23 citations · 34 across the 2 of their papers we have counts for
3 papers
q-fin.GN2010
How sensitive are equilibrium pricing models to real-world distortions?
Harbir Lamba
In both finance and economics, quantitative models are usually studied as isolated mathematical objects --- most often defined by very strong simplifying assumptions concerning rat…
q-fin.TR2007★ 11 cited
Rational Expectations, psychology and inductive learning via moving thresholds
H. Lamba, T. Seaman
This work suggests modifications to a previously introduced class of heterogeneous agent models that allow for the inclusion of different types of agent motivations and behaviours…
physics.comp-ph2006★ 23 cited
Stylized facts from a threshold-based heterogeneous agent model
R. Cross, M. Grinfeld, H. Lamba +1
A class of heterogeneous agent models is investigated where investors switch trading position whenever their motivation to do so exceeds some critical threshold. These motivations…