Pages that link to "Item:Q885495"

The following pages link to Handbook of computational economics. Vol. 2: Agent-based computational economics (Q885495):

Displaying 50 items.

• Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
• Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
• Carl's nonlinear cobweb (Q1657353) (← links)
• Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics (Q1657373) (← links)
• Cognitive ability and earnings performance: evidence from double auction market experiments (Q1657386) (← links)
• Boom-bust dynamics in a stock market participation model with heterogeneous traders (Q1657388) (← links)
• Macroeconomies as constructively rational games (Q1657437) (← links)
• A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
• Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
• Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment (Q1673332) (← links)
• Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects (Q1734560) (← links)
• Endogenous growth and global divergence in a multi-country agent-based model (Q1734577) (← links)
• Interaction in agent-based economics: a survey on the network approach (Q1782628) (← links)
• Exchanges and measures of risks (Q1938970) (← links)
• Partially adaptive econometric methods for regression and classification (Q1959110) (← links)
• Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
• Evolution and market behavior with endogenous investment rules (Q1991938) (← links)
• Positive welfare effects of trade barriers in a dynamic partial equilibrium model (Q1991952) (← links)
• Herding, trend chasing and market volatility (Q1991959) (← links)
• Strategy switching in the Japanese stock market (Q1994138) (← links)
• Asset price dynamics with heterogeneous beliefs and local network interactions (Q1994187) (← links)
• Monetary policy transmission in a model with animal spirits and house price booms and busts (Q1994207) (← links)
• Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders (Q1994238) (← links)
• Adaptive consumption behavior (Q1994369) (← links)
• Heterogeneous expectations in the gold market: specification and estimation (Q1994393) (← links)
• Validating an agent-based model of the Zipf's law: a discrete Markov-chain approach (Q1994415) (← links)
• Heterogeneous beliefs in over-the-counter markets (Q1994417) (← links)
• Optimism, pessimism and financial bubbles (Q1994428) (← links)
• Economic convergence: policy implications from a heterogeneous agent model (Q1994573) (← links)
• Identifying booms and busts in house prices under heterogeneous expectations (Q2002656) (← links)
• Equilibrium with computationally constrained agents (Q2019353) (← links)
• Spoofing the limit order book: a strategic agent-based analysis (Q2052548) (← links)
• Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
• Automated and distributed statistical analysis of economic agent-based models (Q2097979) (← links)
• Over-the-counter versus double auction in asset markets with near-zero-intelligence traders (Q2098003) (← links)
• Reinforcement learning equilibrium in limit order markets (Q2102852) (← links)
• Forecasting financial time series with Boltzmann entropy through neural networks (Q2109012) (← links)
• Search for profits and business fluctuations: how does banks' behaviour explain cycles? (Q2115960) (← links)
• Static and dynamic factors in an information-based multi-asset artificial stock market (Q2148216) (← links)
• From lab experiments to the field: the case of a price formation model based on laboratory findings (Q2168164) (← links)
• Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents (Q2169667) (← links)
• Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
• A comparison of economic agent-based model calibration methods (Q2181534) (← links)
• Herding, minority game, market clearing and efficient markets in a simple spin model framework (Q2204799) (← links)
• Supply based on demand dynamical model (Q2205785) (← links)
• A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities (Q2228559) (← links)
• Multi-agent-based VaR forecasting (Q2246798) (← links)
• Handbook of social choice and welfare. Vol. 2 (Q2260890) (← links)
• Dynamic instability in generic model of multi-assets markets (Q2270570) (← links)
• Behavioural simulations in spot electricity markets (Q2275637) (← links)