Simple agent-based dynamical system models for efficient financial markets: theory and examples (Q516053): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmateco.2016.12.005
@@ Property / DOI: 10.1016/j.jmateco.2016.12.005 / rank @@
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@@ Property / Mathematics Subject Classification ID: 91B26 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
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@@ Property / zbMATH DE Number @@
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@@ Property / zbMATH DE Number: 6696098 / rank @@
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@@ Property / zbMATH Keywords @@
+minimal agent-based models
@@ Property / zbMATH Keywords: minimal agent-based models / rank @@
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@@ Property / zbMATH Keywords @@
+linear dynamical system
@@ Property / zbMATH Keywords: linear dynamical system / rank @@
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@@ Property / zbMATH Keywords @@
+efficient market hypothesis
@@ Property / zbMATH Keywords: efficient market hypothesis / rank @@
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@@ Property / zbMATH Keywords @@
+adaptive market hypothesis
@@ Property / zbMATH Keywords: adaptive market hypothesis / rank @@
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@@ Property / zbMATH Keywords @@
+feedback
@@ Property / zbMATH Keywords: feedback / rank @@
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+https://doi.org/10.1016/j.jmateco.2016.12.005
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+W2568829244
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@@ Property / cites work @@
+Minimal agent based model for financial markets. I
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@@ Property / cites work @@
+Trading strategies, feedback control and market dynamics
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+A NEW REFINEMENT OF YOUNG'S INEQUALITY
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+Multifrequency jump-diffusions: An equilibrium approach
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+The internal model principle of control theory
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+Stability in linear delay equations
@@ Property / cites work: Stability in linear delay equations / rank @@
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@@ Property / cites work @@
+Handbook of computational economics. Vol. 2: Agent-based computational economics
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+A quantitative description for efficient financial markets
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+Q4765643
@@ Property / cites work: Q4765643 / rank @@
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@@ Property / cites work @@
+Agent-based computational finance: Suggested readings and early research
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Solvability of static output-feedback stabilization for LTI positive systems
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+Q4400449
@@ Property / cites work: Q4400449 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JMATECO.2016.12.005
@@ Property / DOI: 10.1016/J.JMATECO.2016.12.005 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:516053