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Nonlinear dynamics and heterogeneous interacting agents.

LUX Thomas ; REITZ Stefan ; SAMANIDOU Eleni

SPRINGER

2005

326

3-540-22237-5

131.99-LUX

FINANCIAL MATHEMATICS ; ECONOMETRICS ; NONLINEAR PROGRAMMING


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

Comment :

ISSN : 0075-8442

Contents : Contents

Contributeurs : Jasmina Arifovic, Giulio Bottazi, Giovanna Devetag, Atakelty Hailu, Steven Schlizzi, Jurgen Huber, Michael Kirchler, Matthias Sutter, Neil F. Johnson, Sehyo C. Choe, Sean Gourley, timothy Jarrett, Pak Ming Hui, Hiroshi Sato, Akira Namatame, Frank Schweiter, Robert Mach, Heinz Mühlenbein, Yasuo Nonaka, Ulrich Witt, Nicolas Carayol, Pascale Roux, Giorgio Fagiolo, Luigi Marengo, Marco Valente, Davide Fiaschi, Pier Mario Pacini, Stefano Battiston, Diego Garlaschelli, Guido Caldarelli, Masanao Aoki, Hiroshi Yoshikawa, Domenico Costantini, Ubaldo Garibaldi, Paolo Viarengo, Taisei Kaizoji, Carl Chiarelli, Roberto Dieci, Laura Gardini, Xue-Zhong He, Sheri Markose, Edward Tsang, Serafin Martinez Jaramillo, Marco Raberto, Silvano Cincotti, Christina Dose, Sergio M. Focardi, Michele Marchesi, Enrico Scalas

Part 1. Learning in computational and laboratory experiments
The implementation of the Turing tournament : a report
Expectations structure in asset pricing experiments
Learning in a "basket of crabs" : an agent-based computational model of repeated conservation auctions
On the benefit of additional information in markets with heterogeneously informed agents - an experimental study

Part 2. Games and strategic interactions
Crowd effects in competitive, multi-agent populations and networks
Local minority game and emergence of efficient dynamic order
Agents with heterogeneous strategies interacting in a spatial IPD
Complexity leads to benefits : pareto-improving chaos in a heterogeneous duopoly market

Part 3. Innovation, networks and learning dynamics
On novelty and heterogeneity
'Collective innovation' in a model of network formation with preferential meeting
Population learning in random games with endogenous network formation
Growth and coalition formation
The topology of shareholding networks

Part 4. Statistical physics approaches
A new model of labor dynamics : ultrametrics, Okun's law, and transient dynamics
A finitary characterization of the Ewens sampling formula
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents

Part 5. Asset price dynamics
Asset price dynamics and diversification with heterogeneous agents
An asset pricing model with adaptive heterogeneous agents and wealth effects
The Red Queen principle and the emergence of efficient financial markets : an agent based approach
Price formation in an artificial market : limit order book versus matching of supply and demand
Fraudulent agents in an artificial financial market

Language : English

Series : LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS

Collection N° : 550

Figure(s) : Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque

Includes