Econophysics review: II. Agent-based models

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Micro-price trading in an order-driven market (2014, background): “In general, models range from extreme parsimony, such as the case of “zerointelligence,” to models that feature strategic and adaptive agents [13], [14].”
Limit order books (2010, methodology): “Heavy tails have been observed on Euronext (Chakraborti et al. 2011b), the Paris Bourse (Plerou and Stanley 2008), the S&P 500 index (Gallant et al. 1992, Gopikrishnan et al. 1999, Cont 2001), FX markets (Guillaume et al. 1997), the NYSE (Gopikrishnan et al. 1998), the American Stock Exchange…”
Ergodicity and scaling limit of a constrained multivariate Hawkes process (2013, unknown): “On the one hand, an extensive statistical study on the limit order book dynamics and limit order book information content can be found in [9, 26, 39, 19, 30, 10, 25, 14, 41]; on the other hand, many researchers have endeavored to propose different models, including equilibrium model, agent-based mod”
Spatial agent-based models for socio-ecological systems: Challenges and prospects (2013, methodology): “…knowledge on modeling coupled SES with ABMs, scholars have produced reviews on the application of the method to each of the subsystems: socioeconomic (Tesfatsion and Judd, 2006; Safarzynska and van den Bergh, 2010; Chakraborti et al., 2011; Marks, 2012) and ecological systems (Grimm et al., 2005).”