Items where Subject is "65-XX Numerical analysis > 65Cxx Probabilistic methods, simulation and stochastic differential equations > 65C05 Monte Carlo methods"
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- MSC Classification Numbers (643)
- 65-XX Numerical analysis (35)
- 65Cxx Probabilistic methods, simulation and stochastic differential equations (7)
- 65C05 Monte Carlo methods (3)
- 65Cxx Probabilistic methods, simulation and stochastic differential equations (7)
- 65-XX Numerical analysis (35)
Castiglione, Filippo and Pandey, Ras B. and Stauffer, Dietrich
(2001)
Effect of Trading Momentum and Price Resistance on Stock Market Dynamics: A Glauber Monte Carlo Simulation.
Published in:
Physica : europhysics journal ; A, Statistical mechanics and its applications Vol. 289 (1-2).
pp. 223-228.
Castiglione, Filippo
(2000)
Diffusion and Aggregation in an Agent Based Model of Stock Market Fluctuations.
Published in:
International journal of modern physics : C, Physics and computers Vol. 11 (5).
pp. 865-879.
Bernaschi, Massimo and Succi, Sauro and Castiglione, Filippo
(2000)
Large-scale Cellular Automata simulations of the Immune System response.
Published in:
Physical Review : E, Statistical, nonlinear, and soft matter physics Vol. 61 (2).
pp. 1851-1854.
