Agent-based models

Mario A. Bertella, Jonathas N. Silva, André L. Correa and Didier Sornette, The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange, Complexity, vol. 2021, Article ID 1083640, 16 pages (2021)
(external pagehttps://doi.org/10.1155/2021/1083640)

Rebecca Westphal and Didier Sornette,
Market impact and performance of arbitrageurs of financial bubbles in an agent-based model, Journal of Economic Behavior and Organization 171, 1-23 (2020) (external pagehttp://ssrn.com/abstract=3396989)

G.A. Patterson, D. Sornette and D.R. Parisi, Properties of balanced flows with bottlenecks: Common stylized facts in finance and vibration-driven vehicles, Phys. Rev. E 101, 042302 (2020)

L. Fievet and D. Sornette, Calibrating emergent phenomena in stock markets with agent based models, PLoS ONE 13(3), e0193290 (2018) (external pagehttps://doi.org/10.1371/journal.pone.0193290)

D. Sornette, Physics and Financial Economics (1776-2013): Puzzles, Ising and agent-based models, Rep. Prog. Phys. 77, 062001 (2014)
(external pagehttp://arxiv.org/abs/1404.0243 and external pagehttp://ssrn.com/abstract=2421155)

D.R. Parisi, D. Sornette and D. Helbing, Financial Price Dynamics vs. Pedestrian Counterflows: A Comparison of Statistical Stylized Facts, Physical Review E 87, 012804 (2013)
external page(http://arxiv.org/abs/1205.2915)

J.B. Satinover and D. Sornette, Cycles, determinism and persistence in agent-based games and financial time-series I, Quantitative Finance 12 (7), 1051-1064 (2012)
external page(http://arxiv.org/abs/0805.0428)

J.B. Satinover and D. Sornette, Cycles, determinism and persistence in agent-based games and financial time-series II, Quantitative Finance 12 (7), 1065-1078 (2012)
external page(http://arxiv.org/abs/0805.0428)

Maroussia Favre and Didier Sornette, Strong gender differences in reproductive success variance, and the times to the most recent common ancestors, Journal of Theoretical Biology 310, 43-54 (2012)
external page(http://arxiv.org/abs/1203.6231)

Thorsten Hens, Terje Lensberg, Klaus Reiner Schenk-Hoppé and Peter Woehrmann, DownloadAn evolutionary explanation of the value premium puzzle (PDF, 491 KB), J Evol Econ. 21 (5): 803-815 (2011)

J. Wiesinger, D. Sornette, J. Satinover, Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms, Computational Economics, DOI 10.1007/s10614-011-9312-9 (2012)
external page(http://arXiv.org/abs/1002.2171 and external pagehttp://ssrn.com/abstract=1553821)

Zhenyuan Zhao, Juan Pablo Calderon, Chen Xu, Guannan Zhao, Dan Fenn, Didier Sornette, Riley Crane, Pak Ming Hui and Neil F. Johnson, Effect of social group dynamics on contagion, Phys. Rev. E 81, 056107 (2010)
external page(http://arXiv.org/abs/0907.3600)

J.B. Satinover and D. Sornette, Illusory versus Genuine Control in Agent-Based Games, Eur. Phys. J.B. 67, 357-367 (2009)
external page(http://arXiv.org/abs/0802.4165)

G. Harras and D. Sornette, How to grow a bubble: A model of myopic adapting agents, , Journal Economic Behavior and Organization 80 (1), 137-152 (2011)
external page(http://arxiv.org/abs/0806.2989)

J.B. Satinover and D. Sornette, "Illusion of Control" in Minority and Parrondo Games, Eur. Phys. J. B 60, 369-384 (2007)
external page(http://arxiv.org/abs/0704.1120)

J.B. Satinover and D. Sornette, Illusion of Control in a Brownian Game, Physica A 386, 339-344 (2007)
external page(http://arxiv.org/abs/physics/0703048)

W.-X. Zhou and D. Sornette, Self-fulfilling Ising Model of Financial Markets, European Physical Journal B 55, 175-181 (2007) (DOI: 10.1140/epjb/e2006-00391-6)
external page(http://arxiv.org/abs/physics/0503230)

Didier Sornette and Wei-Xing Zhou, Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets, Physica A 370 (2), 704-726 (2006)
external page(http://arxiv.org/abs/cond-mat/0503607)

J.V. Andersen and D. Sornette, A Mechanism for Pockets of Predictability in Complex Adaptive Systems, Europhysics Lett. (2004)
external page(http://arXiv.org/abs/cond-mat/0410762)

J.V. Andersen and D. Sornette, The $-game, Eur. Phys. J. B 31, 141-145, 10.1140/epjb/e2003-00017-7 (2003)
external page(http://arXiv.org/abs/cond-mat/0205423)
paper of the month (July 2002) on external page(http://www.unifr.ch/econophysics/)

A. Corcos, J.-P. Eckmann, A. Malaspinas, Y. Malevergne and D. Sornette, Imitation and contrarian behavior: hyperbolic bubbles, crashes and chaos, Quantitative Finance 2, 264-281 (2002)
external page(http://arXiv.org/abs/cond-mat/0109410)

D. Sornette, D. Stauffer and H. Takayasu, Market Fluctuations: multiplicative and percolation models, size effects and predictions, chapter of the book entitled Chapter 14 in Theories of Disaster: Scaling Laws Governing Weather, Body, and Stock Market Dynamics edited by A. Bunde, J. Kropp, H.-J. Schellnhuber, (April 15, 2002, Springer Verlag)
external page(http://xxx.lanl.gov/abs/cond-mat/9909439)

Proceedings of Facets of universality: Climate, Biodynamics and Stock Markets' at Giessen University, June 1999

D. Stauffer and D. Sornette, Self-Organized Percolation Model for Stock Market Fluctuations, Physica A 271, 496-506 (1999)
external page(http://xxx.lanl.gov/abs/cond-mat/9906434)

D. Sornette, Gauge theory of Finance? Int. J. Mod. Phys. 9, 505-508 (1998)
external page(http://xxx.lanl.gov/abs/cond-mat/9804045)