Staggered updating in an artificial financial market
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Publication:844760
DOI10.1016/J.JEDC.2007.11.002zbMATH Open1181.91153OpenAlexW3122871805MaRDI QIDQ844760FDOQ844760
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
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Agent technology and artificial intelligence (68T42) Microeconomic theory (price theory and economic markets) (91B24) Economic dynamics (91B55)
Cites Work
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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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