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Asset price dynamics among heterogeneous interacting agents

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Publication:1417067
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DOI10.1023/A:1026137931041zbMath1067.91024MaRDI QIDQ1417067

Antonio Palestrini, Mauro Gallegati, Roberto Leombruni, Carl Chiarella

Publication date: 18 December 2003

Published in: Computational Economics (Search for Journal in Brave)


zbMATH Keywords

genetic algorithmsasset price dynamicsrational herding


Mathematics Subject Classification ID

Economic growth models (91B62)


Related Items (7)

THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS ⋮ Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment ⋮ Analysis of a heterogeneous trader model for asset price dynamics ⋮ Herd behavior, bubbles and social interactions in financial markets ⋮ Decentralized allocation of human capital and nonlinear growth ⋮ Financial crises and interacting heterogeneous agents ⋮ A simple asset pricing model with social interactions and heterogeneous beliefs







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