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On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis. (2002). Chen, Shu-Heng ; Yeh, Chia-Hsuan .
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:49:y:2002:i:2:p:217-239.

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  2. Neoclassical influences in agent?based literature: A systematic review. (2022). Giammetti, Raffaele ; Gallegati, Mauro ; Brancaccio, Emiliano.
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  3. The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor.
    In: International Review of Financial Analysis.
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  4. The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong (Tony).
    In: Journal of Evolutionary Economics.
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  5. Complexity and model comparison in agent based modeling of financial markets. (2017). Winker, Peter ; Mandes, Alexandru.
    In: Journal of Economic Interaction and Coordination.
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  6. Adaptive expectations versus rational expectations: Evidence from the lab. (2017). Russo, Alberto ; Palestrini, Antonio ; Gallegati, Mauro ; Colasante, Annarita.
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  7. A dynamical systems model of price bubbles and cycles. (2016). Cheriyan, Vinod ; Kleywegt, Anton J.
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  8. Financial power laws: Empirical evidence, models, and mechanisms. (2016). Alfarano, Simone ; Lux, Thomas.
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  9. ROLE OF SOCIAL MEDIA MARKETING (SMM) IN HEI’S ADMISSION. (2016). Mushtaq, Hafiz ; Aftab, Faisal ; Awais, M.
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  10. The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30. (2015). Li, Youwei ; He, Xuezhong.
    In: Research Paper Series.
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  11. Complexity and Model Comparison in Agent Based Modeling of Financial Markets. (2015). Winker, Peter ; Mandes, Alexandru .
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  12. Fragmentation and stability of markets. (2015). Schenk-Hoppé, Klaus ; Lensberg, Terje ; Ladley, Daniel ; Schenk-Hoppe, Klaus Reiner ; Palczewski, Jan.
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  13. Adaptive Expectations with Correction Bias: Evidence from the lab. (2015). Russo, Alberto ; Palestrini, Antonio ; Gallegati, Mauro ; Colasante, Annarita.
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  14. ROLE OF HURST EXPONENT IN PREDICTION OF MARKET EFFICIENCY IN KSE-100 INDEX. (2015). Komal, Rabia ; Ijaz, Syeda Tayyaba.
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  15. ROLE OF HURST EXPONENT IN PREDICTION OF MARKET EFFICIENCY IN KSE-100 INDEX. (2015). Komal, Rabia ; Ijaz, Syeda Tayyaba.
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  18. Action-based feature representation for reverse engineering trading strategies. (2013). Scherer, William T ; Beling, Peter A ; Hayes, Roy L.
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  19. Efficient or adaptive markets? Evidence from major stock markets using very long run historic data. (2013). Hudson, Robert ; Urquhart, Andrew.
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  20. Intraday trading patterns in an intelligent autonomous agent-based stock market. (2011). McBride, Mark ; Kluger, Brian D..
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  21. Market efficiency and learning in an artificial stock market: A perspective from Neo-Austrian economics. (2010). Stephens, Christopher R. ; Pardo, Juan Pablo ; Gordillo, Jose Luis ; Benink, Harald A..
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  23. LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET. (2009). Georges, Christophre ; Wallace, John C..
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  25. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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  27. The effects of intelligence on price discovery and market efficiency. (2008). Yeh, Chia-Hsuan .
    In: Journal of Economic Behavior & Organization.
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  28. What affects the markets ability to adjust for optimistic forecast bias? Evidence from experimental asset markets. (2008). Ackert, Lucy ; Church, Bryan K. ; Zhang, Ping.
    In: Journal of Economic Behavior & Organization.
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  29. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2008). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich .
    In: Journal of Economic Dynamics and Control.
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  30. An agent-based approach to financial stylized facts. (2007). Suzuki, Kyoko ; Shimokawa, Tetsuya ; Misawa, Tadanobu .
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  32. Agent-based Models of Financial Markets. (2007). Lux, Thomas ; Stauffer, D. ; Zschischang, E. ; Samanidou, E..
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  33. Microscopic models of financial markets. (2006). Lux, Thomas ; Stauffer, Dietrich ; Zschischang, Elmar ; Samanidou, Egle.
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  34. Financial power laws: Empirical evidence, models, and mechanism. (2006). Lux, Thomas.
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  40. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich .
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  41. A noise trader model as a generator of apparent financial power laws and long memory. (2005). Lux, Thomas ; Alfarano, Simone.
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  42. Market Mood, Adaptive Beliefs and Asset Price Dynamics. (2005). He, Xuezhong ; Gardini, Laura ; Foroni, Ilaria ; Dieci, Roberto.
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  44. Heterogeneity, Profitability and Autocorrelations. (2005). Li, Youwei ; He, Xuezhong.
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  45. A Study of Neo-Austrian Economics using an Artificial Stock Market. (2004). Pardo-Guerra, Juan Pablo ; Stephens, Christopher R. ; Gordillo, Jose Luis ; Benink, Harald A..
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  46. Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment. (2004). He, Xuezhong ; Chiarella, Carl ; Wang, Duo.
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  47. A Behavioural Asset Pricing Model with a Time-Varying Second Moment. (2004). He, Xuezhong ; Chiarella, Carl ; Wang, Duo.
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  48. A minimal noise trader model with realistic time series properties. (2003). Lux, Thomas ; Alfarano, Simone.
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  49. Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach. (2003). He, Xuezhong.
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  50. Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach. (2003). Lien, Donald ; Tse, Y. K. ; Zhang, Xibin.
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  51. Emotion and financial markets. (2003). Ackert, Lucy ; Church, Bryan K. ; Deaves, Richard .
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  52. Microscopic Models of Financial Markets. (2001). Lux, Thomas ; Stauffer, D. ; Zschischang, E. ; Samanidou, E..
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  27. Can genetic algorithms explain experimental anomalies? An application to common property resources. (2002). Casari, Marco.
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  28. Learning in Coweb Experiments. (2002). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van de Velden, H..
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  29. Real Options and Competition: The Impact of Depreciation and Reinvestment. (2002). Musshoff, Oliver ; Balmann, Alfons.
    In: 2002 International Congress, August 28-31, 2002, Zaragoza, Spain.
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  30. IS THE STANDARD REAL OPTIONS APPROACH APPROPRIATE FOR INVESTMENT DECISIONS IN HOG PRODUCTION?. (2002). Musshoff, Oliver ; Balmann, Alfons.
    In: 2002 Annual meeting, July 28-31, Long Beach, CA.
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  31. Two Notes on Replication in Evolutionary Modelling. (2001). Riechmann, Thomas.
    In: Hannover Economic Papers (HEP).
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  32. ADJUSTMENT COSTS OF AGRI-ENVIRONMENTAL POLICY SWITCHINGS - A MULTI-AGENT APPROACH. (2001). Kellermann, Konrad ; Happe, Kathrin ; Balmann, Alfons ; Kleingarn, Anne.
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  33. LEARNING AND ADAPTIVE ARTIFICIAL AGENTS: AN ANALYSIS OF EVOLUTIONARY ECONOMIC MODELS. (2000). Birchenhall, Chris ; Lin, Jie-Shin.
    In: Computing in Economics and Finance 2000.
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  34. A MODEL OF BOUNDEDLY RATIONAL CONSUMER CHOICE. (2000). Riechmann, Thomas.
    In: Computing in Economics and Finance 2000.
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  35. A Model of Boundedly Rational Consumer Choice - An Agent Based Appraoch. (2000). Riechmann, Thomas.
    In: Hannover Economic Papers (HEP).
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  36. A Model of Boundedly Rational Consumer Choice. (2000). Riechmann, Thomas.
    In: Econometric Society World Congress 2000 Contributed Papers.
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  37. Evolving Traders and the Faculty of the Business School: A New Architecture of the Artificial Stock Market. (1999). Chen, Shu-Heng ; Yeh, Chia-Hsuan .
    In: Computing in Economics and Finance 1999.
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  38. Two destabilizing strategies may be jointly stabilizing. (1999). Nesemann, Tim ; Franke, Reiner.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:69:y:1999:i:1:p:1-18.

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  39. The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation. (1999). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; de Velden, van H..
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  40. Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm. (1998). McNelis, Paul ; Duffy, John.
    In: GE, Growth, Math methods.
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  41. Teaching Agent-Based Computational Economics to Graduate Students. (1998). Tesfatsion, Leigh.
    In: Computational Economics.
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  42. Diversity and Optimality. (1998). Hong, LU ; Page, Scott E..
    In: Research in Economics.
    RePEc:wop:safire:98-08-077e.

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  43. Teaching Agent-Based Computational Economics to Graduate Students. (1998). Tesfatsion, Leigh.
    In: Staff General Research Papers Archive.
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  44. Learning and Behavoiral Stability - An Economic Interpretation of Genetic Algorithms. (1997). Riechmann, Thomas.
    In: Hannover Economic Papers (HEP).
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  45. Evolutionäre Optimierungsverfahren und ihr Einsatz in der ökonomischen Forschung. (1996). Riechmann, Thomas ; Clemens, Christiane.
    In: Hannover Economic Papers (HEP).
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  47. Learning in a model of economic growth and development. (1995). Duffy, John ; Bullard, James ; Arifovic, Jasmina.
    In: Working Papers.
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  48. On learning and the stability of cycles. (1995). Duffy, John ; Bullard, James.
    In: Working Papers.
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  49. A model of learning and emulation with artificial adaptive agents. (1994). Duffy, John ; Bullard, James.
    In: Working Papers.
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    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:148.

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