1. EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET. (2001). Lebaron, Blake.
   In: Macroeconomic Dynamics.
   RePEc:cup:macdyn:v:5:y:2001:i:02:p:225-254_01.

   Full description at Econpapers || Download paper

1. [1] Andrews, M. and R. Prager (1994), Genetic Programming for the Acquisition of Double Auction Market Strategies, in K. E. Kinnear (1994) (eds.), Advances in Genetic Programming, Vol. 1, MIT Press. pp. 355-368.
   Paper not yet in RePEc: Add citation now
   

2. [10] Bullard, J. and J. Duffy (1999), Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs, Computational Economics, forthcoming.

3. [11] Chen, S.-H. and C.-H. Yeh (1996), Genetic Programming Learning and the Cobweb Model, Advances in Genetic Programming, Vol.2, Chap.22, MIT Press, Cambridge, MA. 1996. pp. 443-466.
   Paper not yet in RePEc: Add citation now
   
4. [12] Chen, S-H. and C.-H. Yeh (1997), Modeling Speculators with Genetic Programming, in P. Angeline, R. G. Reynolds, J. R. McDonnell, and R. Eberhart (eds.), Evolutionary Programming VI, Lecture Notes in Computer Science, Vol. 1213, Berlin:Springer-Verlag. pp. 137-147.
   Paper not yet in RePEc: Add citation now
   
5. [13] Chen, S-H. and C.-H. Yeh (1998), Genetic Programming in the Overlapping Generations Model: An Illustration with Dynamics of the Inflation Rate, in V. W. Porto, N. Saravanan, D. Waagen and A. E. Eiben (eds.), Evolutionary Programming VII, Lecture Notes in Computer Science, Vol. 1447, Berlin:Springer-Verlag. pp. 829-838.
   Paper not yet in RePEc: Add citation now
   
6. [14] Chen, S.-H. and T.-W. Kuo (1999), Towards an Agent-Based Foundation of Financial Econometrics: An Approach Based on Genetic-Programming Artificial Markets, mimeo, Department of Economics, National Chengchi University.
   Paper not yet in RePEc: Add citation now
   
7. [15] Chen, S.-H., J. Duffy and C.-H. Yeh (1996), Genetic Programming in the Coordination Game with a Chaotic Best-Response Function, in P. Angeline, T. Back, and D. Fogel (eds.) Evolutionary Programming V, MIT Press, Cambridge, MA, 1996. pp. 277-286.
   Paper not yet in RePEc: Add citation now
   

8. [16] Chen, S.-H., T. Lux and M. Marchesi (1999), Testing for Non-Linear Structure in an Artificial Financial Market, mimeo, Department of Economics, University of Bonn.

9. [17] Dickey, D. A. and W. A. Fuller (1981), Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root, Econometrica 49, pp. 1057-1072.

10. [18] Grossman, S. J. and J. Stiglitz (1980), On the Impossibility of Informationally Efficiency Markets, American Economic Review, 70, pp. 393-408.
    Paper not yet in RePEc: Add citation now
    
11. [19] Harrald, P. (1998), Economics and Evolution, the panel paper given at the Seventh International Conference on Evolutionary Programming, March 25-27, San Diego, U.S.A.
    Paper not yet in RePEc: Add citation now
    

12. [2] Arifovic, J. (1994), Genetic Algorithm Learning and the Cobweb Model, Journal of Economic Dynamics and Control, Vol. 18, No. 1, pp. 3-28.

13. [20] Herreiner, D. (1998), Who Learns from What from Whom? paper presented at the ~th International Conference of the Society for Computational Economics, June 30- July 2, Cambridge, U.K.
    Paper not yet in RePEc: Add citation now
    

14. [21] Heymann, D., R. P. J., Pearzzo and A. Schuschny (1998), Learning and Contagion Effects in Transitions Between Regimes: Some Schematic Multi-Agents Models, Journal of Management and Economics, Vol. 2, No. 6.

15. [22] Holland, J. H., and J. H. Miller (1991), Artificial Adaptive Agents in Economic Theory, American Economic Review, Vol. 81, No. 2, Papers and Proceedings, pp. 365-370.

16. [23] LeBaron, B. (1998), Agent-Based Computational Finance: Suggested Readings and Early Research, the paper presented at the First Workshop on Agent-Based Modeling of Financial Markets, Nov. 17, Washington D.C. Also, forthcoming in Journal of Economic Dynamics and Control.
    Paper not yet in RePEc: Add citation now
    

17. [24] Lux, T. (1995), Herd Behavior, Bubbles and Crashes, Economic Journal 105, pp. 881-896.

18. [25] Lux, T. (1998), The Socio-Economic Dynamics of Speculative Markets: Interacting Agents, Chaos, and the Fat Tails of Return Distribution, Journal of Economic Behavior and Organization 33, pp. 143-165. 21

19. [26] Lux, T. and M. Marchesi (1998), Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market, forthcoming in Nature.
    Paper not yet in RePEc: Add citation now
    

20. [27] Miller, J. H. (1996), The Coevolution of Automata in the Repeated Prisoners Dilemma, Journal of Economic Behavior and Organization, Vol. 29, pp. 87-112.

21. [28] Minsky, M. L. (1986), The Society of Mind, New York: Simon and Schuster
    Paper not yet in RePEc: Add citation now
    

22. [29] Pagan, A. (1996), The Econometrics of Financial Markets, Journal of Empirical Finance, 3, pp. 15-102.

23. [3] Arifovic, J. (1995), Genetic Algorithms and Inflationary Economies, Journal of Monetary Economics, 36, pp. 219-243.

24. [30] Palmer, R. G., W. B. Arthur, J. H. Holland, B. LeBaron, and P. Tayler (1994), Artificial Economic Life: A Simple Model of a Stockmarket, Physica D, 75, pp. 264-274.
    Paper not yet in RePEc: Add citation now
    
25. [31] Peters, E. E. (1991), A Chaotic Attractor for the S&P 500, Financial Analysts Journal, March/April.
    Paper not yet in RePEc: Add citation now
    

26. [32] Price, T. C. (1997), Using Co-Evolutionary Programming to Simulate Strategic Behavior in Markets, Journal of Evolutionary Economics, Vol. 7, pp. 219-254.

27. [33] Sargent, T. J. (1993), Bounded Rationality in Macroeconomics, Oxford.
    Paper not yet in RePEc: Add citation now
    
28. [34] Schwefel, H.-P. (1995), Evolution and Optimum Seeking, Wiely.
    Paper not yet in RePEc: Add citation now
    
29. [35] Staudinger, 5. (1998), Money as Medium of Exchange: An Analysis with Genetic Algorithms, in Proceedings of Conference on Computation in Economics, Finance, and Engineering, June 29-July 1, University of Cambridge.
    Paper not yet in RePEc: Add citation now
    
30. [36] Tayler, P. (1995), Modeling Artificial Stocks Markets Using Genetic Algorithms, in S. Goonatilake and P. Treleaven (eds.), Intelligent Systems for Finance and Business, pp.271-288.
    Paper not yet in RePEc: Add citation now
    
31. [37] Vila, X. (1997), Adaptive Artificial Agents Play a Finitely Repeated Discrete Principal-Agent Game, in R. Conte, R. Hegselmann, and P. Terna (eds.), Simulating Social Phenomena, Lecture Notes in Economics and Mathematical Systems, Springer. pp.437-456.
    Paper not yet in RePEc: Add citation now
    

32. [38] Vriend, N. (1998), An Illustration of the Essential Difference between Individual and Social Learning, and Its Consequence for Computational Analysis, Technical Report, Queen Mary and Westfield College, University of London, UK. 22

33. [4] Arifovic, J. (1996), The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies, in Journal of Political Economy, Vol. 104, No. 3, pp. 510-541.

34. [5] Arifovic, J., J. Bullard and J. Duffy (1997), The Transition From Stagnation to Growth: An Adaptive Learning Approach. Journal of Economic Growth 2, pp. 185-209.

35. [6] Arthur, W. B., J. Holland, B. LeBaron, R. Palmer and P. Tayler (1997), Asset Pricing under Endogenous Expectations in an Artificial Stock Market, in W. B. Arthur, S. Durlauf & D. Lane (eds.), The Economy as an Evolving Complex System II,, Addison-Wesley, pp. 15-44.

36. [7] Axelrod, R. (1997), Advancing the Art of Simulation in the Social Sciences, in R. Conte, R. Hegselmann, and P. Terna (eds.), Simulating Social Phenomena, Springer Verlag, Berlin. pp. 21-40. 20

37. [8] Bullard, J. and J. Duffy (1998a), A Model of Learning and Emulation with Artificial Adaptive Agents, Journal of Economic Dynamics and Control, 22, pp. 179 - 207.

38. [9] Bullard, J. and J. Duffy (1998b), Learning and the Stability of Cycles, Macroeconomic Dynamics, 2, pp. 22-48.

1. Noise trading and market stability. (2022). Gao, Xing ; Ladley, Daniel.
   In: The European Journal of Finance.
   RePEc:taf:eurjfi:v:28:y:2022:i:13-15:p:1283-1301.

   Full description at Econpapers || Download paper

2. An Agent-Based Macroeconomic Model with Endogenous Intertemporal Decision Rules. (2022). Mayer, Adalbert.
   In: Eastern Economic Journal.
   RePEc:pal:easeco:v:48:y:2022:i:4:d:10.1057_s41302-022-00221-2.

   Full description at Econpapers || Download paper

3. Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model. (2021). Shi, YU ; Zhou, Xuan ; Luo, Qixuan ; Li, Handong.
   In: Computational Economics.
   RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09987-z.

   Full description at Econpapers || Download paper

4. Rationality and Asset Prices under Belief Heterogeneity. (2018). Giachini, Daniele.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2018/07.

   Full description at Econpapers || Download paper

5. Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung.
   In: Computational Economics.
   RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9662-z.

   Full description at Econpapers || Download paper

6. Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Yang, Lee-Xieng ; Tai, Chung-Ching.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:91:y:2018:i:c:p:409-440.

   Full description at Econpapers || Download paper

7. Exploring issues of market inefficiency by the role of forecasting accuracy in survivability. (2017). Huang, Ya-Chi.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0157-5.

   Full description at Econpapers || Download paper

8. Divergent Behavior in Markets with Idiosyncratic Private Information. (2017). Goldbaum, David.
   In: Review of Behavioral Economics.
   RePEc:now:jnlrbe:105.00000064.

   Full description at Econpapers || Download paper

9. Divergent behavior in markets with idiosyncratic private information. (2016). Goldbaum, David.
   In: Working Paper Series.
   RePEc:uts:ecowps:34.

   Full description at Econpapers || Download paper

10. Particle Swarm Optimization in Agent‐Based Economic Simulations of the Cournot Market Model. (2015). Maschek, Michael.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:22:y:2015:i:2:p:133-152.

    Full description at Econpapers || Download paper

11. Paradox Lost: The Evolution of Strategies in Selten’s Chain Store Game. (2014). Tracy, William .
    In: Computational Economics.
    RePEc:kap:compec:v:43:y:2014:i:1:p:83-103.

    Full description at Econpapers || Download paper

12. Particle Swarm Optimization Algorithm for Agent-Based Artificial Markets. (2009). Zhang, Tong ; Brorsen, B.
    In: Computational Economics.
    RePEc:kap:compec:v:34:y:2009:i:4:p:399-417.

    Full description at Econpapers || Download paper

13. LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET. (2009). Georges, Christophre ; Wallace, John C..
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:13:y:2009:i:05:p:625-655_08.

    Full description at Econpapers || Download paper

14. Heterogeneity, convergence, and autocorrelations. (2008). Li, Youwei ; He, Xuezhong (Tony).
    In: Quantitative Finance.
    RePEc:taf:quantf:v:8:y:2008:i:1:p:59-79.

    Full description at Econpapers || Download paper

15. Handbook on Information Technology in Finance. (2008). .
    In: International Handbooks on Information Systems.
    RePEc:spr:ihinfo:978-3-540-49487-4.

    Full description at Econpapers || Download paper

16. Power-law behaviour, heterogeneity, and trend chasing. (2007). Li, Youwei ; He, Xuezhong (Tony).
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426.

    Full description at Econpapers || Download paper

17. On microscopic simulation models of financial markets. (2006). Li, Youwei.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:ec2f852d-4a7f-47b1-99b8-4237331b7171.

    Full description at Econpapers || Download paper

18. Robust Evolutionary Algorithm Design for Socio-economic Simulation. (2006). Amman, Hans.
    In: Computational Economics.
    RePEc:kap:compec:v:28:y:2006:i:4:p:355-370.

    Full description at Econpapers || Download paper

19. Learning with misspecification in an artificial currency market. (2006). Georges, Christophre.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:60:y:2006:i:1:p:70-84.

    Full description at Econpapers || Download paper

20. Agent-Based Models and Human Subject Experiments. (2006). Duffy, John.
    In: Handbook of Computational Economics.
    RePEc:eee:hecchp:2-19.

    Full description at Econpapers || Download paper

21. A behavioral asset pricing model with a time-varying second moment. (2006). He, Xuezhong (Tony) ; Wang, Duo ; Chiarella, Carl.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:29:y:2006:i:3:p:535-555.

    Full description at Econpapers || Download paper

22. Long Memory, Heterogeneity and Trend Chasing. (2005). Li, Youwei ; He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:148.

    Full description at Econpapers || Download paper

23. Heterogeneity, Profitability and Autocorrelations. (2005). Li, Youwei ; He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:147.

    Full description at Econpapers || Download paper

24. Bounded Rationality and the Elasticity Puzzle: What Can We Learn from the Agent-Based Computational Consumption Capital Asset Pricing Model?. (2005). Chen, Shu-Heng ; Huang, Ya-Chi ; Lai, Ke-Hung .
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:207.

    Full description at Econpapers || Download paper

25. Learning in a Network Economy. (2005). .
    In: Computational Economics.
    RePEc:kap:compec:v:25:y:2005:i:1:p:59-74.

    Full description at Econpapers || Download paper

26. Volatility, Heterogeneous Agents and Chaos. (2004). Gomes, Orlando.
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0409010.

    Full description at Econpapers || Download paper

27. Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment. (2004). He, Xuezhong (Tony) ; Wang, Duo.
    In: Research Paper Series.
    RePEc:uts:rpaper:142.

    Full description at Econpapers || Download paper

28. A Behavioural Asset Pricing Model with a Time-Varying Second Moment. (2004). He, Xuezhong (Tony) ; Wang, Duo.
    In: Research Paper Series.
    RePEc:uts:rpaper:141.

    Full description at Econpapers || Download paper

29. Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach. (2003). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:95.

    Full description at Econpapers || Download paper

30. Dynamics of beliefs and learning under aL-processes -- the heterogeneous case. (2003). He, Xuezhong (Tony).
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:3:p:503-531.

    Full description at Econpapers || Download paper

31. HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER. (2003). He, Xuezhong (Tony).
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:7:y:2003:i:04:p:503-536_02.

    Full description at Econpapers || Download paper

32. An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:84.

    Full description at Econpapers || Download paper

33. Asset Price and Wealth Dynamics Under Heterogeneous Expectations. (2001). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:56.

    Full description at Econpapers || Download paper

34. Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case. (2001). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:55.

    Full description at Econpapers || Download paper

35. Internet Auctions with Artificial Adaptive Agents. (2001). Unver, Utku.
    In: Computing in Economics and Finance 2001.
    RePEc:sce:scecf1:38.

    Full description at Econpapers || Download paper

36. A Dynamic Model of Entrepreneurial Learning. (2001). Bygrave, William ; Minniti, Maria.
    In: Entrepreneurship Theory and Practice.
    RePEc:sae:entthe:v:25:y:2001:i:3:p:5-16.

    Full description at Econpapers || Download paper

37. Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market. (2001). Chen, Shu-Heng ; Yeh, Chia-Hsuan .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:25:y:2001:i:3-4:p:363-393.

    Full description at Econpapers || Download paper

38. Asset Price and Wealth Dynamics under Heterogeneous Expectations. (2001). He, Xuezhong (Tony).
    In: CeNDEF Workshop Papers, January 2001.
    RePEc:ams:cdws01:5a.2.

    Full description at Econpapers || Download paper

39. Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning. (2000). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:37.

    Full description at Econpapers || Download paper

40. Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker. (2000). He, Xuezhong (Tony).
    In: Research Paper Series.
    RePEc:uts:rpaper:35.

    Full description at Econpapers || Download paper

41. LEARNING AND ADAPTIVE ARTIFICIAL AGENTS: AN ANALYSIS OF EVOLUTIONARY ECONOMIC MODELS. (2000). Lin, Jie-Shin ; Birchenhall, Chris.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:327.

    Full description at Econpapers || Download paper

42. Simulation models of technological innovation: A Review. (1999). Windrum, Paul.
    In: Research Memorandum.
    RePEc:unm:umamer:1999005.

    Full description at Econpapers || Download paper

43. 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.
    RePEc:sce:scecf9:613.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 20:24:26 || Missing content? Let us know