Intermittent chaos in a model of financial markets with heterogeneous agents

DOI10.1016/S0960-0779(03)00386-2zbMath1068.91033arXivnlin/0312065MaRDI QIDQ1878046

Taisei Kaizoji

Publication date: 19 August 2004

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/nlin/0312065

Mathematics Subject Classification ID

Related Items (5)

Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets ⋮ Anomalous waiting times in high-frequency financial data ⋮ Complexity of discrete investment competition model based on heterogeneous participants ⋮ Volatility return intervals analysis of the Japanese market ⋮ The chaos dynamic of multiproduct Cournot duopoly game with managerial delegation

Cites Work

• The dynamics of speculative behaviour
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
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