Staggered updating in an artificial financial market
From MaRDI portal
Publication:844760
DOI10.1016/J.JEDC.2007.11.002zbMATH Open1181.91153OpenAlexW3122871805MaRDI QIDQ844760FDOQ844760
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
Agent technology and artificial intelligence (68T42) Microeconomic theory (price theory and economic markets) (91B24) Economic dynamics (91B55)
Cites Work
- Title not available (Why is that?)
- Over-the-Counter Markets
- The statistical mechanics of strategic interaction
- Intrinsic heterogeneity in expectation formation
- Macroeconomic Expectations of Households and Professional Forecasters
- Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Behavioral heterogeneity in stock prices
- Agent-based computational finance: Suggested readings and early research
- The impact of heterogeneous trading rules on the limit order book and order flows
- Evolution and time horizons in an agent-based stock market
- Learning with bounded memory in stochastic models
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
- Expectations Formation and Stability of Large Socioeconomic Systems
- Escaping Nash Inflation
- A simulation analysis of the microstructure of double auction markets*
- Order-splitting and long-memory in an order-driven market
- A model of learning and emulation with artificial adaptive agents
- A MODEL OF NEAR-RATIONAL EXUBERANCE
- LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET
Cited In (6)
- Adjustment costs and indeterminacy in perfect foresight models
- Market stability with machine learning agents
- 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?
- LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET
- Risk preference and stability under learning
This page was built for publication: Staggered updating in an artificial financial market
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q844760)