29 citations · 33 across the 4 of their papers we have counts for
4 papers
The impact of social influence in Australian real-estate: market forecasting with a spatial agent-based model
Benjamin Patrick Evans, Kirill Glavatskiy, Michael S. Harré +1
Housing markets are inherently spatial, yet many existing models fail to capture this spatial dimension. Here we introduce a new graph-based approach for incorporating a spatial co…
Stationarity of the detrended price return in stock markets
Karina Arias-Calluari, Morteza. N. Najafi, Michael S. Harré +1
This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time ev…
Singularities and Catastrophes in Economics: Historical Perspectives and Future Directions
Michael S. Harré, Adam Harris, Scott McCallum
Economic theory is a mathematically rich field in which there are opportunities for the formal analysis of singularities and catastrophes. This article looks at the historical cont…
Multi-agent Economics and the Emergence of Critical Markets
Michael S. Harré
The dual crises of the sub-prime mortgage crisis and the global financial crisis has prompted a call for explanations of non-equilibrium market dynamics. Recently a promising appro…