Pages that link to "Item:Q1978584"

The following pages link to Agent-based computational finance: Suggested readings and early research (Q1978584):

Displayed 50 items.

• Evolutionary dynamics in markets with many trader types (Q556400) ‎ (← links)
• Institutional architectures and behavioral ecologies in the dynamics of financial markets (Q556412) ‎ (← links)
• Examining the effectiveness of price limits in an artificial stock market (Q602992) ‎ (← links)
• Behavioral heterogeneity in the option market (Q609834) ‎ (← links)
• Network evolution based on minority game with herding behavior (Q614624) ‎ (← links)
• Information-based multi-assets artificial stock market with heterogeneous agents (Q619750) ‎ (← links)
• The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) ‎ (← links)
• Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (Q622243) ‎ (← links)
• An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) ‎ (← links)
• Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) ‎ (← links)
• Informational differences and learning in an asset market with boundedly rational agents (Q844656) ‎ (← links)
• Staggered updating in an artificial financial market (Q844760) ‎ (← links)
• Integrating real and financial markets in an agent-based economic model: An application to monetary policy design (Q943968) ‎ (← links)
• A global optimization heuristic for estimating agent based models (Q951870) ‎ (← links)
• Herding, a-synchronous updating and heterogeneity in memory in a CBS (Q953775) ‎ (← links)
• A robust rational route to randomness in a simple asset pricing model (Q953788) ‎ (← links)
• A dynamic analysis of moving average rules (Q959647) ‎ (← links)
• Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) ‎ (← links)
• Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders (Q959650) ‎ (← links)
• Linear learning in changing environments (Q959694) ‎ (← links)
• Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market (Q959746) ‎ (← links)
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) ‎ (← links)
• Financial crises and interacting heterogeneous agents (Q976527) ‎ (← links)
• On the specification of noise in two agent-based asset pricing models (Q976529) ‎ (← links)
• Self-organized criticality in a dynamic game (Q991395) ‎ (← links)
• A simple asset pricing model with social interactions and heterogeneous beliefs (Q1017039) ‎ (← links)
• Price bubbles sans dividend anchors: evidence from laboratory stock markets (Q1017070) ‎ (← links)
• Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) ‎ (← links)
• An evolutionary game theory explanation of ARCH effects (Q1027364) ‎ (← links)
• The emergence of Zipf's law in a system of cities: an agent-based simulation approach (Q1027376) ‎ (← links)
• The rise and fall of catastrophe theory applications in economics: was the baby thrown out with the bathwater? (Q1027417) ‎ (← links)
• Power-law behaviour, heterogeneity, and trend chasing (Q1027425) ‎ (← links)
• More hedging instruments may destabilize markets (Q1032688) ‎ (← links)
• Can a stochastic cusp catastrophe model explain stock market crashes? (Q1042382) ‎ (← links)
• Fuzzy inductive reasoning, expectation formation and the behavior of security prices (Q1583447) ‎ (← links)
• Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market (Q1583448) ‎ (← links)
• Can genetic algorithms explain experimental anomalies? (Q1780879) ‎ (← links)
• Trading strategies, feedback control and market dynamics (Q1873964) ‎ (← links)
• Time series properties of an artificial stock market (Q1960557) ‎ (← links)
• Asset prices, traders' behavior and market design (Q2270562) ‎ (← links)
• Learning in a credit economy (Q2270568) ‎ (← links)
• Exchange rate dynamics in a target zone-A heterogeneous expectations approach (Q2271632) ‎ (← links)
• Bubbles and crashes: gradient dynamics in financial markets (Q2271680) ‎ (← links)
• Designing sniping agents (Q2271861) ‎ (← links)
• EURACE: A massively parallel agent-based model of the European economy (Q2518627) ‎ (← links)
• Econometric analysis of microscopic simulation models (Q3064019) ‎ (← links)
• Stylized Facts Study through a Multi-Agent Based Simulation of an Artificial Stock Market (Q3164430) ‎ (← links)
• A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES (Q3368589) ‎ (← links)
• Trader Behavior and its Effect on Asset Price Dynamics (Q3395725) ‎ (← links)
• HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS (Q3426146) ‎ (← links)