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Network structure and N-dependence in agent-based herding models

Citations

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Cited by:

  1. Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V., 2013. "Asset price dynamics with heterogeneous beliefs and local network interactions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2623-2642.
  2. Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2015. "Markets, herding and response to external information," Papers 1506.03708, arXiv.org, revised Jun 2015.
  3. Jørgen Vitting Andersen & Ioannis Vrontos & Petros Dellaportas & Serge Galam, 2014. "Communication impacting financial markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01215750, HAL.
  4. Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2016. "The noisy voter model on complex networks," Papers 1602.06935, arXiv.org, revised Apr 2016.
  5. Kopp, Thomas & Salecker, Jan, 2020. "How traders influence their neighbours: Modelling social evolutionary processes and peer effects in agricultural trade networks," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
  6. Zakaria Babutsidze, 2012. "Comments on the paper. "Of Ants and Voters: Maximum entropy prediction of agent-based models with recruitment" by S. Barde," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 33-36.
  7. Xiong, Hang & Payne, Diane & Kinsella, Stephen, 2016. "Peer effects in the diffusion of innovations: Theory and simulation," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 63(C), pages 1-13.
  8. Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2009. "Persistence of a network core in the time evolution of interlocking directorates," Economics Working Papers 2009-10, Christian-Albrechts-University of Kiel, Department of Economics.
  9. Lux, Thomas & Alfarano, Simone, 2016. "Financial power laws: Empirical evidence, models, and mechanisms," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 3-18.
  10. Kononovicius, Aleksejus & Ruseckas, Julius, 2019. "Order book model with herd behavior exhibiting long-range memory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 171-191.
  11. Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
  12. Thomas Kopp & Jan Salecker, 2018. "Modelling Social Evolutionary Processes and Peer Effects in Agricultural Trade Networks: the Rubber Value Chain in Indonesia," Papers 1811.11476, arXiv.org.
  13. Simon Cramer & Torsten Trimborn, 2019. "Stylized Facts and Agent-Based Modeling," Papers 1912.02684, arXiv.org.
  14. Huang, Chuangxia & Cai, Yaqian & Yang, Xiaoguang & Deng, Yanchen & Yang, Xin, 2023. "Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?," Economic Modelling, Elsevier, vol. 127(C).
  15. Albrecht Irle & Jonas Kauschke & Thomas Lux & Mishael Milaković, 2011. "Switching Rates And The Asymptotic Behavior Of Herding Models," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 359-376.
  16. Vygintas Gontis & Aleksejus Kononovicius, 2017. "Spurious memory in non-equilibrium stochastic models of imitative behavior," Papers 1707.09801, arXiv.org.
  17. Alfarano Simone & Milakovic Mishael, 2012. "Identification of Interaction Effects in Survey Expectations: A Cautionary Note," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-23, October.
  18. Sylvain Barde, 2012. "Of ants and voters: maximum entropy prediction and agent based models with recruitment," Post-Print hal-01071853, HAL.
  19. Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2013. "Signal amplification in an agent-based herding model," Papers 1302.6477, arXiv.org, revised Sep 2015.
  20. Zakaria Babutsidze & Robin Cowan, 2014. "Showing or telling? Local interaction and organization of behavior," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 9(2), pages 151-181, October.
  21. Sengupta, Abhijit & Greetham, Danica Vukadinovic, 2010. "Dynamics of brand competition: Effects of unobserved social networks," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2391-2406, December.
  22. Emna Mnif & Anis Jarboui & M. Kabir Hassan & Khaireddine Mouakhar, 2020. "Big data tools for Islamic financial analysis," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(1), pages 10-21, January.
  23. Gerasymchuk, S. & Pavlov, O.V., 2010. "Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs," CeNDEF Working Papers 10-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  24. Gunter M. Schutz & Fernando Pigeard de Almeida Prado & Rosemary J. Harris & Vladimir Belitsky, 2007. "Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents," Papers 0801.0003, arXiv.org, revised Jun 2009.
  25. Peralta, Antonio F. & Khalil, Nagi & Toral, Raúl, 2020. "Ordering dynamics in the voter model with aging," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 552(C).
  26. Aleksejus Kononovicius & Vygintas Gontis, 2019. "Approximation of the first passage time distribution for the birth-death processes," Papers 1902.00924, arXiv.org.
  27. Kai Jäger, 2013. "Sources of Franco-German corporate support for the euro: The effects of business network centrality and political connections," European Union Politics, , vol. 14(1), pages 115-139, March.
  28. Kai Jäger, 2017. "Studies on Issues in Political Economy since the Global Financial Crisis," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 71.
  29. Kononovicius, A. & Gontis, V., 2014. "Control of the socio-economic systems using herding interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 80-84.
  30. Matthias Raddant & Mishael Milaković & Laura Birg, 2017. "Persistence in corporate networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 249-276, July.
  31. H. Lamba, 2009. "A queueing theory description of fat-tailed price returns in imperfect financial markets," Papers 0908.0949, arXiv.org, revised Aug 2010.
  32. Mishael Milaković & Simone Alfarano & Thomas Lux, 2010. "The small core of the German corporate board network," Computational and Mathematical Organization Theory, Springer, vol. 16(2), pages 201-215, June.
  33. David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
  34. Schütz, Gunter M. & de Almeida Prado, Fernando Pigeard & Harris, Rosemary J. & Belitsky, Vladimir, 2009. "Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 4126-4144.
  35. S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
  36. Huang, Weihong & Zheng, Huanhuan & Chia, Wai-Mun, 2010. "Financial crises and interacting heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1105-1122, June.
  37. Aleksejus Kononovicius, 2017. "Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections," Complexity, Hindawi, vol. 2017, pages 1-15, November.
  38. repec:hal:spmain:info:hdl:2441/f4rshpf3v1umfa09l8sao0qa3 is not listed on IDEAS
  39. Vygintas Gontis & Aleksejus Kononovicius, 2019. "Bessel-like birth-death process," Papers 1904.13064, arXiv.org, revised Oct 2019.
  40. Adrián Carro & Raúl Toral & Maxi San Miguel, 2015. "Markets, Herding and Response to External Information," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-28, July.
  41. Alfarano, Simone & Milaković, Mishael & Raddant, Matthias, 2009. "Network hierarchy in Kirman's ant model: fund investment can create systemic risk," Economics Working Papers 2009-09, Christian-Albrechts-University of Kiel, Department of Economics.
  42. Nicolas, Maxime L.D., 2022. "Estimating a model of herding behavior on social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  43. Chang Sheng-Kai, 2014. "Herd behavior, bubbles and social interactions in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 89-101, February.
  44. Asjad Naqvi & Franziska Gaupp & Stefan Hochrainer-Stigler, 2020. "The risk and consequences of multiple breadbasket failures: an integrated copula and multilayer agent-based modeling approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 42(3), pages 727-754, September.
  45. Chen, Shu-heng & Chang, Chia-ling, 2012. "Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-32.
  46. Kononovicius, Aleksejus, 2021. "Supportive interactions in the noisy voter model," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
  47. Aleksejus Kononovicius & Vygintas Gontis, 2014. "Herding interactions as an opportunity to prevent extreme events in financial markets," Papers 1409.8024, arXiv.org, revised May 2015.
  48. Gontis, V. & Kononovicius, A., 2020. "Bessel-like birth–death process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  49. Wang, Chengjin & Gao, Yudong & Li, Honggang, 2021. "Information interaction, behavioral synchronization and asset market volatility," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
  50. Aleksejus Kononovicius & Julius Ruseckas, 2018. "Order book model with herd behavior exhibiting long-range memory," Papers 1809.02772, arXiv.org, revised Apr 2019.
  51. Aleksejus Kononovicius & Vygintas Gontis, 2013. "Control of the socio-economic systems using herding interactions," Papers 1309.6105, arXiv.org, revised Feb 2014.
  52. Rytis Kazakevicius & Aleksejus Kononovicius & Bronislovas Kaulakys & Vygintas Gontis, 2021. "Understanding the nature of the long-range memory phenomenon in socioeconomic systems," Papers 2108.02506, arXiv.org, revised Aug 2021.
  53. Bowden, Mark P., 2012. "Information contagion within small worlds and changes in kurtosis and volatility in financial prices," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 553-566.
  54. repec:spo:wpmain:info:hdl:2441/f4rshpf3v1umfa09l8sao0qa3 is not listed on IDEAS
  55. Kopp, T. & Salecker, J., 2018. "Identifying Influential Traders by Agent Based Modelling," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277130, International Association of Agricultural Economists.
  56. Domenico Delli Gatti & Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2012. "Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 117-146.
  57. Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
  58. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
  59. Jia-Ping Huang & Yang Zhang & Juanxi Wang, 2023. "Dynamic effects of social influence on asset prices," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 671-699, July.
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