Staggered updating in an artificial financial market

DOI10.1016/J.JEDC.2007.11.002zbMath1181.91153OpenAlexW3122871805MaRDI QIDQ844760

Christophre Georges

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.11.002

zbMATH Keywords

learningexpectationsagent-based modeling

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic dynamics (91B55) Agent technology and artificial intelligence (68T42)

Related Items (6)

Adjustment costs and indeterminacy in perfect foresight models ⋮ Market stability with machine learning agents ⋮ Risk preference and stability under learning ⋮ Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates ⋮ LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET ⋮ Can a stochastic cusp catastrophe model explain stock market crashes?

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