Heterogeneity and feedback in an agent-based market model

Abstract

This paper has been withdrawn by the author: it was a too preliminary version.

This paper has been withdrawn

References in corpus (3)

• Herd behavior and aggregate fluctuations in financial markets
• Bubbles, crashes and intermittency in agent based market models
• From Minority Games to real markets

Cited by in corpus (4)

• Inter-pattern speculation: beyond minority, majority and $-games
• Adding to the Regulator's Toolbox: Integration and Extension of Two Leading Market Models
• Stock Price Processes with Infinite Source Poisson Agents
• Hierarchical Economic Agents and their Interactions