amaral, L. A., & Stanley, H. E. (1999) · Physical Review Letters · doi:10.1103/physrevlett.83.1471 · Cited by 1,017
Multi-agent deep reinforcement learning: a survey
Gronauer, S., & Diepold, K. (2022) · Artificial Intelligence Review · doi:10.1007/s10462-021-09996-w · Cited by 957
Scaling of the distribution of fluctuations of financial market indices
Gopikrishnan, P., Plerou, V., Nunes Amaral, L. A., Meyer, M., & Stanley, H. E. (1999) · Physical Review E · doi:10.1103/physreve.60.5305 · Cited by 892
Metadata
- Authors
- Lux, T., & Marchesi, M.
- Venue
- Nature
- Published
- 1999-02
- Volume
- 397
- Issue
- 6719
- Pages
- 498-500
- ISSN
- 0028-0836 (ISSN-L)
- 1476-4687
- OpenAlex
- W1537415400
- Cited by
- 1,526
- References
- 19
- FWCI
- 133.37
- Type
- journal article
- Language
- en
- Open access
- closed
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- Lux, T., & Marchesi, M. (1999). Scaling and criticality in a stochastic multi-agent model of a financial market. Nature. https://doi.org/10.1038/17290
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
