A model of market making with heterogeneous speculators

[PDF] springer.com

Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe's Chaotic Exchange Rate Model

S Mignot, F Westerhoff - Computational Economics, 2024 - Springer
We propose a simple agent-based version of Paul de Grauwe's chaotic exchange rate
model. In particular, we assume that each speculator follows his own technical and …
被引用次数：5 相关文章 所有 6 个版本
[PDF] springer.com

From zero-intelligence to Bayesian learning: the effect of rationality on market efficiency

D Giachini, S Mousavi, M Ottaviani - Journal of Economic Interaction and …, 2024 - Springer
In this paper, we investigate the relationship between individual rationality and price
informative efficiency studying a prediction market model where agents repeatedly bet on …
相关文章 所有 12 个版本
[PDF] econstor.eu

The complex interplay between exchange rate and real markets: An agent-based model exploration

D Delli Gatti, T Ferraresi, F Gusella, L Popoyan… - 2024 - econstor.eu
We extend the multi-country, multi-sector agent-based model in Dosi et al.(2019, 2021) by
incorporating an exchange rate market where heterogeneous chartist and fundamentalist …
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[PDF] unifi.it

[PDF][PDF] The interplay between real and exchange rate market: an agent-based model approach

DD Gatti, T Ferraresi, F Gusella, L Popoyan, G Ricchiuti… - 2024 - disei.unifi.it
We present a multi-country, multi-sector agent-based model that extends Dosi et al.(2019)
and incorporates the exchange market and its interaction with the real economy. The …
相关文章 所有 3 个版本
[PDF] researchsquare.com

[PDF][PDF] Market structure or agent rationality: How efficiency trades with belief updating?

D Giachini, S Mousavi, M Ottaviani - 2024 - assets-eu.researchsquare.com
For the Bayesian learner, updating priors based on observation is the path that improves the
beliefs and this, in turn, affects the efficiency of prices. Or so was believed until agents with …
相关文章 所有 3 个版本
[PDF] lpnu.ua

[PDF][PDF] РОЗВИТОК МІЖНАРОДНОЇ БІРЖОВОЇ ДІЯЛЬНОСТІ НА ЗАСАДАХ УРАХУВАННЯ ВПЛИВУ СЦЕНАРІЇВ ВИКОРИСТАННЯ ПРОГРАМНОГО …

ДА БЕРДНІК - lpnu.ua
НАЦІОНАЛЬНИЙ УНІВЕРСИТЕТ «ЛЬВІВСЬКА ПОЛІТЕХНІКА» МІНІСТЕРСТВО ОСВІ Page 1
НАЦІОНАЛЬНИЙ УНІВЕРСИТЕТ «ЛЬВІВСЬКА ПОЛІТЕХНІКА» МІНІСТЕРСТВО ОСВІТИ І …
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