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Not-So-Minimal Models
16 references·1 citing·39 second hop
Not-So-Minimal Models (2014)Not-So-Minimal ModelsThe Economy as an Evolving Complex System II (2018)The Economy as an Evolving Co…MISSing the World. Models as Isolations and Credible Surrogate Systems (2009)MISSing the World. Models as …Credible Worlds, Capacities and Mechanisms (2009)Credible Worlds, Capacities a…Agent-based models of financial markets (2007)Agent-based models of financi…Models are experiments, experiments are models (2005)Models are experiments, exper…Inefficient Markets: An Introduction to Behavioral Finance (2002)Inefficient Markets: An Intro…VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)VOLATILITY CLUSTERING IN FINA…Inefficient Markets (2000)Inefficient MarketsCredible worlds: the status of theoretical models in economics (2000)Credible worlds: the status o…Time series properties of an artificial stock market (1999)Time series properties of an …Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …Sanctioning Models: The Epistemology of Simulation (1999)Sanctioning Models: The Epist…Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (1997)Asset Pricing Under Endogenou…On The Method of Isolation in Economics (1992)On The Method of Isolation in…Agent-based Computational Finance (1989)Agent-based Computational Fin…Micromotives and Macrobehaviour. (1980)Micromotives and Macrobehavio…Confirmation by Robustness Analysis: A Bayesian Account (2022)Confirmation by Robustness An…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Herd Behavior in Financial Markets (2000)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Noise Trader Risk in Financial Markets (1990)The Use of Knowledge in Society (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Negative bubbles and shocks in cryptocurrency markets (2016)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Hunting Causes and Using Them: Approaches in Philosophy and Economics (2007)Models and fiction (2009)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Heterogeneous Agent Models in Economics and Finance (2005)Textual analysis of stock market prediction using breaking financial news (2009)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)The Econometrics of Financial Markets (2012)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A long memory property of stock market returns and a new model (1993)A Rational Route to Randomness (1997)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)The General Theory of Employment, Interest and Money. (1936)An Evolutionary Theory of Economic Change (1983)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Common risk factors in the returns on stocks and bonds (1993)The Value Premium (2005)The Equity Share in New Issues and Aggregate Stock Returns (2000)The market for borrowing stock (2002)The Market for News (2005)When Effect Becomes Cause: Policy Feedback and Political Change (1993)A Postcapitalist Politics (2006)Evolutionary games on graphs (2007)Economics of Social Capital* (2005)Evolutionary models in economics: a survey of methods and building blocks (2009)From peacebuilding to sustaining peace: Implications of complexity for resilience and sustainability (2016)
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References

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  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 2002Inefficient Markets: An Introduction to Behavioral Finance1,293 cited
  • 2000Inefficient Markets1,253 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
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  • 2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
  • 1989Agent-based Computational Finance693 cited
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  • 2007Agent-based models of financial markets316 cited
  • 2009MISSing the World. Models as Isolations and Credible Surrogate Systems276 cited
  • 2005Models are experiments, experiments are models265 cited
  • 1999Sanctioning Models: The Epistemology of Simulation237 cited
  • 1992On The Method of Isolation in Economics228 cited
  • 2009Credible Worlds, Capacities and Mechanisms

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  • 2022Confirmation by Robustness Analysis: A Bayesian Account8 cited