This paper surveys learning-to-forecast experiments (LtFEs) with human subjects to test
theories of expectations and learning. Subjects must repeatedly forecast a market price …

We develop a discrete-time model in which the stock markets of two countries are linked via
and with the foreign exchange market. The foreign exchange market is characterized by …

It is traditionally assumed in finance models that the fundamental value of an asset is known
with certainty. In this paper we depart from that assumption. We propose a simple model of …

In this paper we investigate the effects of network topologies on asset price dynamics. We
introduce network communications into a simple asset pricing model with heterogeneous …

It is traditionally assumed in finance models that the fundamental value of assets is known
with certainty. Although this is an appealing simplifying assumption it is by no means based …

There are two opposing views concerning the expectations hypothesis in economics and
finance. According to the traditional, neoclassical view, propagated by Muth (1961) and …

In the present paper we propose a model in which the real side of the economy, described
via a Keynesian good market approach, interacts with the stock market with heterogeneous …

This paper examines the mediating role of ecologies of innovation in the relationship
between informational differences and entrepreneurial networking among small and …

Проблемой, поднимаемой в статье, является необходимость формализации подходов
к моделированию социального аспекта социотехнических и социально-экономических …

This paper investigates the interplay between information diffusion in social networks and its
impact on financial markets with an Agent-Based Model (ABM). Agents receive and …