IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING? (Q2843380): Difference between revisions

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+MaRDI publication profile
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+Heterogeneity of agents, transactions costs and the exchange rate
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+EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET
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+Agent-based computational finance: Suggested readings and early research
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+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
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+A Rational Route to Randomness
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+Discrete Choice with Social Interactions
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+Learning with bounded memory in stochastic models
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+Behavioral heterogeneity in stock prices
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+Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
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+Estimating the intensity of choice in a dynamic mutual fund allocation decision
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+Wealth-driven competition in a speculative financial market: examples with maximizing agents
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+Estimation of agent-based models: The case of an asymmetric herding model
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+Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
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+Monetary policy, indeterminacy and learning
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+On learning and the nonuniqueness of equilibrium in an overlapping generations model with fiat money
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+Herding, a-synchronous updating and heterogeneity in memory in a CBS
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+Chaotic exchange rate dynamics redux
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+Heterogeneous beliefs, risk and learning in a simple asset pricing model
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+On learning equilibria
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+Experience-weighted Attraction Learning in Normal Form Games
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+Q4805737
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+Evolutionary dynamics in markets with many trader types
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+A microscopic model of the stock market: cycles, booms, and crashes
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s136510051000060x
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+W1536298411
@@ Property / OpenAlex ID: W1536298411 / rank @@
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