{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,8]],"date-time":"2025-10-08T16:38:03Z","timestamp":1759941483469},"reference-count":7,"publisher":"World Scientific Pub Co Pte Lt","issue":"02","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["New Math. and Nat. Computation"],"published-print":{"date-parts":[[2020,7]]},"abstract":"<jats:p> The speculation game is an agent-based toy model to investigate the dynamics of the financial market. Our model has achieved the reproduction of 10 of the well-known stylized facts for financial time series. However, there is also a divergence from the behavior of real market. The market price of the model tends to be anti-persistent to the initial price, resulting in the quite small value of Hurst exponent of price change. To overcome this problem, we extend the speculation game by introducing a perturbative part to the price change with the consideration of other effects besides pure speculative behaviors. <\/jats:p>","DOI":"10.1142\/s1793005720500192","type":"journal-article","created":{"date-parts":[[2020,8,3]],"date-time":"2020-08-03T09:09:49Z","timestamp":1596445789000},"page":"319-325","source":"Crossref","is-referenced-by-count":1,"title":["An Extended Speculation Game for the Recovery of Hurst Exponent of Financial Time Series"],"prefix":"10.1142","volume":"16","author":[{"given":"Kei","family":"Katahira","sequence":"first","affiliation":[{"name":"Graduate School of Frontier Sciences, The University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa-shi, Chiba-ken 277-8563, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yu","family":"Chen","sequence":"additional","affiliation":[{"name":"Graduate School of Frontier Sciences, The University of Tokyo, 5-1-5 Kashiwanoha, Kashiwa-shi, Chiba-ken 277-8563, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"219","published-online":{"date-parts":[[2020,8,3]]},"reference":[{"key":"S1793005720500192BIB001","volume-title":"An Introduction to Econophysics: Correlation and Complexity in Finance","author":"Mantegna R. N.","year":"2000"},{"key":"S1793005720500192BIB002","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4371(00)00375-7"},{"key":"S1793005720500192BIB003","doi-asserted-by":"publisher","DOI":"10.1080\/713665670"},{"key":"S1793005720500192BIB004","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2019.04.157"},{"issue":"407","key":"S1793005720500192BIB005","first-page":"18","volume":"246","author":"Challet D.","year":"1997","journal-title":"Physica A: Statistical Mechanics and its Applications"},{"key":"S1793005720500192BIB006","doi-asserted-by":"publisher","DOI":"10.1017\/S1365100500015029"},{"issue":"1","key":"S1793005720500192BIB007","first-page":"269","volume":"58","author":"Katahira K.","year":"2017","journal-title":"Journal of Information Processing Society of Japan"}],"container-title":["New Mathematics and Natural Computation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S1793005720500192","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,8,3]],"date-time":"2020-08-03T09:10:42Z","timestamp":1596445842000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S1793005720500192"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2020,7]]},"references-count":7,"journal-issue":{"issue":"02","published-print":{"date-parts":[[2020,7]]}},"alternative-id":["10.1142\/S1793005720500192"],"URL":"https:\/\/doi.org\/10.1142\/s1793005720500192","relation":{},"ISSN":["1793-0057","1793-7027"],"issn-type":[{"value":"1793-0057","type":"print"},{"value":"1793-7027","type":"electronic"}],"subject":[],"published":{"date-parts":[[2020,7]]}}}