Financial markets as nonlinear adaptive evolutionary systems
From MaRDI portal
Publication:4646472
Recommendations
Cited in
(53)- An introduction to statistical finance
- An asset pricing model with accuracy-driven evolution of heterogeneous expectations
- scientific article; zbMATH DE number 1843103 (Why is no real title available?)
- scientific article; zbMATH DE number 1552539 (Why is no real title available?)
- Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis
- Microscopic models for long ranged volatility correlations
- A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests
- Coordination on bubbles in large-group asset pricing experiments
- A calibration procedure for analyzing stock price dynamics in an agent-based framework
- Between complexity of modelling and modelling of complexity: an essay on econophysics
- Can competition between forecasters stabilize asset prices in learning to forecast experiments?
- Volatility clustering in agent based market models
- Exploring the financial risk of a temperature index: a fractional integrated approach
- Evolution and anti-evolution in a minimal stock market model
- A robust rational route to randomness in a simple asset pricing model
- Heterogeneous agents in multi-markets: a coupled map lattices approach
- Evolutionary Computation and Artificial Financial Markets
- Examining the effectiveness of price limits in an artificial stock market
- Effects of fundamentals acquisition and strategy switch on stock price dynamics
- An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient
- Evolutionary dynamics in markets with many trader types
- Institutional architectures and behavioral ecologies in the dynamics of financial markets
- A behavioral asset pricing model with a time-varying second moment
- Market mood, adaptive beliefs and asset price dynamics
- Heterogeneity of agents, transactions costs and the exchange rate
- Cognitive ability and earnings performance: evidence from double auction market experiments
- Commodity markets, price limiters and speculative price dynamics
- An evolutionary game theory explanation of ARCH effects
- Black swans and white eagles: On mathematics and finance
- The limit distribution of evolving strategies in financial markets
- Dynamic interaction models of economic equilibrium
- Herding, a-synchronous updating and heterogeneity in memory in a CBS
- Representativeness of news and exchange rate dynamics
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
- A simple asset pricing model with social interactions and heterogeneous beliefs
- Power-law behaviour, heterogeneity, and trend chasing
- Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach
- Order book, financial markets, and self-organized criticality
- A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market
- Detecting intraday financial market states using temporal clustering
- Market-maker, inventory control and foreign exchange dynamics
- Does the ``uptick rule stabilize the stock market? Insights from adaptive rational equilibrium dynamics
- Cross-section instability in financial markets: impatience, extrapolation, and switching
- Robust mathematical formulation and probabilistic description of agent-based computational economic market models
- Evolution and time horizons in an agent-based stock market
- EMU and the stability and volatility of foreign exchange: some empirical evidence
- The impact of heterogeneous trading rules on the limit order book and order flows
- Herd behavior, bubbles and social interactions in financial markets
- Towards evolutionary game models of financial markets
- Adaptive beliefs and the volatility of asset prices.
- Speculative markets and the effectiveness of price limits
- Financial crises and interacting heterogeneous agents
- Commerce, complexity, and evolution. Topics in economics, finance, marketing, and management: Proceedings of the twelfth international symposium in economic theory and econometrics, Sydney, Australia 1996
This page was built for publication: Financial markets as nonlinear adaptive evolutionary systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4646472)
