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5 edition of Nonlinear dynamics and heterogenous interacting agents found in the catalog.

Nonlinear dynamics and heterogenous interacting agents

by Workshop on Economics with Heterogeneous Interacting Agents (8th 2003 Kiel, Germany)

  • 152 Want to read
  • 10 Currently reading

Published by Springer in Berlin .
Written in English

    Subjects:
  • Economics, Mathematical -- Congresses.,
  • Economics -- Mathematical models -- Congresses.,
  • Nonlinear theories -- Congresses.

  • Edition Notes

    StatementThomas Lux, Stefan Reitz, Eleni Samanidou (eds.).
    GenreCongresses.
    SeriesLecture notes in economics and mathematical systems -- 550
    ContributionsLux, Thomas, 1962-, Reitz, Stefan., Samanidou, Eleni.
    The Physical Object
    Paginationxiii, 326 p. :
    Number of Pages326
    ID Numbers
    Open LibraryOL22621082M
    ISBN 103540222375

    Accordingly, “Economics with Heterogeneous Interacting Agents” will be of particular interest to graduate and postgraduate students, as well as to academic institutions and lecturers interested in including an overview of the AB approach to economic modeling in their courses. in: Nonlinear Dynamics and Heterogenous Interacting Agen ts Eds. T. Lux, S. Reitz, and E. Samanidou Lecture Notes in Economics and Mathematical Systems vol. , Springer , pp.

    Gerasymchuk, S., V. Panchenko, and O. Pavlov. “Asset Price Dynamics with Local Interactions Under Heterogeneous Beliefs.” CeNDEF Working paper , University of Amsterdam. Google Scholar. Hommes, C. “Financial Markets as Nonlinear Adaptive Evolutionary Systems.” Quantitative Finance 1: – Crossref Google Scholar.   Nonlinear Dynamics provides a forum for the rapid publication of original research in the field. The journal’s scope encompasses all nonlinear dynamic phenomena associated with mechanical, structural, civil, aeronautical, ocean, electrical, and control systems.

      Recognising that the economy is a complex system with boundedly rational interacting agents, the book presents a theory of behavioral rationality and heterogeneous expectations in complex economic systems and confronts the nonlinear dynamic models with empirical stylized facts and laboratory : Cars Hommes.   Journals & Books; Help Download PDF based on the interaction of boundedly rational heterogeneous agents, has become well developed in recent decades. L., Dieci, R., Westerhoff, F., The emergence of bull and bear dynamics in a nonlinear model of interacting markets. Discrete Dynamics in Nature and Society, vol. , Article ID.


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Nonlinear dynamics and heterogenous interacting agents by Workshop on Economics with Heterogeneous Interacting Agents (8th 2003 Kiel, Germany) Download PDF EPUB FB2

Nonlinear Dynamics and Heterogeneous Interacting Agents. Editors (view affiliations) Thomas Lux 48 Citations; 16k Downloads; Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume ) Log in to check access.

Buy eBook. USD Economic application of nonlinear dynamics, microscopic agent-based. From the reviews: "On May 29 th – 31 st,the annual Workshop on Economics with Heterogeneous Interacting Agents, was held in Kiel, book under review collects selected papers presented at this workshop.

Within five chapters a wide range of various research activities are covered. Buy Nonlinear Dynamics and Heterogeneous Interacting Agents (Lecture Notes in Economics and Mathematical Systems) on FREE SHIPPING on qualified orders Nonlinear Dynamics and Heterogeneous Interacting Agents (Lecture Notes in Economics and Mathematical Systems): Reitz, Stefan, Samanidou, Eleni, Lux, Thomas: Cited by: ISBN: OCLC Number: Notes: "This volume contains a selection of contributions presented at the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May".

Nonlinear dynamics and heterogeneous interacting agents. Selected papers from the workshop on economics with heterogeneous interacting agents (WEHIA 03), Kiel, Germany, May 29–31, Economic application of nonlinear dynamics, microscopic agent-based modelling, and the use of artificial intelligence techniques as learning devices of boundedly rational actors are among the most exciting interdisciplinary ventures of economic theory over the past decade.

This volume provides us with a most fascinating series of examples on "complexity in action" exemplifying the scope and Cited by: Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools.

Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity.

His research includes business fluctuations, nonlinear dynamics, models of financial fragility, and heterogeneous interacting agents. He has published books and many papers in leading journals in the fields of economics, economic history and history of economic analysis, nonlinear mathematics, applied economics, complexity, and econophysics.

Nonlinear Dynamics and Heterogeneous Interacting Agents. Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume Agents with Heterogeneous Strategies Interacting in a Spatial IPD. In: Lux T., Samanidou E., Reitz S. (eds) Nonlinear Dynamics and Heterogeneous Interacting Agents.

Lecture Notes in Economics. Nonlinear Dynamics and Heterogeneous Interacting Agents. Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume ) Summary.

Samanidou E., Reitz S. (eds) Nonlinear Dynamics and Heterogeneous Interacting Agents. Lecture Notes in Economics and Mathematical Systems, vol Springer, Berlin, Heidelberg. The book provides an innovative approach for the analysis of agent based models, populated by the heterogeneous and interacting agents in the field of financial fragility.

The text is divided in two parts; the first presents analytical developments of stochastic aggregation and macro-dynamics. Recognising that the economy is a complex system with boundedly rational interacting agents, the book presents a theory of behavioral rationality and heterogeneous expectations in complex economic systems and confronts the nonlinear dynamic models with.

Get this from a library. Nonlinear dynamics and heterogeneous interacting agents. [Thomas Lux; Stefan Reitz; Eleni Samanidou;] -- Economic application of nonlinear dynamics, microscopic agent-based modelling, and the use of artificial intelligence techniques as learning devices of boundedly rational actors are among the most.

Summary. A discrete-time dynamic model of a financial market is developed, where two types of agents, fundamentalists and chartists, allocate their wealth between two risky assets and a safe asset, according to one-period mean-variance two groups of agents form different expectations about asset returns and their variance/covariance structure, and this results in different.

Kaizoji T. () Statistical Properties of Absolute Log-Returns and a Stochastic Model of Stock Markets with Heterogeneous Agents. In: Lux T., Samanidou E., Reitz S. (eds) Nonlinear Dynamics and Heterogeneous Interacting Agents. Lecture Notes in Economics and Mathematical Systems, vol Springer, Berlin, Heidelberg.

When agents are heterogeneous and boundedly rational, recent developments on the role of the adaptive behavior of interacting heterogeneous agents in financial markets have provided a nonlinear dynamics channel to such co-existence of different market states. rational interacting agents, the book presents a theory of behavioral ter for Nonlinear Dynamics in Economics and Finance (CeNDEF), The homogeneous benchmark with rational agents Heterogeneous beliefs Evolutionary dynamics Forecasting rules Accordingly, “Economics with Heterogeneous Interacting Agents” will be of particular interest to graduate and postgraduate students, as well as to academic institutions and lecturers interested in including an overview of the AB approach to economic modeling in their courses.

--This text refers to the hardcover cturer: Springer. types of nonlinear dynamics in the system. price dynamics. Heterogeneous agents interact with each other and switch With increases in the book-to-market (B/M) ratio, both the expected rate.

This chapter surveys work on dynamic heterogeneous agent models (HAMs) in economics and finance. Emphasis is given to simple models that, at least to some extent, are tractable by analytic methods in combination with computational tools.

physics and computer science in nonlinear dynamics, For surveys on interacting agent models see, for. ISBN: OCLC Number: Notes: In: Springer-Online.

Description: 1 Online-Ressource: v.: digital: Series Title: Lecture notes in. His research includes business fluctuations, econophysics, nonlinear dynamics, models of financial fragility and heterogeneous interacting agents. He published papers in economic, history of economy and history of economic analysis, nonlinear math, applied economics and econophysics.

Due to the existence of heterogeneous control gains as well as a time-varying unknown leader in the nonlinear systems, the fractional-order dynamics of each agent is in essence heterogeneous. First, a discontinuous distributed algorithm is first designed to solve the distributed tracking control problem under some mild assumptions.