Lux, Thomas

Nonlinear Dynamics and Heterogeneous Interacting Agents

Lux, Thomas - Nonlinear Dynamics and Heterogeneous Interacting Agents, ebook


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ISBN: 9783540272960
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Table of contents

Part I. Learning in Computational and Laboratory Experiments

1. The Implementation of the Turing Tournament: A Report
Jasmina Arifovic

2. Expectations Structure in Asset Pricing Experiments
Giulio Bottazzi, Giovanna Devetag

3. Learning in a “Basket of Crabs”: An Agent-Based Computational Model of Repeated Conservation Auctions
Atakelty Hailu, Steven Schilizzi

4. On the Benefit of Additional Information in Markets with Heterogeneously Informed Agents — an Experimental Study
Jürgen Huber, Michael Kirchler, Matthias Sutter

Part II. Games and Strategic Interactions

5. Crowd Effects in Competitive, Multi-Agent Populations and Networks
Neil F. Johnson, Sehyo C. Choe, Sean Gourley, Timothy Jarrett, Pak Ming Hui

6. Local Minority Game and Emergence of Efficient Dynamic Order
Hiroshi Sato, Akira Namatame

7. Agents with Heterogeneous Strategies Interacting in a Spatial IPD
Prank Schweitzer, Robert Mach, Heinz Mühlenbein

8. Complexity Leads to Benefits: Pareto-Improving Chaos in a Heterogeneous Duopoly Market
Yasuo Nonaka

Part III. Innovation, Networks and Learning Dynamics

9. On Novelty and Heterogeneity
Ulrich Witt

10. 'Collective Innovation’ in a Model of Network Formation with Preferential Meeting
Nicolas Carayol, Pascale Roux

11. Population Learning in Random Games with Endogenous Network Formation
Giorgio Fagiolo, Luigi Marengo, Marco Valente

12. Growth and Coalition Formation
Davide Fiaschi, Pier Mario Pacini

13. The Topology of Shareholding Networks
Stefano Battiston, Diego Garlaschelli, Guido Caldarelli

Part IV. Statistical Physics Approaches

14. A New Model of Labor Dynamics: Ultrametrics, Okun's Law, and Transient Dynamics
Masanao Aoki, Hiroshi Yoshikawa

15. A Finitary Characterization of the Ewens Sampling Formula
Domenico Costantini, Ubaldo Garibaldi, Paolo Viarengo

16. Statistical Properties of Absolute Log-Returns and a Stochastic Model of Stock Markets with Heterogeneous Agents
Taisei Kaizoji

Part V. Asset Price Dynamics

17. Asset Price Dynamics and Diversification with Heterogeneous Agents
Carl Chiarella, Roberto Died, Laura Gardini

18. An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects
Carl Chiarella, Xue-Zhong He

19. The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approach
Sheri Markose, Edward Tsang, Serafin Martinez Jaramillo

20. Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand
Marco Raberto, Silvano Cincotti, Christian Dose, Sergio M. Focardi, Michele Marchesi

21. Fraudulent Agents in an Artificial Financial Market
Enrico Scalas, Silvano Cincotti, Christian Dose, Marco Raberto


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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

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