Heterogeneity, convergence, and autocorrelations (Q3518388): Difference between revisions

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+W2076362143
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+MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
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+A Rational Route to Randomness
@@ Property / cites work: A Rational Route to Randomness / rank @@
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+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
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+Using genetic algorithms to model the evolution of heterogeneous beliefs
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+Toward a computable approach to the efficient market hypothesis: An application of genetic programming
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+The dynamics of speculative behaviour
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+Heterogeneous beliefs, risk and learning in a simple asset pricing model
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+Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
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+Market mood, adaptive beliefs and asset price dynamics
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+Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
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+Power-law behaviour, heterogeneity, and trend chasing
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+Agent-based computational finance: Suggested readings and early research
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+Time series properties of an artificial stock market
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+A microscopic model of the stock market: cycles, booms, and crashes
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+Time variation of second moments from a noise trader/infection model
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