#financial markets archive

September 07, 2021
Big review of works by our group
January 29, 2021
TLDR News US on How Reddit broke the stock market?
October 06, 2020
V. Gontis in European Centre for Living Technology seminar
September 22, 2020
Two Cents: Is the Stock Market Irrational?
April 28, 2020
Extra Credits: The 1929 Stock Market Crash
February 11, 2020
Price change statistics in the agent-based cobweb model
February 12, 2019
J. P. Bouchaud: Econophysics - still fringe after 30 years?
November 13, 2018
Order book model with herd behavior
October 30, 2018
Describing high-frequency trader's behavior in the order book
October 16, 2018
Efficient market maker order book model
June 19, 2018
Order book model with log-normal depth
June 05, 2018
Granularity order book model
May 22, 2018
Maslov's order book model
May 08, 2018
"Noise traders only" order book model by Bak et al.
May 01, 2018
What the order book is?
June 13, 2017
Twitch "plays" financial markets
December 14, 2015
Thesis defense of A. Kononovicius
November 11, 2015
Seminar at IMI: Nonlinearity in stochastic models of financial markets
August 23, 2015
V. Gontis: the World Faces an Explosion of Financial Bubble Unprepared Again
April 07, 2015
Nonlinear feedback and long-range memory in GARCH model
March 31, 2015
Long-range memory in nonlinear GARCH model
March 17, 2015
Power-law distribution in linear GARCH model
March 03, 2015
V. Gontis: "Econophysics = Physics of Risk"
February 17, 2015
C. Hommes: How Expectations Interact to Create Bubbles
January 06, 2015
D. Ariely: On our buggy moral code
November 30, 2014
V. Gontis: Going to the roots of econophysics
July 28, 2014
Market price - is it economic or sociological concept?
March 10, 2014
Not that good at physics? Your business might be at risk...
February 24, 2014
Statistical physics - a key to understanding of the social and economic complexity
December 02, 2013
V. Gontis: "Animal Spirits" - the old term of economics forcing us to reevaluate contemporary theories
November 13, 2013
Cafe Scientifique "Physics of Risk: the more physics, the less risk" video recording
October 30, 2013
Cafe Scientifique: Physics of Risk
October 21, 2013
ekonomika.lt: World of finance - too complex to work flawlessly
July 01, 2013
D. Sornette: How we can predict the next financial crisis?
May 10, 2013
Seminar at VU MIF: Modeling power-law distribution, 1/f noise and financial markets using stochastic differential equations
January 14, 2013
FuturICT: participatory science and computing for our complex world
December 17, 2012
V. Gontis: Econophysics - brand new outlook into social sciences
November 06, 2012
Seminar at VU MIF: Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance
October 16, 2012
Seminar at VU Faculty of Physics: Brief introduction into the Physics of Risk
July 02, 2012
EURO 2012 starts next week
January 17, 2012
Our recent articles on agent-based reasoning and the burst statistics
September 20, 2011
Three group Kirman's agent-based model for financial markets
September 02, 2011
Burst statistics in non-linear stochastic models
July 08, 2011
Agent-based herding model of financial markets
May 05, 2011
Bornholdt's heterogeneous agent-based spin model for financial markets
December 10, 2010
Long-range memory stochastic model of return
November 14, 2010
A Non-Linear Double Stochastic Model of Return in Financial Markets