A dynamic analysis of moving average rules
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- A Rational Route to Randomness
- Agent-based computational finance: Suggested readings and early research
- Critical bifurcation surfaces of 3D discrete dynamics
- Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
- Elements of applied bifurcation theory
- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
- Profitable technical trading rules as a source of price instability
- The dynamics of speculative behaviour
- The dynamics of the cobweb when producers are risk averse learners
Cited in
(37)- Optimal monetary policy in a New Keynesian model with animal spirits and financial markets
- Herding, trend chasing and market volatility
- A financial market model with endogenous fundamental values through imitative behavior
- Estimation of financial agent-based models with simulated maximum likelihood
- An improved moving average technical trading rule
- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
- Do stylised facts of order book markets need strategic behaviour?
- Bounded rationality, asymmetric information and mispricing in financial markets
- An analytical ARL of binomial double moving average chart
- Is more memory in evolutionary selection (de)stabilizing?
- Loss aversion in an agent-based asset pricing model
- Animal spirits in the foreign exchange market
- Effects of fundamentals acquisition and strategy switch on stock price dynamics
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach
- Market equilibria under procedural rationality
- An analysis of the effect of noise in a heterogeneous agent financial market model
- A laboratory experiment on the heuristic switching model
- A mathematical analysis of technical analysis
- Prices, debt and market structure in an agent-based model of the financial market
- Time series momentum trading strategy and autocorrelation amplification
- MOVING AVERAGES AND PRICE DYNAMICS
- Behavioral heterogeneity and financial crisis: the role of sentiment
- The limit distribution of evolving strategies in financial markets
- A model of information flows and confirmatory bias in financial markets
- Fundamentalists, chartists and asset pricing anomalies
- Coordinated bubbles and crashes
- Eductive stability may not imply evolutionary stability in the presence of information costs
- Cross-section instability in financial markets: impatience, extrapolation, and switching
- Dynamic mode decomposition for financial trading strategies
- A theoretical analysis of trading rules: an application to the moving average case with Markovian returns
- Predicting the unpredictable: new experimental evidence on forecasting random walks
- Asset allocation with time series momentum and reversal
- Theoretical and practical motivations for the use of the moving average rule in the stock market
- FURTHER REDUCTION OF NORMAL FORMS AND UNIQUE NORMAL FORMS OF SMOOTH MAPS
- Dynamic instability in generic model of multi-assets markets
- A heterogeneous agent model of asset price dynamics with two time delays
- Some reflections on past and future of nonlinear dynamics in economics and finance
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