2 citations · 2 across the 4 of their papers we have counts for
5 papers
Heuristics in experiments with infinitely large strategy spaces
Jørgen Vitting Andersen, Philippe de Peretti
We introduce a new methodology that enables detection of the onset of convergence towards Nash equilibria in simple repeated games with infinitely large strategy spaces, thereby re…
Contagion in the world's stock exchanges seen as a set of coupled oscillators
Lucia Bellenzier, Jørgen Vitting Andersen, Giulia Rotundo
We study how the phenomenon of contagion can take place in the network of the world's stock exchanges due to the behavioral trait "blindeness to small changes". On large scale indi…
A theoretical framework for trading experiments
Maxence Soumare, Jørgen Vitting Andersen, Francis Bouchard +5
A general framework is suggested to describe human decision making in a certain class of experiments performed in a trading laboratory. We are in particular interested in discernin…
Tremor price dynamics in the world's network of stock exchanges
Jorgen Vitting Andersen, Andrzej Nowak, Giulia Rotundo +1
We use insight from a model of earth tectonic plate movement to obtain a new understanding of the build up and release of stress in the price dynamics of the worlds stock exchanges…
Detecting speculative bubbles created in experiments via decoupling in agent based models
Magda Roszczynska, Andrzej Nowak, Daniel Kamieniarz +2
Proving the existence of speculative financial bubbles even a posteriori has proven exceedingly difficult so anticipating a speculative bubble ex ante would at first seem an imposs…