An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series. - Kei Katahira; Yu Chen 007 (New Math. Nat. Comput., 2020)

Heterogeneous Round-Trip Trading and the Emergence of Volatility Clustering in Speculation Game. - Kei Katahira; Yu Chen 007 (J. Syst. Sci. Complex., 2022)