An Analysis of the Effect of Noise in a Heterogeneous Agent Financial Market Model

Journal of Economic Dynamics and Control - Netherlands
doi 10.1016/j.jedc.2010.09.006
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Financial Market Analysis of Bombay Stock Exchange Using an Agent Based Model

International Journal of Computer Applications
2010English

Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market

SSRN Electronic Journal
2012English

The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market

Computational Economics
Computer Science ApplicationsEconomicsEconometricsFinance
2017English

A Model of Heterogeneous Multicategory Choice for Market Basket Analysis

Review of Marketing Science
Marketing
2013English

Prospect Theory in the Heterogeneous Agent Model

Journal of Economic Interaction and Coordination
EconomicsInternational ManagementBusinessEconometrics
2018English

The Emergence of Knowledge Exchange: An Agent-Based Model of a Software Market

IEEE Transactions on Systems, Man, and Cybernetics Part A:Systems and Humans
ControlSystems EngineeringInformation SystemsHuman-Computer InteractionElectronic EngineeringComputer Science ApplicationsElectricalSoftware
2008English

An Agent-Based Early Warning Indicator for Financial Market Instability

Journal of Economic Interaction and Coordination
EconomicsInternational ManagementBusinessEconometrics
2019English

Financial Market Frictions in a Model of the Euro Area

Economic Modelling
EconomicsEconometrics
2012English

A Model of Market Making With Heterogeneous Speculators

Journal of Economic Interaction and Coordination
EconomicsInternational ManagementBusinessEconometrics
2020English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy