{"id":"https://openalex.org/W1829776652","doi":"https://doi.org/10.1007/978-3-540-69387-1_47","title":"Heterogeneity and Endogenous Nonlinearity in an Artificial Stock Model","display_name":"Heterogeneity and Endogenous Nonlinearity in an Artificial Stock Model","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W1829776652","doi":"https://doi.org/10.1007/978-3-540-69387-1_47","mag":"1829776652"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-69387-1_47","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-540-69387-1_47","pdf_url":"https://link.springer.com/content/pdf/10.1007/978-3-540-69387-1_47.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007/978-3-540-69387-1_47.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100664112","display_name":"Hong-Quan Li","orcid":"https://orcid.org/0000-0001-5469-2282"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I22299242","display_name":"Kyoto University","ror":"https://ror.org/02kpeqv85","country_code":"JP","type":"education","lineage":["https://openalex.org/I22299242"]},{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}],"countries":["CN","JP"],"is_corresponding":false,"raw_author_name":"Hongquan Li","raw_affiliation_strings":["Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto, 606-8501, Japan","Laboratory of Management, Decision and Information Systems, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100080, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto, 606-8501, Japan","institution_ids":["https://openalex.org/I22299242"]},{"raw_affiliation_string":"Laboratory of Management, Decision and Information Systems, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100080, China","institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5115604897","display_name":"Wei Shang","orcid":"https://orcid.org/0000-0001-6039-6041"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wei Shang","raw_affiliation_strings":["Laboratory of Management, Decision and Information Systems, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100080, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Laboratory of Management, Decision and Information Systems, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100080, China","institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078558986","display_name":"Shouyang Wang","orcid":"https://orcid.org/0000-0001-5773-998X"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"government","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210120485","display_name":"Academy of Mathematics and Systems Science","ror":"https://ror.org/02jkmyk67","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shouyang Wang","raw_affiliation_strings":["Laboratory of Management, Decision and Information Systems, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100080, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Laboratory of Management, Decision and Information Systems, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100080, China","institution_ids":["https://openalex.org/I19820366","https://openalex.org/I4210120485"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":2.9791,"has_fulltext":true,"cited_by_count":3,"citation_normalized_percentile":{"value":0.91451451,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"416","last_page":"425"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10244","display_name":"Chaos control and synchronization","score":0.9909999966621399,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/volatility-clustering","display_name":"Volatility clustering","score":0.8513990044593811},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.7426935434341431},{"id":"https://openalex.org/keywords/autocorrelation","display_name":"Autocorrelation","score":0.6395338177680969},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.6263092160224915},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6078736782073975},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5556097030639648},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5366162061691284},{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.45159220695495605},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.44638746976852417},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4255527853965759},{"id":"https://openalex.org/keywords/rational-expectations","display_name":"Rational expectations","score":0.4235425591468811},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.4144856929779053},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3446599245071411},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.32342979311943054},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.24133464694023132},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1408434808254242},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1278010904788971},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.08676618337631226}],"concepts":[{"id":"https://openalex.org/C2776142675","wikidata":"https://www.wikidata.org/wiki/Q7939999","display_name":"Volatility clustering","level":4,"score":0.8513990044593811},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.7426935434341431},{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.6395338177680969},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6263092160224915},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6078736782073975},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5556097030639648},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5366162061691284},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.45159220695495605},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.44638746976852417},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4255527853965759},{"id":"https://openalex.org/C96016098","wikidata":"https://www.wikidata.org/wiki/Q853949","display_name":"Rational expectations","level":2,"score":0.4235425591468811},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4144856929779053},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3446599245071411},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.32342979311943054},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.24133464694023132},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1408434808254242},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1278010904788971},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08676618337631226},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-69387-1_47","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-540-69387-1_47","pdf_url":"https://link.springer.com/content/pdf/10.1007/978-3-540-69387-1_47.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":{"id":"doi:10.1007/978-3-540-69387-1_47","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-540-69387-1_47","pdf_url":"https://link.springer.com/content/pdf/10.1007/978-3-540-69387-1_47.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320912","display_name":"Ministry of Education, Culture, Sports, Science and Technology","ror":"https://ror.org/048rj2z13"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321543","display_name":"China Postdoctoral Science Foundation","ror":"https://ror.org/0426zh255"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1829776652.pdf","grobid_xml":"https://content.openalex.org/works/W1829776652.grobid-xml"},"referenced_works_count":11,"referenced_works":["https://openalex.org/W1506742809","https://openalex.org/W1507259579","https://openalex.org/W2003022430","https://openalex.org/W2006093709","https://openalex.org/W2006128341","https://openalex.org/W2034802027","https://openalex.org/W2056651346","https://openalex.org/W2076963026","https://openalex.org/W2094996203","https://openalex.org/W2160607725","https://openalex.org/W4250936085"],"related_works":["https://openalex.org/W2024616011","https://openalex.org/W2350361222","https://openalex.org/W1508236353","https://openalex.org/W4388902544","https://openalex.org/W4226115569","https://openalex.org/W2531172836","https://openalex.org/W3175849485","https://openalex.org/W3123893382","https://openalex.org/W4387969022","https://openalex.org/W3081853321"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
