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
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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
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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
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Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market. (arX... http://t.co/fwqJT5662k #physics