Pages that link to "Item:Q1978584"
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The following pages link to Agent-based computational finance: Suggested readings and early research (Q1978584):
Displaying 50 items.
- Nonlinear expectations in speculative markets -- evidence from the ECB Survey of Professional Forecasters (Q310925) (← links)
- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (Q426665) (← links)
- Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective (Q428012) (← links)
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
- Simple agent-based dynamical system models for efficient financial markets: theory and examples (Q516053) (← links)
- Evolutionary dynamics in markets with many trader types (Q556400) (← links)
- Institutional architectures and behavioral ecologies in the dynamics of financial markets (Q556412) (← links)
- Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
- Behavioral heterogeneity in the option market (Q609834) (← links)
- Network evolution based on minority game with herding behavior (Q614624) (← links)
- Information-based multi-assets artificial stock market with heterogeneous agents (Q619750) (← links)
- The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
- Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (Q622243) (← links)
- An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
- Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641) (← links)
- Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
- Informational differences and learning in an asset market with boundedly rational agents (Q844656) (← links)
- Staggered updating in an artificial financial market (Q844760) (← links)
- The impact of short-selling constraints on financial market stability in a heterogeneous agents model (Q900382) (← links)
- Integrating real and financial markets in an agent-based economic model: An application to monetary policy design (Q943968) (← links)
- A global optimization heuristic for estimating agent based models (Q951870) (← links)
- Herding, a-synchronous updating and heterogeneity in memory in a CBS (Q953775) (← links)
- A robust rational route to randomness in a simple asset pricing model (Q953788) (← links)
- A dynamic analysis of moving average rules (Q959647) (← links)
- Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) (← links)
- Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders (Q959650) (← links)
- Linear learning in changing environments (Q959694) (← links)
- Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market (Q959746) (← links)
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
- Financial crises and interacting heterogeneous agents (Q976527) (← links)
- On the specification of noise in two agent-based asset pricing models (Q976529) (← links)
- Self-organized criticality in a dynamic game (Q991395) (← links)
- A simple asset pricing model with social interactions and heterogeneous beliefs (Q1017039) (← links)
- Price bubbles sans dividend anchors: evidence from laboratory stock markets (Q1017070) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- An evolutionary game theory explanation of ARCH effects (Q1027364) (← links)
- The emergence of Zipf's law in a system of cities: an agent-based simulation approach (Q1027376) (← links)
- The rise and fall of catastrophe theory applications in economics: was the baby thrown out with the bathwater? (Q1027417) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- More hedging instruments may destabilize markets (Q1032688) (← links)
- Can a stochastic cusp catastrophe model explain stock market crashes? (Q1042382) (← links)
- Fuzzy inductive reasoning, expectation formation and the behavior of security prices (Q1583447) (← links)
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market (Q1583448) (← links)
- Investments in random environments (Q1672930) (← links)
- Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Can genetic algorithms explain experimental anomalies? (Q1780879) (← links)
- Trading strategies, feedback control and market dynamics (Q1873964) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Time series properties of an artificial stock market (Q1960557) (← links)
