Artificial Markets Modeling

Part I. Macroeconomic Issues

1. Beyond the Static Money Multiplier: In Search of a Dynamic Theory of Money
Michele Berardi

2. Macroeconomic Effects of the Interest Rate Level: Growth and Fluctuations in an Economy with Bank Capital Adequacy Standards
Gianfranco Giulioni

3. Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages
Marco Raberto, Andrea Teglio, Silvano Cincotti

Part II. Market Mechanisms and Agents Behavior

4. Testing Double Auction as a Component Within a Generic Market Model Architecture
Julien Derveeuw, Bruno Beaufils, Philippe Mathieu, Olivier Brandouy

5. A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis
Olivier Brandouy, Philippe Mathieu

6. Which Market Protocols Facilitate Fair Trading?
Marco LiCalzi, Paolo Pellizzari

Part III. Market Dynamics and Efficiency

7. An Artificial Economics View of the Walrasian and Marshallian Stability
Marta Posada, Cesáreo Hernández, Adolfo López-Paredes

8. The Performance of Option—Trading Software Agents: Initial Results
Omar Baqueiro, Wiebe Hoek, Peter McBurney

9. Studies on the Impact of the Option Market on the Underlying Stock Market
Sabrina Ecca, Mario Locci, Michele Marchesi

10. On Rational Noise Trading and Market Impact
Florian Hauser

Part IV. Analysis of Economic and Social Networks

11. A Note on Symmetry in Job Contact Networks
Andrea Mario Lavezzi, Nicola Meccheri

12. Innovation and Knowledge Spillovers in a Networked Industry
Jose I. Santos, Ricardo Olmo, Javier Pajares

13. Heterogeneous Agents with Local Social Influence Networks: Path Dependence and Plurality of Equilibria in the ACE Noiseless Case
Denis Phan

14. Economy-Driven Shaping of Social Networks and Emerging Class Behaviors
Philippe Caillou, Frederic Dubut, Michele Sebag

15. Group Effect, Productivity and Segregation Optimality
Raúl Conejeros, Miguel Vargas

16. The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process
Simone Giansante, Alan Kirman, Sheri Markose, Paolo Pin

Part V. Methodological Issues and Applications

17. Market Selection of Competent Venture Capitalists
David Mas

18. A Binary Particle Swarm Optimization Algorithm for a Double Auction Market
Calogero Vetro, Domenico Tegolo

19. Better-Reply Strategies with Bounded Recall
Andriy Zapechelnyuk

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Nyckelord: BUSINESS & ECONOMICS / Management Science BUS042000