Similar Search Results

Essays in behavioral and experimental finance

Lucks, Konstantin Egbert - 2016

Persistent link: https://www.econbiz.de/10012426299

An agent-based stochastic volatility model

Alfarano, Simone - 2006

Persistent link: https://www.econbiz.de/10003307294

Volatility analysis of financial agent-based market dynamics from stochastic contact system

Xiao, Di; Wang, Jun; Niu, Hongli - In: Computational economics 48 (2016) 4, pp. 607-625

Persistent link: https://www.econbiz.de/10011712544

A micro-foundation of a simple financial model with finite-time singularity bubble and its agent-based simulation

Yoshida, Naohiro - In: Economics and Business Letters : EBL 12 (2023) 4, pp. 277-283

Persistent link: https://www.econbiz.de/10014448489

A minimal noise trader model with realistic time series properties

Alfarano, Simone (contributor); Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001781210

Multi-asset market dynamics

Westerhoff, Frank H. - 2003

Persistent link: https://www.econbiz.de/10001736685

Mean field effects and interaction cycles in financial markets

Leombruni, R.; Palistrini, A.; Gallegati, Mauro - In: Heterogenous agents, interactions and economic performance, (pp. 259-275). 2003

Persistent link: https://www.econbiz.de/10001750268

Chapter 5. Heterogeneous Agent Models in Finance

Dieci, Roberto; He, Xue-Zhong - In: Handbook of computational economics : Volume 4: …, (pp. 257-328). 2018

This chapter surveys the state-of-art of heterogeneous agent models (HAMs) in finance using a jointly theoretical and empirical analysis, combined with numerical analysis from the latest development in computational finance. It provides supporting evidence on the explanatory power of HAMs to...

Persistent link: https://www.econbiz.de/10014024353

Finanzmarktsimulation mit Multiagentensystemen : Entwicklung eines methodischen Frameworks

Heun, Michael (contributor) - 2008

Die Theorie der Finanzmärkte befindet sich in einem Paradigmenwechsel. Da klassische Ansätze zur Analyse von …

Persistent link: https://www.econbiz.de/10013516823

Transaction Taxes and Traders with Heterogeneous Investment Horizons in an Agent-Based Financial Market Model

Campanella, Edoardo - 2010

This heterogeneous interacting agents model of a financial market is a generalization of the model proposed by Westerhoff (The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies) by traders who are allowed to have different investment horizons as...

Persistent link: https://www.econbiz.de/10013135077