𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Dynamics of a market with heterogeneous learning agents

✍ Scribed by Tatsuo Yanagita; Tamotsu Onozaki

Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
340 KB
Volume
3
Category
Article
ISSN
1860-711X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Market behaviors and dynamic evolution o
Market behaviors and dynamic evolution on heterogeneous agent clusters
✍ Linrong Dong πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 295 KB

Financial markets consist of agent clusters with different sizes and orientations (buy or sell). When two heterogeneous agent clusters encounter, an exchange occurs; while two homogeneous ones meet, they may merge into a bigger one. We propose a heterogeneous agent interacting herding model, by intr

Intermittent chaos in a model of financi
Intermittent chaos in a model of financial markets with heterogeneous agents
✍ Taisei Kaizoji πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 277 KB

In this paper we study the price dynamics in a simple model of financial markets with heterogeneous-agents. We concentrate on how increase in the total number of active traders influences on fluctuations of asset prices. We find that a curious route to chaos is observed when the total number of acti