Evolutionary dynamics in markets with many trader types
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Publication:556400
DOI10.1016/J.JMATECO.2004.02.002zbMATH Open1118.91048OpenAlexW2017472965MaRDI QIDQ556400FDOQ556400
Florian Wagener, William A. Brock, Cars Hommes
Publication date: 13 June 2005
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://cendef.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics/amsterdam-school-of-economics-research-institute/cendef/working-papers-2002/jme.pdf?1417180529305
Auctions, bargaining, bidding and selling, and other market models (91B26) Economic growth models (91B62)
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Cited In (41)
- Wealth-driven competition in a speculative financial market: examples with maximizing agents
- Asset price dynamics with heterogeneous beliefs and local network interactions
- Managing unanchored, heterogeneous expectations and liquidity traps
- Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis
- Evolution of heterogeneous beliefs and asset overvaluation
- Complex price dynamics in a financial market with imitation
- Asset price dynamics when behavioural heterogeneity varies
- Popularity of reinforcement-based and belief-based learning models: an evolutionary approach
- Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps
- Empirical properties of a heterogeneous agent model in large dimensions
- Is more memory in evolutionary selection (de)stabilizing?
- Analysis of a heterogeneous trader model for asset price dynamics
- Behavioral equilibrium and evolutionary dynamics in asset markets
- Exchange rate bifurcation in a stochastic evolutionary finance model
- Hierarchical information and the rate of information diffusion
- Heterogeneous expectations in monetary DSGE models
- Dynamic analysis of the rental prices of long-rental apartments and ordinary rental housing based on the impact of long-rental apartment enterprises' competitive behaviors
- EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- Market equilibria under procedural rationality
- An analysis of the effect of noise in a heterogeneous agent financial market model
- A laboratory experiment on the heuristic switching model
- Evolutionary choice of markets
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- Genetic learning as an explanation of stylized facts of foreign exchange markets
- An evolutionary finance model with short selling and endogenous asset supply
- Bubbles and crashes: gradient dynamics in financial markets
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