An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5582924 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4210478 / rank
 
Normal rank
Property / cites work
 
Property / cites work: TOWARD AN UNDERSTANDING OF STOCHASTIC HOPF BIFURCATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Can a stochastic cusp catastrophe model explain stock market crashes? / rank
 
Normal rank
Property / cites work
 
Property / cites work: MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the performance of efficient portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Behavioral heterogeneity in stock prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3993493 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Rational Route to Randomness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneous beliefs and routes to chaos in a simple asset pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evolutionary dynamics in markets with many trader types / rank
 
Normal rank
Property / cites work
 
Property / cites work: The dynamics of speculative behaviour / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dynamic analysis of moving average rules / rank
 
Normal rank
Property / cites work
 
Property / cites work: A bifurcation theory for a class of discrete time Markovian stochastic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The parabolic differential equations and the associated semigroups of transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random economies with many interacting agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibria in financial markets with heterogeneous agents: a probabilistic perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic methods for relaxation oscillations and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power-law behaviour, heterogeneity, and trend chasing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evolutionary stability of portfolio rules in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handbook of computational economics. Vol. 2: Agent-based computational economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On non-ergodic asset prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The behavior of a self-oscillating system acted upon by slight noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recurrence and invariant measures for degenerate diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Agent-based computational finance: Suggested readings and early research / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time variation of second moments from a noise trader/infection model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure exponential stability of neutral stochastic differential difference equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Version of Zeeman's Market Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transformation invariant stochastic catastrophe theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning to predict rationally when beliefs are heterogeneous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4653948 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the unstable behaviour of stock exchanges / rank
 
Normal rank

Latest revision as of 16:51, 3 July 2024

scientific article
Language Label Description Also known as
English
An analysis of the effect of noise in a heterogeneous agent financial market model
scientific article

    Statements

    An analysis of the effect of noise in a heterogeneous agent financial market model (English)
    0 references
    0 references
    0 references
    0 references
    31 January 2011
    0 references
    heterogeneous agents
    0 references
    speculative behaviour
    0 references
    stochastic bifurcations
    0 references
    stationary measures
    0 references
    chartists
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers