LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET
From MaRDI portal
Publication:3653389
DOI10.1017/S1365100509080262zbMath1179.91184OpenAlexW3123713908MaRDI QIDQ3653389
Christophre Georges, John C. Wallace
Publication date: 22 December 2009
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1365100509080262
Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80) Heterogeneous agent models (91B69)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Evolutionary dynamics in markets with many trader types
- Genetic learning as an explanation of stylized facts of foreign exchange markets
- Staggered updating in an artificial financial market
- Learning with bounded memory in stochastic models
- Behavioral heterogeneity in stock prices
- Tackling real-coded genetic algorithms: operators and tools for behavioural analysis
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Using genetic algorithms to model the evolution of heterogeneous beliefs
- Genetic algorithm learning and the cobweb model
- A model of learning and emulation with artificial adaptive agents
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
- An illustration of the essential difference between individual and social learning, and its consequences for computational analyses.
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Auctions with artificial adaptive agents
- Time series properties of an artificial stock market
- Intrinsic heterogeneity in expectation formation
- INDIVIDUAL LEARNING ABOUT CONSUMPTION
- Expectations Formation and Stability of Large Socioeconomic Systems
- Escaping Nash Inflation
- Over-the-Counter Markets
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
- LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION
This page was built for publication: LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET