Multifractal time series analysis of positive-intelligence agent-based simulations of financial markets

James R. Thompson, James R. Wilson. Multifractal time series analysis of positive-intelligence agent-based simulations of financial markets. In Stephen J. Buckley, John A. Miller, editors, Proceedings of the 2014 Winter Simulation Conference, Savannah, GA, USA, December 7-10, 2014. pages 219-230, IEEE/ACM, 2014. [doi]

Authors

James R. Thompson

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James R. Wilson

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