zbMath1143.91300MaRDI QIDQ885495
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Publication date: 13 June 2007
Published in: Handbooks in Economics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/book/9780444512536
Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Computational methods for problems pertaining to game theory, economics, and finance (91-08)
General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to numerical analysis (65-00)
General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to game theory, economics, and finance (91-00)
Transition probability, dynamic regimes, and the critical point of financial crisis ⋮
A quantitative description for efficient financial markets ⋮
Anomalous volatility scaling in high frequency financial data ⋮
Stochastic effects in a discretized kinetic model of economic exchange ⋮
Econophysics: past and present ⋮
Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model ⋮
Introduction special issue crises and complexity ⋮
Fiscal and monetary policies in complex evolving economies ⋮
The neutrality of money revisited with a bottom-up approach: Decentralisation, limited information and bounded rationality ⋮
On the fault (in)tolerance of coordination mechanisms for distributed investment decisions ⋮
Learning to collude tacitly on production levels by oligopolistic agents ⋮
Structural stochastic volatility in asset pricing dynamics: estimation and model contest ⋮
Market clearing and price formation ⋮
Evolutionary portfolio selection with liquidity shocks ⋮
Q-learning agents in a Cournot oligopoly model ⋮
Complex dynamics in a monopoly with a rule of thumb ⋮
Static and dynamic factors in an information-based multi-asset artificial stock market ⋮
Traders' networks of interactions and structural properties of financial markets: an agent-based approach ⋮
Monotonicity and market equilibrium ⋮
On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations ⋮
Booms, busts and behavioural heterogeneity in stock prices ⋮
When more flexibility yields more fragility: the microfoundations of Keynesian aggregate unemployment ⋮
A note on biased fundamentalists ⋮
Direct comparison of agent-based models of herding in financial markets ⋮
Itchy feet vs cool heads: flow of funds in an agent-based financial market ⋮
Agent-based model calibration using machine learning surrogates ⋮
Carl's nonlinear cobweb ⋮
Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics ⋮
Cognitive ability and earnings performance: evidence from double auction market experiments ⋮
Boom-bust dynamics in a stock market participation model with heterogeneous traders ⋮
Macroeconomies as constructively rational games ⋮
A calibration procedure for analyzing stock price dynamics in an agent-based framework ⋮
From lab experiments to the field: the case of a price formation model based on laboratory findings ⋮
Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents ⋮
A virtual field-based conceptual framework for the simulation of complex social systems ⋮
Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles ⋮
Examining the effectiveness of price limits in an artificial stock market ⋮
Between complexity of modelling and modelling of complexity: an essay on econophysics ⋮
Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment ⋮
Co-existence of trend and value in financial markets: estimating an extended Chiarella model ⋮
A comparison of economic agent-based model calibration methods ⋮
The heterogeneous expectations hypothesis: Some evidence from the lab ⋮
An analysis of the effect of noise in a heterogeneous agent financial market model ⋮
Exchanges and measures of risks ⋮
Income distribution, credit and fiscal policies in an agent-based Keynesian model ⋮
E pluribus unum: macroeconomic modelling for multi-agent economies ⋮
A functional framework for agent-based models of exchange ⋮
Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective ⋮
Learning about learning in games through experimental control of strategic interdependence ⋮
Herding, minority game, market clearing and efficient markets in a simple spin model framework ⋮
Supply based on demand dynamical model ⋮
Partially adaptive econometric methods for regression and classification ⋮
The impact of interaction and social learning on aggregate expectations ⋮
Two dimensional aggregation procedure: An alternative to the matrix algebraic algorithm ⋮
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities ⋮
Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects ⋮
Endogenous growth and global divergence in a multi-country agent-based model ⋮
Learning agents in an artificial power exchange: Tacit collusion, market power and efficiency of two double-auction mechanisms ⋮
Integrating real and financial markets in an agent-based economic model: An application to monetary policy design ⋮
An agent-based computational study of wealth distribution in function of resource growth interval using NetLogo ⋮
Heterogeneous fundamentalists and market maker inventories ⋮
Order book, financial markets, and self-organized criticality ⋮
Creating agent-based energy transition management models that can uncover profitable pathways to climate change mitigation ⋮
Editorial: Analysis and applications of complex social networks ⋮
Simple agent-based dynamical system models for efficient financial markets: theory and examples ⋮
Prices, debt and market structure in an agent-based model of the financial market ⋮
Evolution and market behavior with endogenous investment rules ⋮
Positive welfare effects of trade barriers in a dynamic partial equilibrium model ⋮
Herding, trend chasing and market volatility ⋮
Multi-agent-based VaR forecasting ⋮
Strategy switching in the Japanese stock market ⋮
Asset price dynamics with heterogeneous beliefs and local network interactions ⋮
Monetary policy transmission in a model with animal spirits and house price booms and busts ⋮
Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders ⋮
Adaptive consumption behavior ⋮
Heterogeneous expectations in the gold market: specification and estimation ⋮
Validating an agent-based model of the Zipf's law: a discrete Markov-chain approach ⋮
Heterogeneous beliefs in over-the-counter markets ⋮
Optimism, pessimism and financial bubbles ⋮
Economic convergence: policy implications from a heterogeneous agent model ⋮
Identifying booms and busts in house prices under heterogeneous expectations ⋮
An agent-based model of payment systems ⋮
Dynamic instability in generic model of multi-assets markets ⋮
Equilibrium with computationally constrained agents ⋮
Behavioural simulations in spot electricity markets ⋮
Interaction in agent-based economics: a survey on the network approach ⋮
An algorithm for solving a class of multiplayer feedback-Nash differential games ⋮
Spoofing the limit order book: a strategic agent-based analysis ⋮
Cross-section instability in financial markets: impatience, extrapolation, and switching ⋮
An evolutionary game theory explanation of ARCH effects ⋮
Parallel execution of schedules with random dependency graph ⋮
Market-based pricing in grids: on strategic manipulation and computational cost ⋮
GridLAB-D: an agent-based simulation framework for smart grids ⋮
Automated and distributed statistical analysis of economic agent-based models ⋮
Over-the-counter versus double auction in asset markets with near-zero-intelligence traders ⋮
Reinforcement learning equilibrium in limit order markets ⋮
Forecasting financial time series with Boltzmann entropy through neural networks ⋮
Evolutionary exploration of the finitely repeated prisoners' dilemma -- the effect of out-of-equilibrium play ⋮
Predicting human cooperation in the prisoner's dilemma using case-based decision theory ⋮
Search for profits and business fluctuations: how does banks' behaviour explain cycles?
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