摘要翻译：
我们通过引入可变事件时间尺度扩展了Kirman模型。建议的灵活时间尺度相当于金融市场上观察到的可变交易活动。将扩展的Kirman代理模型的随机版本与金融市场中长期记忆的非线性随机模型进行了比较。基于Agent的模型提供了匹配的宏观描述，作为早期提出的展示幂律统计的随机模型的微观推理。
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英文标题：
《Agent based reasoning for the non-linear stochastic models of long-range
  memory》
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作者：
Aleksejus Kononovicius and Vygintas Gontis
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最新提交年份：
2011
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
  We extend Kirman's model by introducing variable event time scale. The proposed flexible time scale is equivalent to the variable trading activity observed in financial markets. Stochastic version of the extended Kirman's agent based model is compared to the non-linear stochastic models of long-range memory in financial markets. Agent based model providing matching macroscopic description serves as a microscopic reasoning of the earlier proposed stochastic model exhibiting power law statistics.
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PDF链接：
https://arxiv.org/pdf/1106.2685