Pages that link to "Item:Q2741050"

The following pages link to EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET (Q2741050):

Displaying 18 items.

• Stock data clustering and multiscale trend detection (Q430849) (← links)
• Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
• Staggered updating in an artificial financial market (Q844760) (← links)
• Equilibrium stock return dynamics under alternative rules of learning about hidden states (Q953695) (← links)
• Herding, a-synchronous updating and heterogeneity in memory in a CBS (Q953775) (← links)
• Markets do not select for a liquidity preference as behavior towards risk (Q956503) (← links)
• A heterogeneous boundedly rational expectation model for housing market (Q1047297) (← links)
• Dynamic effects of memory in a cobweb model with competing technologies (Q1620306) (← links)
• Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
• A heterogeneous agent model of asset price dynamics with two time delays (Q1715612) (← links)
• Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
• Bifurcation structures of a cobweb model with memory and competing technologies (Q2205800) (← links)
• Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis (Q2314721) (← links)
• IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING? (Q2843380) (← links)
• A computational view of market efficiency (Q3088324) (← links)
• Who’s Smart and Who’s Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining (Q3627049) (← links)
• SYNCHRONIZING TO THE ENVIRONMENT: INFORMATION-THEORETIC CONSTRAINTS ON AGENT LEARNING (Q4425264) (← links)
• Trading profitability from learning and adaptation on the Tokyo Stock Exchange (Q5001183) (← links)