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)
- 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
- Asset price dynamics with heterogeneous beliefs and local network interactions
- The neutrality of money revisited with a bottom-up approach: Decentralisation, limited information and bounded rationality
- An agent-based model of payment systems
- Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
- A quantitative description for efficient financial markets
- Learning to collude tacitly on production levels by oligopolistic agents
- Q-learning agents in a Cournot oligopoly model
- Evolutionary portfolio selection with liquidity shocks
- Market clearing and price formation
- Progress in artificial economics. Computational and agent-based models. Selected papers based on the presentations at the 6th annual artificial economics conference, Treviso, Italy, September 9--10 2010.
- A functional framework for agent-based models of exchange
- Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
- A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities
- BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market
- Learning about learning in games through experimental control of strategic interdependence
- Integrating real and financial markets in an agent-based economic model: An application to monetary policy design
- Studying heterogeneity among fundamentalists in financial markets: a note
- Behavioural simulations in spot electricity markets
- Heterogeneous information-based artificial stock market
- Introduction to the special issue on agent-based computational economics
- Direct exchange in linear economies
- On the fault (in)tolerance of coordination mechanisms for distributed investment decisions
- Exchanges and measures of risks
- Agent-based computational economics
- A virtual field-based conceptual framework for the simulation of complex social systems
- Examining the effectiveness of price limits in an artificial stock market
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- Equilibrium with computationally constrained agents
- Evolving market structure: An ACE model of price dispersion and loyalty
- Agent-based Modeling and Simulation of Competitive Wholesale Electricity Markets
- An analysis of the effect of noise in a heterogeneous agent financial market model
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Evaluating case-based decision theory: predicting empirical patterns of human classification learning
- An evolutionary game theory explanation of ARCH effects
- The impact of interaction and social learning on aggregate expectations
- Monotonicity and market equilibrium
- Booms, busts and behavioural heterogeneity in stock prices
- Multiagent systems for modeling the information game in a financial market
- E pluribus unum: macroeconomic modelling for multi-agent economies
- Income distribution, credit and fiscal policies in an agent-based Keynesian model
- Order book, financial markets, and self-organized criticality
- A MULTIAGENT SIMULATION OF A STYLIZED FRENCH LABOR MARKET: EMERGENCES AT THE MICRO LEVEL
- Market-based pricing in grids: on strategic manipulation and computational cost
- Handbook of social choice and welfare. Vol. 2
- Cross-section instability in financial markets: impatience, extrapolation, and switching
- Seven kinds of computable and constructive infelicities in economics
- Dynamic testing of wholesale power market designs: an open-source agent-based framework
- Two dimensional aggregation procedure: An alternative to the matrix algebraic algorithm
- EURACE: A massively parallel agent-based model of the European economy
- INNOVATION AND SELF-ORGANIZATION IN A MULTI-AGENT MODEL
- Boom-bust dynamics in a stock market participation model with heterogeneous traders
- Heterogeneous fundamentalists and market maker inventories
- Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles
- Static and dynamic factors in an information-based multi-asset artificial stock market
- Simple agent-based dynamical system models for efficient financial markets: theory and examples
- Learning agents in an artificial power exchange: Tacit collusion, market power and efficiency of two double-auction mechanisms
- An agent-based computational study of wealth distribution in function of resource growth interval using NetLogo
- Dynamic instability in generic model of multi-assets markets
- Creating agent-based energy transition management models that can uncover profitable pathways to climate change mitigation
- Editorial: Analysis and applications of complex social networks
- 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
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