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Home > Artificial Economics: Agent-Based Methods in Finance, Game Theory and Their Applications > Complex Dynamics, Financial Fragility and Stylized Facts
Artificial Economics: Agent-Based Methods in Finance, Game Theory and Their Applications |
Philippe Mathieu; Bruno Beaufils; Olivier Brandouy
Springer Berlin Heidelberg
Artificial Economics: Agent-Based Methods in Finance, Game Theory and Their Applications
Complex Dynamics, Financial Fragility and Stylized Facts
Authors

Domenico Delli Gatti; Edoardo Gaffeo; Mauro Gallegati; Gianfranco Giulioni; Alan Kirman; Antonio Palestrini et al.

ARI Id

1664852815487_3785384

Access

Not Available Free

Pages

127-135

DOI

10.1007/3-540-28547-4_11

Chapter URL

https://rd.springer.com/chapter/10.1007/3-540-28547-4_11

Table of Contents of Book
Showing 1 to 20 of 21 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
I-XIII
Time Series Properties from an Artificial Stock Market with a Walrasian Auctioneer
Thomas Stümpert; Detlef Seese; Malte Sunderkötter
3-14
Market Dynamics and Agents Behaviors: a Computational Approach
Julien Derveeuw
15-26
Traders Imprint Themselves by Adaptively Updating their Own Avatar
Gilles Daniel; Lev Muchnik; Sorin Solomon
27-38
Learning in Continuous Double Auction Market
Marta Posada; Cesáreo Hernández; Adolfo López-Paredes
41-51
Firms Adaptation in Dynamic Economic Systems
Lilia Rejeb; Zahia Guessoum
53-64
Firm Size Dynamics in a Cournot Computational Model
Francesco Saraceno; Jason Barr
65-77
Emergence of a Self-Organized Dynamic Fishery Sector: Application to Simulation of the Small-Scale Fresh Fish Supply Chain in Senegal.
Jean Le Fur
79-89
Multi-Agent Model of Trust in a Human Game
Catholijn M. Jonker; Sebastiaan Meijer; Dmytro Tykhonov; Tim Verwaart
91-102
A Counterexample for the Bullwhip Effect in a Supply Chain
Toshiji Kawagoe; Shihomi Wada
103-111
Collective Efficiency in Two-Sided Matching
Tomoko Fuku; Akira Namatame; Taisei Kaizouji
115-126
Complex Dynamics, Financial Fragility and Stylized Facts
Domenico Delli Gatti; Edoardo Gaffeo; Mauro Gallegati; Gianfranco Giulioni; Alan Kirman; Antonio Palestrini et al.
127-135
Noisy Trading in the Large Market Limit
Mikhail Anufriev; Giulio Bottazzi
137-145
Emergence in Multi-Agent Systems: Cognitive Hierarchy, Detection, and Complexity Reduction part I: Methodological Issues
Jean-Louis Dessalles; Denis Phan
147-159
The Implications of Case-Based Reasoning in Strategic Contexts
Luis R. Izquierdo; Nicholas M. Gotts
163-174
A Model of Myerson-Nash Equilibria in Networks
Paolo Pin
175-188
Stock Price Dynamics in Artificial Multi-Agent Stock Markets
A.O.I. Hoffmann; S.A. Delre; J.H. von Eije; W. Jager
191-201
Market Failure Caused by Quality Uncertainty
Segismundo S. Izquierdo; Luis R. Izquierdo; José M. Galán; Cesáreo Hernández
203-213
Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders
Andrea Consiglio; Valerio Lacagnina; Annalisa Russino
215-226
How Do the Differences Among Order Distributions Affect the Rate of Investment Returns and the Contract Rate
Shingo Yamamoto; Shihomi Wada; Toshiji Kawagoe
227-237
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 21 entries
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