#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