Nonlinear Dynamics and Heterogeneous Interacting Agents
Editor
- Thomas Lux(University of Kiel)Eleni Samanidou(University of Kiel)Stefan Reitz(University of Giessen)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), 2005. "Nonlinear Dynamics and Heterogeneous Interacting Agents," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-27296-0, July.
Handle: RePEc:spr:lnecms:978-3-540-27296-0
DOI: 10.1007/b138885
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2010.
"Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-26.
- Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2009. "Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models," Economics Discussion Papers 2009-51, Kiel Institute for the World Economy (IfW Kiel).
- Westerhoff, Frank & Franke, Reiner, 2012. "Agent-based models for economic policy design: Two illustrative examples," BERG Working Paper Series 88, Bamberg University, Bamberg Economic Research Group.
- B. Tóth & E. Scalas & J. Huber & M. Kirchler, 2007.
"The value of information in a multi-agent market model,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 55(1), pages 115-120, January.
- Toth, Bence & Scalas, Enrico & Huber, Juergen & Kirchler, Michael, 2006. "The value of information in a multi-agent market model," MPRA Paper 341, University Library of Munich, Germany.
- Bence Toth & Enrico Scalas & Juergen Huber & Michael Kirchler, 2006. "The value of information in a multi-agent market model," Papers physics/0610026, arXiv.org, revised Feb 2007.
- Slanina, Frantisek, 2013. "Essentials of Econophysics Modelling," OUP Catalogue, Oxford University Press, number 9780199299683.
- Pfajfar, D. & Zakelj, B., 2012.
"Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of CentER DP 2011-053),"
Other publications TiSEM
38fac5ce-fe8f-4b61-a679-f, Tilburg University, School of Economics and Management.
- Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of CentER DP 2011-053)," Discussion Paper 2012-072, Tilburg University, Center for Economic Research.
- Frank H. Westerhoff, 2009. "Exchange Rate Dynamics: A Nonlinear Survey," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 11, Edward Elgar Publishing.
- Raymond Hawkins, 2015. "Okun’s law and anelastic relaxation in economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 151-161, April.
- Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of EBC DP 2011-014)," Other publications TiSEM 2b92a09f-918e-4614-978d-0, Tilburg University, School of Economics and Management.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Natalya Gennadievna Dzhurka, 2021. "Research on Spatial Economic Interactions: A Cooperative Game Theory Approach," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 144-162.
- Aoki, Masanao & Hawkins, Raymond, 2009.
"Macroeconomic Relaxation: Adjustment Processes of Hierarchical Economic Structures,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-21.
- Hawkins, Raymond & Aoki, Masanao, 2008. "Macroeconomic Relaxation: Adjustment Processes of Hierarchical Economic Structures," Economics Discussion Papers 2008-35, Kiel Institute for the World Economy (IfW Kiel).
- Christophe Bravard & Sudipta Sarangi & PHILIPP MÖHLMEIER & AGNIESZKA RUSINOWSKA & EMILY TANIMURA, 2016.
"A Degree-Distance-Based Connections Model with Negative and Positive Externalities,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 18(2), pages 168-192, April.
- Philipp Möhlmeier & Agnieszka Rusinowska & Emily Tanimura, 2013. "A degree-distance-based connections model with negative and positive externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00825266, HAL.
- Philipp Moehlmeier & Agnieszka Rusinowska & Emily Tanimura, 2016. "A degree-distance-based connections model with negative and positive externalities," Post-Print hal-01387467, HAL.
- Philipp Moehlmeier & Agnieszka Rusinowska & Emily Tanimura, 2016. "A degree-distance-based connections model with negative and positive externalities," PSE-Ecole d'économie de Paris (Postprint) hal-01387467, HAL.
- Moehlmeier, Philipp & Rusinowska, Agnieszka & Tanimura, Emily, 2014. "A degree-distance-based connections model with negative and positive externalities," Center for Mathematical Economics Working Papers 479, Center for Mathematical Economics, Bielefeld University.
- Philipp Moehlmeier & Agnieszka Rusinowska & Emily Tanimura, 2016. "A degree-distance-based connections model with negative and positive externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01387467, HAL.
- Philipp Möhlmeier & Agnieszka Rusinowska & Emily Tanimura, 2013. "A degree-distance-based connections model with negative and positive externalities," Documents de travail du Centre d'Economie de la Sorbonne 13040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Philipp Möhlmeier & Agnieszka Rusinowska & Emily Tanimura, 2013. "A degree-distance-based connections model with negative and positive externalities," Post-Print halshs-00825266, HAL.
- F. Slanina, 2008. "Critical comparison of several order-book models for stock-market fluctuations," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 61(2), pages 225-240, January.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
- Bence Toth & Enrico Scalas, 2007. "The value of information in financial markets: An agent-based simulation," Papers 0712.2687, arXiv.org.
- Scalas, Enrico & Gallegati, Mauro & Guerci, Eric & Mas, David & Tedeschi, Alessandra, 2006.
"Growth and allocation of resources in economics: The agent-based approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 86-90.
- Enrico Scalas & Mauro Gallegati & Eric Guerci & David Mas & Alessandra Tedeschi, 2006. "Growth and Allocation of Resources in Economics: The Agent-Based Approach," Papers physics/0608221, arXiv.org.
- Eric Guerci & Enrico Scalas & Mauro Gallegati & David Mas & Alessandra Tedeschi, 2006. "Growth and allocation of resources in economics: The agent-based approach," Post-Print halshs-00871047, HAL.
- Frank Schweitzer & Luca Verginer & Giacomo Vaccario, 2020.
"Should The Government Reward Cooperation? Insights From An Agent-Based Model Of Wealth Redistribution,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 23(07), pages 1-19, November.
- Frank Schweitzer & Luca Verginer & Giacomo Vaccario, 2021. "Should the government reward cooperation? Insights from an agent-based model of wealth redistribution," Papers 2101.05580, arXiv.org.
- Hawkins, Raymond J. & Aoki, Masanao & Roy Frieden, B., 2010. "Asymmetric information and macroeconomic dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3565-3571.
- Kunyu Song & Kenan An & Guang Yang & Jiping Huang, 2012. "Risk-Return Relationship in a Complex Adaptive System," PLOS ONE, Public Library of Science, vol. 7(3), pages 1-8, March.
- Pfajfar, Damjan & Žakelj, Blaž, 2016. "Uncertainty in forecasting inflation and monetary policy design: Evidence from the laboratory," International Journal of Forecasting, Elsevier, vol. 32(3), pages 849-864.
- Baosheng Yuan & Kan Chen, 2006. "Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(2), pages 189-214, November.
- Dirk Helbing & Wenjian Yu, 2008. "Migration As A Mechanism To Promote Cooperation," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 641-652.
- Serena Brianzoni & Cristiana Mammana & Elisabetta Michetti, 2010. "Updating Wealth in an Asset Pricing Model with Heterogeneous Agents," Discrete Dynamics in Nature and Society, Hindawi, vol. 2010, pages 1-27, November.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Cristiano Perugini & Marcello Signorelli, 2007. "Labour Market Performance Differentials and Dynamics in EU-15 Countries and Regions," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 4(2), pages 209-262, September.
Book Chapters
The following chapters of this book are listed in IDEAS- Jasmina Arifovic, 2005. "The Implementation of the Turing Tournament: A Report," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 3-9, Springer.
- Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 11-26, Springer.
- Atakelty Hailu & Steven Schilizzi, 2005. "Learning in a “Basket of Crabs”: An Agent-Based Computational Model of Repeated Conservation Auctions," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 27-39, Springer.
- Jürgen Huber & Michael Kirchler & Matthias Sutter, 2005. "On the Benefit of Additional Information in Markets with Heterogeneously Informed Agents — an Experimental Study," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 41-52, Springer.
- Neil F. Johnson & Sehyo C. Choe & Sean Gourley & Timothy Jarrett & Pak Ming Hui, 2005. "Crowd Effects in Competitive, Multi-Agent Populations and Networks," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 55-70, Springer.
- Hiroshi Sato & Akira Namatame, 2005. "Local Minority Game and Emergence of Efficient Dynamic Order," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 71-85, Springer.
- Frank Schweitzer & Robert Mach & Heinz Mühlenbein, 2005. "Agents with Heterogeneous Strategies Interacting in a Spatial IPD," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 87-102, Springer.
- Yasuo Nonaka, 2005. "Complexity Leads to Benefits: Pareto-Improving Chaos in a Heterogeneous Duopoly Market," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 103-119, Springer.
- Ulrich Witt, 2005. "On Novelty and Heterogeneity," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 123-138, Springer.
- Nicolas Carayol & Pascale Roux, 2005. "'Collective Innovation’ in a Model of Network Formation with Preferential Meeting," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 139-153, Springer.
- Giorgio Fagiolo & Luigi Marengo & Marco Valente, 2005. "Population Learning in Random Games with Endogenous Network Formation," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 155-170, Springer.
- Davide Fiaschi & Pier Mario Pacini, 2005. "Growth and Coalition Formation," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 171-188, Springer.
- Stefano Battiston & Diego Garlaschelli & Guido Caldarelli, 2005. "The Topology of Shareholding Networks," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 189-199, Springer.
- Masanao Aoki & Hiroshi Yoshikawa, 2005. "A New Model of Labor Dynamics: Ultrametrics, Okun's Law, and Transient Dynamics," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 203-219, Springer.
- Domenico Costantini & Ubaldo Garibaldi & Paolo Viarengo, 2005. "A Finitary Characterization of the Ewens Sampling Formula," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 221-236, Springer.
- Taisei Kaizoji, 2005. "Statistical Properties of Absolute Log-Returns and a Stochastic Model of Stock Markets with Heterogeneous Agents," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 237-248, Springer.
- Carl Chiarella & Roberto Died & Laura Gardini, 2005. "Asset Price Dynamics and Diversification with Heterogeneous Agents," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 251-267, Springer.
- Carl Chiarella & Xue-Zhong He, 2005. "An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 269-285, Springer.
- Sheri Markose & Edward Tsang & Serafin Martinez Jaramillo, 2005. "The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approach," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 287-303, Springer.
- Marco Raberto & Silvano Cincotti & Christian Dose & Sergio M. Focardi & Michele Marchesi, 2005. "Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 305-315, Springer.
- Enrico Scalas & Silvano Cincotti & Christian Dose & Marco Raberto, 2005. "Fraudulent Agents in an Artificial Financial Market," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 317-326, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:lnecms:978-3-540-27296-0. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.