A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market
From MaRDI portal
Publication:2675489
DOI10.1016/j.chaos.2021.111543zbMath1498.91426OpenAlexW4200319000MaRDI QIDQ2675489
Publication date: 24 September 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2021.111543
Related Items (1)
Cites Work
- Unnamed Item
- Financial power laws: empirical evidence, models, and mechanisms
- The dynamics of speculative behaviour
- A general approach to Lagrange multiplier model diagnostics
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- Commodity markets, price limiters and speculative price dynamics
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
- Estimation of agent-based models: The case of an asymmetric herding model
- Power-law behaviour, heterogeneity, and trend chasing
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- A microscopic model of the stock market: cycles, booms, and crashes
- Booms, busts and behavioural heterogeneity in stock prices
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach
- Asset allocation with time series momentum and reversal
- Quantitative universality for a class of nonlinear transformations
- Recent Developments in Asset Pricing with Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets
- Heterogeneity, convergence, and autocorrelations
- Stable Orbits and Bifurcation of Maps of the Interval
- A Rational Route to Randomness
- Financial markets as nonlinear adaptive evolutionary systems
- Asset price and wealth dynamics under heterogeneous expectations
- Stock volatility predictability in bull and bear markets
This page was built for publication: A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market
