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2. Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model. (2020). Trimborn, Torsten ; Beikirch, Maximilian.
   In: Papers.
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3. Stylized Facts and Agent-Based Modeling. (2019). Trimborn, Torsten ; Cramer, Simon.
   In: Papers.
   RePEc:arx:papers:1912.02684.

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4. Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2019). Frank, Martin ; Pareschi, Lorenzo ; Trimborn, Torsten.
   In: Papers.
   RePEc:arx:papers:1711.03291.

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5. Mean field limit of a behavioral financial market model. (2018). Trimborn, Torsten ; Martin, Stephan ; Frank, Martin.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:505:y:2018:i:c:p:613-631.

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6. Simulation of Stylized Facts in Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian.
   In: Papers.
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7. A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten.
   In: Papers.
   RePEc:arx:papers:1805.11036.

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8. SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten.
   In: Papers.
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9. Mean Field Limit of a Behavioral Financial Market Model. (2017). Martin, Stephan ; Frank, Martin ; Trimborn, Torsten.
   In: Papers.
   RePEc:arx:papers:1711.02573.

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10. Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2016). Lux, Thomas ; Ghonghadze, Jaba .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:1-19.

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11. A new structural stochastic volatility model of asset pricing and its stylized facts. (2016). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria.
    In: Papers.
    RePEc:arx:papers:1604.08824.

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12. The effects of a financial transaction tax in an artificial financial market. (2015). Fricke, Daniel ; Lux, Thomas.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:10:y:2015:i:1:p:119-150.

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13. The effects of a financial transaction tax in an artificial financial market. (2013). Fricke, Daniel ; Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1868.

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14. Psychological determinants of occurrence and magnitude of market crashes. (2011). Leoni, Patrick.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:5:p:2190-2196.

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15. Transaction taxes and traders with heterogeneous investment horizons in an agent-based financial market model. (2010). Demary, Markus.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:20108.

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16. A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market. (2009). Pellizzari, Paolo ; He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:251.

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12. Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
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13. Volatility Clustering: A Nonlinear Theoretical Approach. (2015). Li, Kai ; He, Xuezhong ; Wan, Chuncheng .
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14. Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30. (2015). Li, Youwei ; He, Xuezhong.
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15. Direct calibration and comparison of agent-based herding models of financial markets. (2015). Barde, Sylvain.
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16. An Information Theoretic Criterion for Empirical Validation of Time Series Models. (2015). Lamperti, Francesco.
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17. Economies with heterogeneous interacting learning agents. (2015). Stiglitz, Joseph ; Gallegati, Mauro ; Landini, Simone.
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18. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
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19. Information cascade, Kirman’s ant colony model, and kinetic Ising model. (2015). Hisakado, Masato ; Mori, Shintaro .
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20. Testing of a market fraction model and power-law behaviour in the DAX 30. (2015). Li, Youwei ; He, Xuezhong.
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21. Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Kononovicius, Aleksejus ; Gontis, Vygintas.
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22. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Gallegati, Mauro ; Recchioni, Maria Cristina .
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23. Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500. (2014). Zwinkels, Remco ; He, Xuezhong ; Chiarella, Carl ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, .
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24. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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25. Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk.
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26. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
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27. Control of the socio-economic systems using herding interactions. (2014). Kononovicius, Aleksejus ; Gontis, Vygintas.
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28. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
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29. Phase transition in the S&P stock market. (2013). Raddant, Matthias ; Wagner, Friedrich .
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30. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance. (2013). Richiardi, Matteo ; Grazzini, Jakob.
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31. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
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32. On the problem of calibrating an agent based model for financial markets. (2013). fabretti, annalisa.
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33. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
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34. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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35. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance.. (2013). Richiardi, Matteo ; Grazzini, Jakob.
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36. Fluctuation analysis of the three agent groups herding model. (2013). Kononovicius, Aleksejus ; Gontis, Vygintas.
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37. Three-state herding model of the financial markets. (2013). Kononovicius, Aleksejus ; Gontis, Vygintas.
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38. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Jiv{r}'i Kukav{c}ka, ; Barunik, Jozef.
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39. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
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40. Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets. (2012). He, Xuezhong.
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41. Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model. (2012). Wegener, Michael ; Westerhoff, Frank.
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42. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2012). Westerhoff, Frank ; Franke, Reiner.
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43. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
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44. Removing systematic patterns in returns in a financial market model by artificially intelligent traders. (2011). Witte, Bjorn-Christopher .
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45. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets. (2011). Westerhoff, Frank ; Dieci, Roberto.
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46. Transaction taxes, greed and risk aversion in an agent-based financial market model. (2011). Demary, Markus.
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47. The dynamic behaviour of asset prices in disequilibrium: a survey. (2011). He, Xuezhong ; Chiarella, Carl ; Carl Chiarella; Roberto Dieci; Xue-Zhong He, .
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48. Consumer sentiment and countercyclical fiscal policies. (2010). Westerhoff, Frank ; Hohnisch, Martin.
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49. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
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50. A simple agent-based financial market model: Direct interactions and comparisons of trading profits. (2009). Westerhoff, Frank.
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51. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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52. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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53. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
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54. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:342-362.

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55. Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets. (2008). Zaccaria, A. ; Alfi, V. ; Pietronero, L..
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56. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
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57. Power-law behaviour, heterogeneity, and trend chasing. (2007). Li, Youwei ; He, Xuezhong.
    In: Journal of Economic Dynamics and Control.
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58. Time irreversibility and EGARCH effects in US stock index returns. (2002). Kuan, Chung-Ming ; Chen, Yi-Ting.
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