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q-fin.CP2020★ 29 cited
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…
q-fin.CP2020
Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model
Kirill S. Glavatskiy, Mikhail Prokopenko, Adrian Carro +2
Urban housing markets, along with markets of other assets, universally exhibit periods of strong price increases followed by sharp corrections. The mechanisms generating such non-l…