A heterogeneous agent model of asset price dynamics with two time delays

DOI10.1007/S10203-018-0223-2zbMath1419.91306OpenAlexW2901234891WikidataQ128881155 ScholiaQ128881155MaRDI QIDQ1715612

Luca Guerrini, Ferenc Szidarovszky, Akito Matsumoto

Publication date: 29 January 2019

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-018-0223-2

zbMATH Keywords

bifurcationdynamic modelasset priceheterogeneous agent modeltwo time delays

Mathematics Subject Classification ID

Bifurcation theory for ordinary differential equations (34C23) Heterogeneous agent models (91B69) Actuarial science and mathematical finance (91G99)

Related Items (2)

Some reflections on past and future of nonlinear dynamics in economics and finance ⋮ A heterogeneous agent model of asset price dynamics with two time delays

Cites Work

• Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
• The dynamics of speculative behaviour
• A dynamic analysis of moving average rules
• Asset price and wealth dynamics in a financial market with heterogeneous agents
• Global Hopf bifurcation analysis for a time-delayed model of asset prices
• Cautious trend-seeking and complex asset price dynamics
• A heterogeneous agent model of asset price dynamics with two time delays
• Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis
• On stability crossing curves for general systems with two delays
• EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET
• A Rational Route to Randomness

This page was built for publication: A heterogeneous agent model of asset price dynamics with two time delays