Boltzmann-type models for price formation in the presence of behavioral aspects
From MaRDI portal
Publication:258513
DOI10.3934/nhm.2015.10.543zbMath1342.35204OpenAlexW2406678653MaRDI QIDQ258513
Giuseppe Toscani, Carlo Brugna
Publication date: 10 March 2016
Published in: Networks and Heterogeneous Media (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/nhm.2015.10.543
Asymptotic behavior of solutions to PDEs (35B40) Trade models (91B60) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Heterogeneous agent models (91B69) Boltzmann equations (35Q20)
Related Items
Swarms dynamics approach to behavioral economy: theoretical tools and price sequences, Kinetic models for goods exchange in a multi-agent market, Unnamed Item, Concentration effects in a kinetic model with wealth and knowledge exchanges, Modeling behavioral social systems, Fokker–Planck equations in the modeling of socio-economic phenomena, Kinetic models for the trading of goods, On the steady state of continuous-time stochastic opinion dynamics with power-law confidence, Reducing Complexity of Multiagent Systems with Symmetry Breaking: An Application to Opinion Dynamics with Polls
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Kinetic models of opinion formation
- Mathematical modeling of collective behavior in socio-economic and life sciences
- On a kinetic model for a simple market economy
- On steady distributions of kinetic models of conservative economies
- Wealth distribution and collective knowledge: a Boltzmann approach
- The Statistical Mechanics of Financial Markets
- Prospect Theory: An Analysis of Decision under Risk
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS