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(A)symmetric equilibria and adaptive learning dynamics in small-committee voting
Chernomaz, Kirill; Goertz, Johanna - In: Journal of economic dynamics & control 147 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014249724
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Estimation of ergodic agent-based models by simulated minimum distance
Grazzini, Jakob; Richiardi, Matteo - In: Journal of economic dynamics & control 51 (2015), pp. 148-165
Persistent link: https://www.econbiz.de/10011474377
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Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects
Hommes, Cars H.; Vroegop, Joris - In: Journal of economic dynamics & control 100 (2019), pp. 314-333
Persistent link: https://www.econbiz.de/10012130975
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Mechanism by which active funds make market efficient investigated with agent-based model
Mizuta, Takanobu; Horie, Sadayuki - In: Evolutionary and institutional economics review 16 (2019) 1, pp. 43-63
Persistent link: https://www.econbiz.de/10012034578
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Investigation of the rule for investment diversification at the time of a market crash using an artificial market simulation
Yagi, Isao; Nozaki, Atsushi; Mizuta, Takanobu - In: Evolutionary and institutional economics review 14 (2017) 2, pp. 451-465
Persistent link: https://www.econbiz.de/10011770388
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Impact of value-at-risk models on market stability
Llacay, Bàrbara; Peffer, Gilbert - In: Journal of economic dynamics & control 82 (2017), pp. 223-256
Persistent link: https://www.econbiz.de/10011915567
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Estimation of financial agent-based models with simulated maximum likelihood
Kukacka, Jiri; Barunik, Jozef - In: Journal of economic dynamics & control 85 (2017), pp. 21-45
Persistent link: https://www.econbiz.de/10011919154
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Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas - In: Journal of economic dynamics & control 91 (2018), pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
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Effects of dark pools on financial markets' efficiency and price discovery function : an investigation by multi-agent simulations
Mizuta, Takanobu; Kosugi, Shintaro; Kusumoto, Takuya; … - In: Evolutionary and institutional economics review 12 (2015) 2, pp. 375-394
Persistent link: https://www.econbiz.de/10011445688
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A study on the effectiveness of short-selling regulation using artificial markets
Yagi, Isao; Mizuta, Takanobu; Izumi, Kiyoshi - In: Evolutionary and institutional economics review 7 (2010) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10008695397