Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Interplay between endogenous and exogenous fluctuations in financial
  markets   We address microscopic, agent based, and macroscopic, stochastic, modeling of
the financial markets combining it with the exogenous noise. The interplay
between the endogenous dynamics of agents and the exogenous noise is the
primary mechanism responsible for the observed long-range dependence and
statistical properties of high volatility return intervals. By exogenous noise
we mean information flow or/and order flow fluctuations. Numerical results
based on the proposed model reveal that the exogenous fluctuations have to be
considered as indispensable part of comprehensive modeling of the financial
markets.

28
The categories of this paper are: alg-geom
22
The categories of this paper are: chao-dyn
15
The categories of this paper are: nucl-ex
2
The categories of this paper are: math
14
The categories of this paper are: math-ph
36
The categories of this paper are: cmp-lg
25
The categories of this paper are: patt-sol
18
The categories of this paper are: econ
35
The categories of this paper are: mtrl-th
26
The categories of this paper are: bayes-an
37
The categories of this paper are: supr-con
10
The categories of this paper are: q-bio
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an
0
The categories of this paper are: hep-ph
9
The categories of this paper are: nlin