Handbook of computational economics. Vol. 2: Agent-based computational economics
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Publication:885495
zbMATH Open1143.91300MaRDI QIDQ885495FDOQ885495
Authors:
Publication date: 13 June 2007
Published in: Handbooks in Economics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/book/9780444512536
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Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Computational methods for problems pertaining to game theory, economics, and finance (91-08) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to numerical analysis (65-00) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to game theory, economics, and finance (91-00)
Cited In (only showing first 100 items - show all)
- Automated and distributed statistical analysis of economic agent-based models
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility
- Fiscal and monetary policies in complex evolving economies
- An agent-based macroeconomic model with interacting firms, socio-economic opinion formation and optimistic/pessimistic sales expectations
- Herding, trend chasing and market volatility
- Adaptive consumption behavior
- Heterogeneous expectations in the gold market: specification and estimation
- Heterogeneous beliefs in over-the-counter markets
- Validating an agent-based model of the Zipf's law: a discrete Markov-chain approach
- Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects
- Endogenous growth and global divergence in a multi-country agent-based model
- Macroeconomies as constructively rational games
- Reinforcement learning equilibrium in limit order markets
- Identifying booms and busts in house prices under heterogeneous expectations
- Trends in agent-based computational modeling of macroeconomics
- Transition probability, dynamic regimes, and the critical point of financial crisis
- Anomalous volatility scaling in high frequency financial data
- Econophysics: past and present
- Stochastic effects in a discretized kinetic model of economic exchange
- Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model
- Introduction special issue crises and complexity
- Itchy feet vs cool heads: flow of funds in an agent-based financial market
- 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
- Validating simulation models: a general framework and four applied examples
- Evolution and market behavior with endogenous investment rules
- Economic convergence: policy implications from a heterogeneous agent model
- Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach
- Validating and calibrating agent-based models: a case study
- Evolutionary exploration of the finitely repeated prisoners' dilemma -- the effect of out-of-equilibrium play
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations
- When more flexibility yields more fragility: the microfoundations of Keynesian aggregate unemployment
- Direct comparison of agent-based models of herding in financial markets
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment
- Interaction in agent-based economics: a survey on the network approach
- Agent-based model calibration using machine learning surrogates
- Carl's nonlinear cobweb
- Cognitive ability and earnings performance: evidence from double auction market experiments
- Herding, minority game, market clearing and efficient markets in a simple spin model framework
- Prices, debt and market structure in an agent-based model of the financial market
- Strategy switching in the Japanese stock market
- Monetary policy transmission in a model with animal spirits and house price booms and busts
- Positive welfare effects of trade barriers in a dynamic partial equilibrium model
- Spoofing the limit order book: a strategic agent-based analysis
- A comparison of economic agent-based model calibration methods
- Time-varying economic dominance in financial markets: a bistable dynamics approach
- The international synchronisation of business cycles: the role of animal spirits
- Partially adaptive econometric methods for regression and classification
- From lab experiments to the field: the case of a price formation model based on laboratory findings
- Collaborative computational intelligence in economics
- Multi-agent-based VaR forecasting
- An algorithm for solving a class of multiplayer feedback-Nash differential games
- Agent-based computational transaction cost economics
- Over-the-counter versus double auction in asset markets with near-zero-intelligence traders
- Modeling asset prices
- On the potential use of adaptive control methods for improving adaptive natural resource management
- A NEO-SCHUMPETERIAN MODEL OF ENERGY MARKETS
- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation
- Forecasting financial time series with Boltzmann entropy through neural networks
- Herding behaviour and volatility clustering in financial markets
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach
- Search for profits and business fluctuations: how does banks' behaviour explain cycles?
- Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: analysis using an agent-based model
- Adversarial scheduling in discrete models of social dynamics
- Agent-based modelling in directional-change intrinsic time
- Trading profitability from learning and adaptation on the Tokyo Stock Exchange
- Timescale methods in economics: wavelet analysis of business cycle fluctuations
- Interplay between polarisation and plurality in a decision-making process with continuous opinions
- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues
- A financial CCAPM and economic inequalities
- The Gödelian foundations of self-reference, the liar and incompleteness: arms race in complex strategic innovation
- Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents
- Asymmetric guessing games
- BALANCING AGAINST THREATS IN INTERACTIONS DETERMINED BY DISTANCE AND OVERALL GAINS
- MARKET FLUCTUATIONS EXPLAINED BY DIVIDENDS AND INVESTOR NETWORKS
- Agent-based modeling in medical research, virtual baseline generator and change in patients' profile issue
- A note on biased fundamentalists
- A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market
- An agent-based model of consumer demand
- An agent-based model of corporate bond trading
- Reaction to Extreme Events in a Minimal Agent Based Model
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model
- Swarm Economics
- Abm documentation and odd protocol in economics: a bibliometric analysis
- Strategically biased learning in market interactions
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks
- Herd behavior, bubbles and social interactions in financial markets
- Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations
- Microeconomic model based on MAS framework: modeling an adaptive producer
- GridLAB-D: an agent-based simulation framework for smart grids
- Passing-on in cartel damages action: an agent-based model
- Supply based on demand dynamical model
- Parallel execution of schedules with random dependency graph
- A dynamical systems model of unorganized segregation in two neighborhoods
- The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos
- Predicting human cooperation in the prisoner's dilemma using case-based decision theory
- Complex dynamics in a monopoly with a rule of thumb
- STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET
- Optimism, pessimism and financial bubbles
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