The Beneficial Role of Random Strategies in Social and Financial Systems

[1]  R. C. Merton,et al.  Theory of Rational Option Pricing , 2015, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.

[2]  Kurt Binder,et al.  Monte Carlo Simulation in Statistical Physics , 1992, Graduate Texts in Physics.

[3]  P. Samuelson Proof that Properly Anticipated Prices Fluctuate Randomly , 2015 .

[4]  Miguel A. Vadillo,et al.  Illusion of Control , 2013, Experimental psychology.

[5]  Kathy P. Wheeler,et al.  Reviews of Modern Physics , 2013 .

[6]  Dirk Helbing,et al.  Social Self-Organization , 2012 .

[7]  Marshall F Chalverus,et al.  The Black Swan: The Impact of the Highly Improbable , 2007 .

[8]  Alessandro Pluchino,et al.  Accidental Politicians: How Randomly Selected Legislators Can Improve Parliament Efficiency , 2011, ArXiv.

[9]  Alessandro Pluchino,et al.  Efficient Promotion Strategies in a Hierarchical Organization , 2011, ArXiv.

[10]  Susana F Huelga,et al.  Noise-enhanced classical and quantum capacities in communication networks. , 2010, Physical review letters.

[11]  Alessandro Pluchino,et al.  The Peter Principle Revisited: A Computational Study , 2009, Physica A: Statistical Mechanics and its Applications.

[12]  D. Sornette,et al.  Illusory versus genuine control in agent-based games , 2008, 0802.4165.

[13]  S. Fortunato,et al.  Statistical physics of social dynamics , 2007, 0710.3256.

[14]  Nassim Nicholas Taleb,et al.  The Black Swan: The Impact of the Highly Improbable , 2007 .

[15]  J. B. Satinover,et al.  “Illusion of control" in Time-Horizon Minority and Parrondo Games , 2007 .

[16]  J. B. Satinover,et al.  ”Illusion of control” in Time-Horizon Minority and Parrondo Games , 2007 .

[17]  V. Latora,et al.  Compromise and synchronization in opinion dynamics , 2005, physics/0510141.

[18]  Gary E. Porter The Long-Term Value of Analysts' Advice in the Wall Street Journal'S Investment Dartboard Contest , 2005 .

[19]  A. Pluchino,et al.  CHANGING OPINIONS IN A CHANGING WORLD: A NEW PERSPECTIVE IN SOCIOPHYSICS , 2004 .

[20]  T. Alderweireld,et al.  A Theory for the Term Structure of Interest Rates , 2004, cond-mat/0405293.

[21]  Nassim Nicholas Taleb Fooled by randomness : the hidden role of chance in the markets and in life , 2001 .

[22]  Rosario N. Mantegna,et al.  Book Review: An Introduction to Econophysics, Correlations, and Complexity in Finance, N. Rosario, H. Mantegna, and H. E. Stanley, Cambridge University Press, Cambridge, 2000. , 2000 .

[23]  J. Murphy Technical Analysis of the Financial Markets , 1999 .

[24]  R. Mantegna,et al.  An Introduction to Econophysics: Contents , 1999 .

[25]  Benoit B. Mandelbrot,et al.  Fractals and Scaling in Finance , 1997 .

[26]  J. Hawley,et al.  Instability, turbulence, and enhanced transport in accretion disks , 1997 .

[27]  Mantegna,et al.  Noise enhanced stability in an unstable system. , 1996, Physical review letters.

[28]  M. Friedman THE ROLE OF MONETARY POLICY , 1995 .

[29]  Van den Broeck C,et al.  Noise-induced nonequilibrium phase transition. , 1994, Physical review letters.

[30]  S. Heston A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options , 1993 .

[31]  Alan G. White,et al.  The Pricing of Options on Assets with Stochastic Volatilities , 1987 .

[32]  J. Murphy Technical Analysis of the Futures Markets: A Comprehensive Guide to Trading Methods and Applications , 1986 .

[33]  J. Wilder New Concepts in Technical Trading Systems , 1978 .

[34]  M. C. Jensen Some Anomalous Evidence Regarding Market Efficiency , 1978 .

[35]  Mohsin S. Khan The monetary dynamics of hyperinflation: A note , 1975 .

[36]  F. Black,et al.  The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.

[37]  R. Lucas Expectations and the neutrality of money , 1972 .

[38]  Jack B. Hilliard,et al.  The Peter Principle: Why Things Always Go Wrong , 1971 .

[39]  E. Fama EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* , 1970 .

[40]  Edmund S. Phelps,et al.  Phillips Curves, Expectations of In#ation and Optimal Unem-ployment over Time , 1967 .

[41]  H. Markowitz,et al.  The Random Character of Stock Market Prices. , 1965 .

[42]  B. Mandlebrot The Variation of Certain Speculative Prices , 1963 .

[43]  J. Muth Rational Expectations and the Theory of Price Movements , 1961 .

[44]  F. John MUTH, . Rational Expectations and the Theory of Price Movements, Econometrica, , . , 1961 .

[45]  Kenneth J. Arrow,et al.  A Note on Expectations and Stability , 1958 .

[46]  M. Friedman,et al.  Theory of the Consumption Function , 1957 .

[47]  John J. Klein,et al.  Studies in the Quantity Theory of Money. , 1956 .

[48]  L. Bachelier,et al.  Théorie de la spéculation , 1900 .

[49]  Edward C. Prescott,et al.  " Rational " Expectations , the Optimal Monetary Instrument , and the Optimal Money Supply Rule , 2022 .

[50]  October I Physical Review Letters , 2022 .