A Rational Route to Randomness
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Publication:4359765
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(only showing first 100 items - show all)- Intrinsic heterogeneity in expectation formation
- Dynamic interaction models of economic equilibrium
- Booms, busts and behavioural heterogeneity in stock prices
- Imitators and optimizers in a changing environment
- An evolutionary approach to learning in a changing environment.
- ECONOPHYSICS AND ECONOMIC COMPLEXITY
- Credit market dynamics: a cobweb model
- Estimating the intensity of choice in a dynamic mutual fund allocation decision
- 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
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Financial power laws: empirical evidence, models, and mechanisms
- A PRICE ADJUSTMENT PROCESS IN A MODEL OF MONOPOLISTIC COMPETITION
- Model uncertainty and policy evaluation: some theory and empirics
- E\&F Chaos: A user friendly software package for nonlinear economic dynamics
- Heterogeneous beliefs and trading inefficiencies
- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
- Expectation-stock dynamics in multi-agent fisheries
- Commodity markets, price limiters and speculative price dynamics
- The strategic exploitation of limited information and opportunity in networked markets
- Stability, chaos and multiple attractors: a single agent makes a difference
- Cattle cycles, heterogeneous expectations and the age distribution of capital
- Herding, a-synchronous updating and heterogeneity in memory in a CBS
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
- A New Keynesian model with heterogeneous expectations
- Asset prices, traders' behavior and market design
- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
- Optimal monetary policy in a New Keynesian model with heterogeneous expectations
- A dynamic analysis of moving average rules
- Sticky information and model uncertainty in survey data on inflation expectations
- Equilibria in systems of social interactions
- Animal spirits and monetary policy
- Business cycle amplification with heterogeneous expectations
- Monetary policy and heterogeneous expectations
- A simple asset pricing model with social interactions and heterogeneous beliefs
- Behavioral heterogeneity in stock prices
- Estimation of agent-based models: The case of an asymmetric herding model
- Informational differences and learning in an asset market with boundedly rational agents
- Power-law behaviour, heterogeneity, and trend chasing
- Multiple equilibria and limit cycles in evolutionary games with logit dynamics
- A class of evolutionary models for participation games with negative feedback
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- Evolutionary dynamics in markets with many trader types
- Dynamic predictor selection in a New Keynesian model with heterogeneous expectations
- Endogenous fluctuations under evolutionary pressure in Cournot competition
- Heterogeneity, nonlinearity and endogenous market volatility
- Time-varying consumer disagreement and future inflation
- Adjustable and fixed interest rates mortgage markets modelling
- Stability analysis of a cobweb model with market interactions
- Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
- Animal spirits in the foreign exchange market
- Individual expectations, limited rationality and aggregate outcomes
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- Evolutionary competition in a mixed market with socially concerned firms
- On learning equilibria
- Price competition in a nonlinear differentiated duopoly
- On non-ergodic asset prices
- Bifurcation analysis of a dynamic duopoly model with heterogeneous costs and behavioural rules
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
- Could myopic pricing be a strategic choice in marketing channels? A game theoretic analysis
- Are the representative agent's beliefs based on efficient econometric models?
- Econometric analysis of microscopic simulation models
- Heterogeneity in stock prices: a STAR model with multivariate transition function
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics
- Expectational diversity in monetary economies
- Stability and chaos in demand-based pricing under social interactions
- Heterogeneous beliefs and the non-linear cobweb model
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
- Analysis of global bifurcations in a market share attraction model
- Chaotic dynamics in a two-dimensional overlapping generations model.
- Behavioral heterogeneity in the option market
- Complex dynamics in a nonlinear cobweb model for real estate market
- Expectational stability of sunspot equilibria in non-convex economies
- Learning with bounded memory in stochastic models
- Stability properties for learning with heterogeneous expectations and multiple equilibria
- Dynamical regimes due to technological change in a microeconomical model of production
- Evolution of forecast disagreement in a Bayesian learning model
- An analysis of the effect of noise in a heterogeneous agent financial market model
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Formation of rationally heterogeneous expectations
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
- On the transition from local regular to global irregular fluctuations
- How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
- Complex economic dynamics: Chaotic saddle, crisis and intermittency
- Stochastic adaptation in finite games played by heterogeneous populations
- A robust rational route to randomness in a simple asset pricing model
- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS
- STABILITY AND CYCLES IN A COBWEB MODEL WITH HETEROGENEOUS EXPECTATIONS
- The limit distribution of evolving strategies in financial markets
- Experimentation, imitation, and stochastic stability
- Order book, financial markets, and self-organized criticality
- Heterogeneity of agents, transactions costs and the exchange rate
- An evolutionary CAPM under heterogeneous beliefs
- Explaining fashion cycles: imitators chasing innovators in product space
- Learning, convergence and economic constraints
- Network structure andn-dependence in agent-based herding models
- Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends
- Asset price and wealth dynamics in a financial market with heterogeneous agents
- Reducing Randomness via Irrational Numbers
- Is more memory in evolutionary selection (de)stabilizing?
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