Staggered updating in an artificial financial market

DOI10.1016/J.JEDC.2007.11.002MaRDI QIDQ844760zbMATH OpenOpenAlexFDO

Authors Christophre Georges

Publication date 19 January 2010

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2007.11.002

zbMATH Keywords

learningagent-based modelingexpectations

Mathematics Subject Classification ID

Agent technology and artificial intelligence (68T42) Microeconomic theory (price theory and economic markets) (91B24) Economic dynamics (91B55)

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Cites work

• scientific article; zbMATH DE number 1281936 (Why is no real title available?)
• A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
• A model of learning and emulation with artificial adaptive agents
• A model of near-rational exuberance
• A simulation analysis of the microstructure of double auction markets
• Agent-based computational finance: Suggested readings and early research
• Behavioral heterogeneity in stock prices
• Escaping Nash Inflation
• Evolution and time horizons in an agent-based stock market
• Expectations Formation and Stability of Large Socioeconomic Systems
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Intrinsic heterogeneity in expectation formation
• Learning dynamics and nonlinear misspecification in an artificial financial market
• Learning with bounded memory in stochastic models
• Macroeconomic Expectations of Households and Professional Forecasters
• Order-splitting and long-memory in an order-driven market
• Over-the-Counter Markets
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
• The impact of heterogeneous trading rules on the limit order book and order flows
• The statistical mechanics of strategic interaction

Cited in

(6)

• Adjustment costs and indeterminacy in perfect foresight models
• Market stability with machine learning agents
• Learning dynamics and nonlinear misspecification in an artificial financial market
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
• Can a stochastic cusp catastrophe model explain stock market crashes?
• Risk preference and stability under learning

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