Heterogeneous fundamentalists and imitative processes

DOI10.1016/j.amc.2007.09.061zbMath1134.91508OpenAlexW2028994382MaRDI QIDQ924395

Ahmad K. Naimzada, Giorgio Ricchiuti

Publication date: 16 May 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://repec.dems.unimib.it/repec/pdf/mibwpaper104.pdf

zbMATH Keywords

chaosfinancial marketsmathematical economicsheterogeneous interacting agents

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Dynamical systems in optimization and economics (37N40)

Related Items (11)

Dynamic effects of increasing heterogeneity in financial markets ⋮ Local and global analysis of a speculative housing market with production lag ⋮ A financial market model with endogenous fundamental values through imitative behavior ⋮ The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos ⋮ Studying heterogeneity among fundamentalists in financial markets: a note ⋮ Investor sentiment and trading behavior ⋮ Eductive Stability, Heterogeneous Information Costs and Period-Two Cycle Multiplicity ⋮ Real and financial interacting markets: a behavioral macro-model ⋮ Heterogeneous fundamentalists and market maker inventories ⋮ Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach ⋮ Heterogeneous fundamentalists in a continuous time model with delays

Cites Work

• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
• The dynamics of speculative behaviour
• A robust rational route to randomness in a simple asset pricing model
• Commodity markets, price limiters and speculative price dynamics
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• From bi-stability to chaotic oscillations in a macroeconomic model
• THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS
• A Rational Route to Randomness
• Unnamed Item

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