A Rational Route to Randomness
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Publication:4359765
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- Bifurcation, chaos and multi-stability regions in an asset pricing model with three subsystems
- Global bifurcations, credit rationing and recurrent hyperinflations
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- Experimentation, imitation, and stochastic stability
- Imitation dynamics in oligopoly games with heterogeneous players
- Rational expectations and differentiated information costs for heterogeneous fundamentalists in an evolutive Muthian cobweb model
- Come together: the role of cognitively biased imitators in a small scale agent-based financial market
- Heterogeneous expectations and speculative behavior in insurance-linked securities
- Linear learning in changing environments
- Operational research and artificial intelligence methods in banking
- Econometric analysis of microscopic simulation models
- Monetary policy rules in a non-rational world: a macroeconomic experiment
- Herding, trend chasing and market volatility
- Exchange rate expectations of chartists and fundamentalists
- Heterogeneous expectations in the gold market: specification and estimation
- A consistent route to randomness
- A continuum of path-dependent equilibrium solutions induced by sticky expectations.
- A financial market model with endogenous fundamental values through imitative behavior
- Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model
- Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects
- Managing unanchored, heterogeneous expectations and liquidity traps
- When panic makes you blind: a chaotic route to systemic risk
- Are transaction taxes a cause of financial instability?
- Production delays, supply distortions and endogenous price dynamics
- Dynamics of a durable commodity market involving trade at disequilibrium
- A cobweb model with gradient adjustment mechanism: nonlinear dynamics and multistability
- Bayesian estimation of agent-based models
- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS
- Evolutionary competition between adjustment processes in Cournot oligopoly: instability and complex dynamics
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets
- Estimation of agent-based models using sequential Monte Carlo methods
- LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION
- Convergence of locally and globally interacting Markov chains.
- Technology choice in an evolutionary oligopoly game
- Effects of size, composition, and evolutionary pressure in heterogeneous Cournot oligopolies with best response decisional mechanisms
- Explaining fashion cycles: imitators chasing innovators in product space
- Microscopic models for long ranged volatility correlations
- Identifying booms and busts in house prices under heterogeneous expectations
- Income inequality, consumption, credit and credit risk in a data-driven agent-based model
- Q-learning agents in a Cournot oligopoly model
- A cobweb model with local externalities
- Inter-pattern speculation: beyond minority, majority and \$-games
- Misperception-driven chaos: theory and policy implications
- The long-run benefits of chaos to oligopolistic firms
- The influence of seller learning and time constraints on sequential bargaining in an artificial perishable goods market
- Evolution of heterogeneous beliefs and asset overvaluation
- Are professional forecasters Bayesian?
- Learning cycles in Bertrand competition with differentiated commodities and competing learning rules
- The bull and bear market model of Huang and Day: some extensions and new results
- LEARNING FROM THE EXPECTATIONS OF OTHERS
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach
- Model uncertainty and policy evaluation: some theory and empirics
- Heterogeneous beliefs and trading inefficiencies
- Adaptive expectations and cobweb phenomena: does heterogeneity matter?
- The financial instability hypothesis: a stochastic microfoundation framework
- A \((Q,R)\) model for fuzzified deterioration under cobweb phenomenon and permissible delay in payment
- Refinement of dynamic equilibrium using small random perturbations
- Coordination on bubbles in large-group asset pricing experiments
- LEARNING IN COBWEB EXPERIMENTS
- Business-cycle models and the dangers of linearizing
- Testing for bubbles and change-points
- Dynamic effects of memory in a cobweb model with competing technologies
- Restricted perception equilibria and rational expectation equilibrium
- On rationally confident beliefs and rational overconfidence
- Decentralized allocation of human capital and nonlinear growth
- Itchy feet vs cool heads: flow of funds in an agent-based financial market
- A calibration procedure for analyzing stock price dynamics in an agent-based framework
- A PRICE ADJUSTMENT PROCESS IN A MODEL OF MONOPOLISTIC COMPETITION
- A discrete and symmetric price adjustment process on the simplex
- Can competition between forecasters stabilize asset prices in learning to forecast experiments?
- Adaptive learning and distributional dynamics in an incomplete markets model
- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
- Agents' beliefs and economic regimes polarization in interacting markets
- Speculative asset price dynamics and wealth taxes
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
- On the concept of endogenous volatility
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
- A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
- Bounded rationality, asymmetric information and mispricing in financial markets
- On the transition from local regular to global irregular fluctuations
- Equilibria in systems of social interactions
- Network structure andn-dependence in agent-based herding models
- Hopf bifurcation in a cobweb model with discrete time delays
- Complex economic dynamics: Chaotic saddle, crisis and intermittency
- Adaptive expectations coordination in an economy with heterogeneous agents
- On the performance of efficient portfolios
- Performance of monetary policy with internal central bank forecasting
- Popularity of reinforcement-based and belief-based learning models: an evolutionary approach
- The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
- The impacts of investor network and herd behavior on market stability: social learning, network structure, and heterogeneity
- LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL
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