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

DOI10.1016/J.MATCOM.2013.10.004MaRDI QIDQ2228558zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(1)

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

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