Complexity in economic and financial markets

DOI10.1002/CPLX.6130010106zbMATH Open0900.90005OpenAlexW2044534665MaRDI QIDQ1361182FDOQ1361182

Authors: W. Brian Arthur 

Publication date: 5 January 1998

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cplx.6130010106

zbMATH Keywords

rational expectations

Mathematics Subject Classification ID

Decision theory (91B06)

Cited In (11)

• Fuzzy inductive reasoning, expectation formation and the behavior of security prices
• The futility of utility: how market dynamics marginalize Adam Smith
• A novel distance correlation entropy and auto-distance correlation function for measuring the complexity of time series data
• The sea battle tomorrow: the identity of reflexive economic agents
• Fluctuations and response in financial markets: the subtle nature of `random' price changes
• Crises and collective socio-economic phenomena: simple models and challenges
• Big shocks versus small shocks in a dynamic stochastic economy with many interacting agents
• EXPERTS' EARNING FORECASTS: BIAS, HERDING AND GOSSAMER INFORMATION
• Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues
• Detecting intraday financial market states using temporal clustering
• Expectations and the housing market: A model of house price dynamics

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