Heterogeneous agents in multi-markets: a coupled map lattices approach

DOI10.1016/J.MATCOM.2013.10.004OpenAlexW2102858165MaRDI QIDQ2228558FDOQ2228558

Authors: Weihong Huang, Zhenxi Chen 

Publication date: 19 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: http://www3.ntu.edu.sg/hss2/egc/wp/2012/2012-11.pdf

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zbMATH Keywords

heterogeneous agentscoupled map latticesmulti-market interaction

Mathematics Subject Classification ID

Calculus on manifolds; nonlinear operators (58Cxx) Dynamical systems with hyperbolic behavior (37Dxx) Local and nonlocal bifurcation theory for dynamical systems (37Gxx)

Cites Work

• Overview of coupled map lattices
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Commodity markets, price limiters and speculative price dynamics
• Asset price and wealth dynamics under heterogeneous expectations
• The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
• Remarks on the mean field dynamics of networks of chaotic elements
• Pattern dynamics in spatiotemporal chaos. Pattern selection, diffusion of defect and pattern competition intermittency
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
• Financial markets as nonlinear adaptive evolutionary systems
• Heterogeneity, convergence, and autocorrelations
• Asset price and wealth dynamics in a financial market with heterogeneous agents
• Coupled maps with local and global interactions

Cited In (1)

• The effect of explosive divergence in a coupled map lattice of matrices

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