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Keyword: Purlys

February and March active time for econophysicists

Posted on March 31, 2012.
kalendorius

In February and Match three very important conference to the econophysicists were held: “Unsolved Problems on Noise”, “Verhandlungen DPG” and “Open Readings” (lt. “Laisvieji skaitymai”). Our B. Kaulakys, V. Gontis, A. Kononovičius, P. Purlys and R. Kazakevičius have given oral and poster presentations at these conference. Presentations were mostly concerned with our newest achievements in the applications of Kirman model and burst statistics. Continue reading “February and March active time for econophysicists” »

Major topics covered Agent-based models, General information, Econophysics, Stochastic models. Keywords , , , , , , , , , .
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Three group Kirman’s agent based model for financial markets

Posted on September 20, 2011.
1 pav. Trijų agentų grupių sąveika.

As we have seen previously application of the original Kirman’s model enables reproduction of single power law spectral density 1. While actual financial markets and sophisticated stochastic models 2 have double power law spectral density – i. e. fractured spectral density. Thus it would be nice to obtain fracture of spectral density by improving application of Kirman’s agent based model towards financial markets. Continue reading “Three group Kirman’s agent based model for financial markets” »

Major topics covered Agent-based models, Econophysics, Interactive models. Keywords , , , , , .
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