[图书][B] Behavioral rationality and heterogeneous expectations in complex economic systems
C Hommes - 2013 - books.google.com
Recognising that the economy is a complex system with boundedly rational interacting
agents, the book presents a theory of behavioral rationality and heterogeneous expectations …
agents, the book presents a theory of behavioral rationality and heterogeneous expectations …
Bifurcation routes to volatility clustering under evolutionary learning
A Gaunersdorfer, CH Hommes… - Journal of Economic …, 2008 - Elsevier
A simple asset pricing model with two types of boundedly rational traders, fundamentalists
and chartists, is studied. Fractions of trader types change over time according to evolutionary …
and chartists, is studied. Fractions of trader types change over time according to evolutionary …
Organising centres in the semi-global analysis of dynamical systems
The notion of organising centre of a bifurcation diagram is used as an ordering principle in
the analysis of nonlinear problems in pure and applied dynamical systems theory. When …
the analysis of nonlinear problems in pure and applied dynamical systems theory. When …