Financial crises and interacting heterogeneous agents
From MaRDI portal
Publication:976527
DOI10.1016/j.jedc.2010.01.013zbMath1230.91150OpenAlexW3123154436MaRDI QIDQ976527
Huanhuan Zheng, Weihong Huang, Wai-Mun Chia
Publication date: 11 June 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.01.013
Related Items (21)
Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map ⋮ Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices ⋮ On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations ⋮ Empirical properties of a heterogeneous agent model in large dimensions ⋮ Behavioral heterogeneity and financial crisis: the role of sentiment ⋮ FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION ⋮ A financial market model with two discontinuities: Bifurcation structures in the chaotic domain ⋮ The heterogeneous expectations hypothesis: Some evidence from the lab ⋮ On the price dynamics of a two-dimensional financial market model with entry levels ⋮ Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map ⋮ BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market ⋮ A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities ⋮ Speculative behavior and chaotic asset price dynamics: on the emergence of a bandcount accretion bifurcation structure ⋮ Symmetry breaking in a bull and bear financial market model ⋮ Coordinated bubbles and crashes ⋮ The bull and bear market model of Huang and Day: some extensions and new results ⋮ Speculative behavior and the dynamics of interacting stock markets ⋮ One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets ⋮ Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach ⋮ Bifurcations and Chaos for 2D Discontinuous Dynamical Model of Financial Markets ⋮ In-fill asymptotic theory for structural break point in autoregressions
Cites Work
- Unnamed Item
- Stock market crashes as social phase transitions
- Market mood, adaptive beliefs and asset price dynamics
- Commodity markets, price limiters and speculative price dynamics
- A simple asset pricing model with social interactions and heterogeneous beliefs
- Behavioral heterogeneity in stock prices
- Power-law behaviour, heterogeneity, and trend chasing
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Asset price dynamics among heterogeneous interacting agents
- Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools.
- An investigation of crash avoidance in a complex system
- Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
- Agent-based computational finance: Suggested readings and early research
- Network structure andn-dependence in agent-based herding models
- THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS
- Heterogeneity, convergence, and autocorrelations
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
- Financial markets as nonlinear adaptive evolutionary systems
This page was built for publication: Financial crises and interacting heterogeneous agents
