Staggered updating in an artificial financial market

DOI10.1016/j.jedc.2007.11.002zbMath1181.91153OpenAlexW3122871805MaRDI QIDQ844760

Christophre Georges

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2007.11.002

zbMATH Keywords

learningexpectationsagent-based modeling

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic dynamics (91B55) Agent technology and artificial intelligence (68T42)

Related Items (6)

Adjustment costs and indeterminacy in perfect foresight models ⋮ Market stability with machine learning agents ⋮ Risk preference and stability under learning ⋮ Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates ⋮ LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET ⋮ Can a stochastic cusp catastrophe model explain stock market crashes?

Cites Work

• Unnamed Item
• Learning with bounded memory in stochastic models
• Order-splitting and long-memory in an order-driven market
• Behavioral heterogeneity in stock prices
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• The statistical mechanics of strategic interaction
• A model of learning and emulation with artificial adaptive agents
• Agent-based computational finance: Suggested readings and early research
• The impact of heterogeneous trading rules on the limit order book and order flows
• Intrinsic heterogeneity in expectation formation
• EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET
• A MODEL OF NEAR-RATIONAL EXUBERANCE
• LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET
• Macroeconomic Expectations of Households and Professional Forecasters
• Expectations Formation and Stability of Large Socioeconomic Systems
• Escaping Nash Inflation
• A simulation analysis of the microstructure of double auction markets*
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
• Over-the-Counter Markets
• A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY

This page was built for publication: Staggered updating in an artificial financial market