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PEDIATRICS, ISSN 0031-4005, 04/2010, Volume 125, Issue 4, pp. 838 - 849
Journal Article
Technological Forecasting & Social Change, ISSN 0040-1625, 03/2018, Volume 128, pp. 104 - 117
Experience curves are widely used to predict the cost benefits of increasing the deployment of a technology. But how good are such forecasts? Can one predict... 
Forecasting | Technological progress | Experience curves | LEARNING-CURVE | INDUSTRY | PERSPECTIVE | ADOPTION | BUSINESS | RENEWABLE ENERGY TECHNOLOGIES | PLANNING & DEVELOPMENT | COST | MODELS | PHOTOVOLTAICS | DYNAMICS | PROSPECTS | Quantitative Finance - Economics
Journal Article
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, ISSN 1539-3755, 12/2009, Volume 80, Issue 6, p. 066102
We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call... 
FINANCIAL-MARKETS | PHYSICS, FLUIDS & PLASMAS | PRICE-IMPACT | FLUCTUATIONS | BEHAVIOR | POWER | stock markets | PHYSICS, MATHEMATICAL | pricing | econophysics | Reproducibility of Results | Algorithms | Investments | Humans | Risk-Taking | London | Models, Statistical | Financial Management | Spain
Journal Article
The European Physical Journal - Special Topics, ISSN 1951-6355, 2012, Volume 214, Issue 1, pp. 295 - 324
We outline a vision for an ambitious program to understand the economy and financial markets as a complex evolving system of coupled networks of interacting... 
class eco B | Condensed Matter Physics | Measurement Science and Instrumentation | Materials Science, general | Atomic, Molecular, Optical and Plasma Physics | Physics, general | Physics | Classical Continuum Physics | UNCERTAINTY | RISK | PHYSICS, MULTIDISCIPLINARY | SIMULATION | CRITICALITY | EQUILIBRIUM
Journal Article
Physical Review Letters, ISSN 0031-9007, 03/2003, Volume 90, Issue 10, p. 108102/4
We model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes... 
PHYSICS, MULTIDISCIPLINARY | STOCK-MARKET | ORDER-DRIVEN MARKET
Journal Article
The European Physical Journal B, ISSN 1434-6028, 8/2008, Volume 64, Issue 3, pp. 607 - 614
We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to... 
Brownian motion | Fluids | PACS. Economics | Superconductivity, Superfluidity, Quantum Fluids | Stochastic processes | Solid State Physics and Spectroscopy | Condensed Matter | Physics, general | Physics | econophysics, financial markets, business and management | Complexity | PHYSICS, CONDENSED MATTER | MARKET | VARIANCE | MEMORY | FLUCTUATIONS
Journal Article
Research Policy, ISSN 0048-7333, 04/2016, Volume 45, Issue 3, pp. 647 - 665
•A generalized version of Moore's law for unit costs is modelled as a correlated geometric random walk with drift.•We study 53 technologies from different... 
Moore's law | Forecasting | Technological progress | Solar energy | LEARNING-CURVE | FUNCTIONAL-APPROACH | MANAGEMENT | EXPERIENCE CURVE | LEVEL | TRENDS | COSTS | UNIT-ROOT | ECONOMICS | INTERVALS | ELECTRICITY
Journal Article
Journal of Economic Dynamics and Control, ISSN 0165-1889, 01/2015, Volume 50, pp. 144 - 154
Since the beginning of the 2008 financial crisis almost half a trillion euros have been spent to financially assist EU member states in taxpayer-funded... 
Bail-in | Crisis resolution | Bail-out | Agent-based model | CREDIT | ECONOMICS | Unemployment | Analysis | Austerity (Economic policy)
Journal Article
The American Economic Review, ISSN 0002-8282, 5/2012, Volume 102, Issue 3, pp. 53 - 58
Systemic risk must include the housing market, though economists have not generally focused on it. We begin construction of an agent-based model of the housing... 
Alertness | Economic models | Loans | Economic busts | Mortgage loans | MEASURING SYSTEMIC RISK | Deferred expenses | Financial leverage | Housing | Housing market | Interest rates | ECONOMICS | Real estate industry | Research | Agent based models | Analysis | Financial risk | Mortgages | Risk | Economic theory
Journal Article
Proceedings of the National Academy of Sciences of the United States of America, ISSN 0027-8424, 2/2005, Volume 102, Issue 6, pp. 2254 - 2259
Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where constraints imposed by market... 
Economic models | Social Sciences | Business orders | Market prices | Market orders | Order flow | Coordinate systems | Auctions | Limit orders | Logarithms | Modeling | Market microstructure | Agent-based models | Double auction market | market microstructure | PRICES | agent-based models | FLUCTUATIONS | BEHAVIOR | MULTIDISCIPLINARY SCIENCES | MODEL | double auction market | Financial markets | Research
Journal Article
Quantitative Finance, ISSN 1469-7688, 07/2012, Volume 12, Issue 7, pp. 1015 - 1024
We present an empirical study of the intertwined behaviour of members in a financial market. Exploiting a database where the broker that initiates an order... 
Market microstructure | G1 | Financial markets | Behavioural finance | Limit order market | FINANCIAL-MARKETS | BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | LONG-MEMORY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article
International Journal of Agricultural and Statistical Sciences, ISSN 0973-1903, 2019, Volume 14, Issue 2, p. eaau1705
Two network measures known as the economic complexity index (ECI) and product complexity index (PCI) have provided important insights into patterns of economic... 
EXPORT DIVERSIFICATION | MULTIDISCIPLINARY SCIENCES | GROWTH
Journal Article
Journal of Economic Dynamics and Control, ISSN 0165-1889, 01/2015, Volume 50, pp. 155 - 179
We present a simple agent-based model of a financial system composed of leveraged investors such as banks that invest in stocks and manage their risk using a... 
Leverage cycles | Systemic risk | Financial market simulation | Pro-cyclical and countercyclical leverage | ECONOMICS | Leverage (Finance) | Analysis
Journal Article
Quantitative Finance, ISSN 1469-7688, 11/2013, Volume 13, Issue 11, pp. 1743 - 1758
We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed... 
Market microstructure | Market efficiency | Trading strategies | Trading costs | SUPPLY-AND-DEMAND | FINANCIAL-MARKETS | INSTITUTIONAL TRADES | VOLUME | STOCK-PRICES | BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | PRICE-IMPACT | FLUCTUATIONS | LONG-MEMORY | STATISTICAL PROPERTIES | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | VOLATILITY
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 05/2014, Volume 42, Issue 1, pp. 199 - 212
•Regulation proposals have to take the leverage cycle into account.•We study the effect of different regulation schemes.•Basle II reduces/increases systemic... 
Leverage | Systemic risk | Credit risk | Banking regulation | Basle II | Agent based model | AGENT | BUSINESS, FINANCE | MODELS | NEEDS | ECONOMICS | Leverage (Finance)
Journal Article
Proceedings of the National Academy of Sciences of the United States of America, ISSN 0027-8424, 1/2013, Volume 110, Issue 4, pp. 1232 - 1236
Journal Article