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ArticleAsset Price Dynamics among Heterogeneous Interacting Agents

Carl Chiarella2003

Article2003

Asset Price Dynamics among Heterogeneous Interacting Agents

Carl Chiarella · Mauro Gallegati · Roberto Leombruni · Antonio Palestrini

50 citations·0/0 files stored·Computational Economics

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1997A Rational Route to Randomness 1999Scaling and criticality in a stochastic multi-agent model of a financial market 1994Inductive Reasoning and Bounded Rationality 1993Bounded Rationality in Macroeconomics 1995Bounded Rationality in Macroeconomics 2000Interactions-Based Models 2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 2001Asset price and wealth dynamics under heterogeneous expectations

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2004Evolutionary agent-based economics

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2004Genetic learning as an explanation of stylized facts of foreign exchange marketsarticle · 6 shared references 2018Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.other · 6 shared references 2006Chapter 23 Heterogeneous Agent Models in Economics and Financechapter · 5 shared references 2004Evolutionary dynamics in markets with many trader typesarticle · 5 shared references 2012A complex systems approach to constructing better models for managing financial markets and the economyarticle · 5 shared references 2007Bifurcation routes to volatility clustering under evolutionary learningarticle · 5 shared references

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Year2003

Typearticle

Published2003-10-01

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations50

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1023/a:1026137931041

openalex_workW1576010063

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