Agent-Based Computational Economics

DOI10.1007/978-1-0716-0368-0_6zbMath1458.91148OpenAlexW4241227155MaRDI QIDQ5150311

Moshe Levy

Publication date: 15 February 2021

Published in: Complex Social and Behavioral Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-0716-0368-0_6

zbMATH Keywords

microscopic simulationfinancial marketsbounded rationalityheterogeneous expectationsagent-based simulation

Mathematics Subject Classification ID

Portfolio theory (91G10) Heterogeneous agent models (91B69) Financial markets (91G15)

Cites Work

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• Advances in prospect theory: cumulative representation of uncertainty
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• A microscopic model of the stock market: cycles, booms, and crashes
• Introduction to the special issue on agent-based computational economics
• Artificial economic life: A simple model of a stockmarket
• Agent-based computational finance: Suggested readings and early research
• The Framing of Decisions and the Psychology of Choice
• MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

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