1. Reinforcement learning and rational expectations equilibrium in limit order markets. (2025). He, Xuezhong (Tony) ; Zhou, Xuan ; Lin, Shen.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001830.

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2. Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun.
   In: Computational Economics.
   RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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3. Reinforcement Learning Equilibrium in Limit Order Markets. (2022). He, Xuezhong (Tony) ; Lin, Shen.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019.

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4. Emergence of New Economics Energy Transition Models: A Review. (2020). Hafner, Sarah ; Monasterolo, Irene ; Anger-Kraavi, Annela ; Jones, Aled.
   In: Ecological Economics.
   RePEc:eee:ecolec:v:177:y:2020:i:c:s0921800919307475.

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5. Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model. (2020). Godin, Antoine ; Augier, Stanislas ; Rzeszutek, Marcin ; Szyszka, Adam.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301330.

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6. Dynamic Coupling and Market Instability. (2020). Court, Elias ; Zaparanuks, Dmitrijs ; Clack, Christopher D.
   In: Papers.
   RePEc:arx:papers:2005.13621.

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7. Paradigm shifts. (2019). Maugis, Pierre-Andre Guy.
   In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
   RePEc:zbw:ifweej:201943.

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8. Impact of Basel III Countercyclical Measures on Financial Stability: An Agent-Based Model. (2019). Peffer, Gilbert ; Llacay, Barbara.
   In: Journal of Artificial Societies and Social Simulation.
   RePEc:jas:jasssj:2016-77-3.

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9. Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Chen, YU ; Katahira, Kei ; Okuda, Hiroshi ; Hashimoto, Gaku.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:524:y:2019:i:c:p:503-518.

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10. Using realistic trading strategies in an agent-based stock market model. (2018). Peffer, Gilbert ; Llacay, Barbara.
    In: Computational and Mathematical Organization Theory.
    RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

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11. Stock market information flow: Explanations from market status and information-related behavior. (2018). Liu, Xiaoxing ; Chen, Xiaohong ; Lu, Jingen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:512:y:2018:i:c:p:837-848.

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12. Evaluating regulation within an artificial financial system: A framework and its application to the liquidity coverage ratio regulation. (2017). Brückbauer, Frank ; Riedler, Jesper ; Brueckbauer, Frank .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:17022.

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13. Heterogeneity and Self-Organization of Complex Systems Through an Application to Financial Market with Multiagent Systems. (2017). Bertelle, Cyrille ; Cotsaftis, Michel ; Lucas, Iris.
    In: Post-Print.
    RePEc:hal:journl:hal-02114933.

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14. Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:488:y:2017:i:c:p:132-148.

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15. Machine learning in sentiment reconstruction of the simulated stock market. (2017). Goykhman, Mikhail ; Teimouri, Ali.
    In: Papers.
    RePEc:arx:papers:1708.01897.

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16. Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail.
    In: Papers.
    RePEc:arx:papers:1705.07092.

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17. An Agent-based Model of Contagion in Financial Networks. (2017). Santos, Leonardo Dos ; Coelho, Flavio Codeco .
    In: Papers.
    RePEc:arx:papers:1703.07513.

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18. Agent Based Models, Housing Fluctuations and the Role of Heterogeneous Expectations. (2016). Li, Jinke ; Meen, Geoffrey.
    In: Economics Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2016-09.

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19. From General Equilibrium to Schumpeter. (2015). Sudderth, William D ; Shubik, Martin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:61:y:2015:i:c:p:269-282.

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20. Confidence and the Stock Market: An Agent-Based Approach. (2014). Bertella, Mario A ; Feng, Ling ; Stanley, Harry Eugene ; Pires, Felipe R.
    In: PLOS ONE.
    RePEc:plo:pone00:0083488.

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21. Order Placement in a Continuous Double Auction Agent Based Model. (2014). Mandes, Alexandru .
    In: MAGKS Papers on Economics.
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22. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Guhr, T. ; Schmitt, T. A. ; Schafer, R. ; Wolf, D. E. ; Wagner, D. C..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:415:y:2014:i:c:p:347-353.

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23. Market efficiency and learning in an artificial stock market: A perspective from Neo-Austrian economics. (2010). Pardo, Juan Pablo ; Gordillo, Jose Luis ; Benink, Harald A. ; Stephens, Christopher R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:668-688.

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24. Leverage Causes Fat Tails and Clustered Volatility. (2010). Thurner, Stefan ; Farmer, J. ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1745.

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25. Mutual funds flows and the Sheriff of Nottingham effect. (2009). Pellizzari, Paolo ; Milone, Lucia.
    In: Working Papers.
    RePEc:vnm:wpaper:188.

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26. Ecosystem Management a Management View. (2009). Ravn-Jonsen, Lars.
    In: Working Papers.
    RePEc:sdk:wpaper:86.

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27. One Share – One Vote: new evidence from the Nordic countries. (2009). Eklund, Johan.
    In: Working Paper Series in Economics and Institutions of Innovation.
    RePEc:hhs:cesisp:0168.

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28. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
    In: Papers.
    RePEc:arx:papers:0908.4580.

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29. Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs. (2008). Gerasymchuk, Sergiy.
    In: Working Papers.
    RePEc:vnm:wpaper:160.

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30. Frankfurt Artificial Stock Market: a microscopic stock market model with heterogeneous interacting agents in small-world communication networks. (2008). Hein, Oliver ; Schwind, Michael ; Spiwoks, Markus.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:3:y:2008:i:1:p:59-71.

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

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32. Asset price dynamics with small world interactions under hetereogeneous beliefs. (2007). Panchenko, Valentyn ; Gerasymchuk, Sergiy ; Pavlov, Oleg V..
    In: Working Papers.
    RePEc:vnm:wpaper:149.

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33. Some mathematical properties of the futures market platform. (2007). LAIB, Fodil ; RADJEF, M. S..
    In: MPRA Paper.
    RePEc:pra:mprapa:6126.

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34. The role of intelligence in time series properties. (2007). .
    In: Computational Economics.
    RePEc:kap:compec:v:30:y:2007:i:2:p:95-123.

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35. Multi-Agent Model to Analyze CO2 Emissions Trading. (2007). Matsumoto, Kenichi.
    In: Energy and Environmental Modeling 2007.
    RePEc:ekd:000240:24000037.

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36. Asset Prices, Traders Behavior, and Market Design. (2007). Panchenko, Valentyn ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-14.

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37. Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation.. (2007). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-07.

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38. Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations. (2006). Chen, Kan ; Yuan, Baosheng.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:1:y:2006:i:2:p:189-214.

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39. Nonlinear bubbles in Chinese Stock Markets in the 1990s. (2006). Li, Honggang ; Ahmed, Ehsan.
    In: Eastern Economic Journal.
    RePEc:eej:eeconj:v:32:y:2006:i:1:p:1-18.

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40. More hedging instruments may destabilize markets. (2006). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-12.

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41. Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006.. (2006). Hommes, Cars.
    In: CeNDEF Working Papers.
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42. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:3560.

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

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

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45. Risk adjusted returns from technical trading: a genetic programming approach. (2005). Marney, John ; Tarbert, Heather ; Fyfe, Colin .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:15:p:1073-1077.

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46. Evolution with Individual and Social Learning in an Agent-Based Stock Market. (2005). Yamamoto, Ryuichi.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:228.

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47. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents. (2005). Amilon, Henrik.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0177.

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48. Globally Evolutionarily Stable Portfolio Rules. (2005). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner.
    In: Discussion Papers.
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49. A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-02.

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50. Heterogeneous Agents Models: two simple examples, forthcoming
    In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164.. (2005). Hommes, Cars. In: CeNDEF Working Papers.
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51. International Finance, Levy Distributions, and the Econophysics of Exchange Rates. (2004). Da Silva, Sergio.
    In: International Finance.
    RePEc:wpa:wuwpif:0405018.

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52. A Study of Neo-Austrian Economics using an Artificial Stock Market. (2004). Pardo-Guerra, Juan Pablo ; Gordillo, Jose Luis ; Benink, Harald A. ; Stephens, Christopher R..
    In: Finance.
    RePEc:wpa:wuwpfi:0411038.

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53. Agent-Based Models and Human Subject Experiments. (2004). Duffy, John.
    In: Computational Economics.
    RePEc:wpa:wuwpco:0412001.

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54. 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.

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55. 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.

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56. Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies. (2004). Pancotto, Francesca ; Bottazzi, Giulio ; Anufriev, Mikhail.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2004/23.

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57. Asset Pricing Model with Heterogeneous Investment Horizons. (2004). Bottazzi, Giulio ; Anufriev, Mikhail.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2004/22.

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58. Extending the CAPM model. (2004). Donkers, Bas ; Adriaens, Hendri.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:204.

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59. Reworking the Standard Model of Competitive Markets: The Role of Fuzzy Logic and Genetic Algorithms in Modelling Complex Non-Linear Economic System. (2004). Smith, Peter.
    In: General Discussion Papers.
    RePEc:ags:idpmgd:30569.

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60. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0307014.

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61. Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets. (2003). Pellizzari, Paolo ; LiCalzi, Marco.
    In: Computational Economics.
    RePEc:wpa:wuwpco:0207001.

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

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63. Estimation of an Adaptive Stock Market Model with Heterogeneous Agents. (2003). Amilon, Henrik.
    In: Research Paper Series.
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64. Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano.
    In: Computational Economics.
    RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

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65. Modeling Expectations with GENEFER – an Artificial Intelligence Approach. (2003). Kooths, Stefan.
    In: Computational Economics.
    RePEc:kap:compec:v:21:y:2003:i:1:p:173-194.

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66. Speculative bubbles and fat tail phenomena in a heterogeneous agent model. (2003). Kaizoji, Taisei.
    In: Papers.
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67. Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A..
    In: CeNDEF Working Papers.
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68. The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections. (2002). Ehrentreich, Norman.
    In: Computational Economics.
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69. Agent-Based Computational Economics. (2002). Tesfatsion, Leigh.
    In: Computational Economics.
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70. Local convergence properties of a cobweb model with rationally heterogeneous expectations. (2002). Branch, William.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2002:i:1:p:63-85.

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71. Evolutionary dynamics in markets with many trader types. (2002). Wagener, Florian ; Hommes, Cars ; Brock, William.
    In: CeNDEF Working Papers.
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72. A Robust Rational Route to in a Simple Asset Pricing Model. (2002). Hommes, Cars ; Huang, H. ; Wang, D..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:02-08.

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73. Evolutionary dynamics in financial markets with many trader types. (2001). Hommes, Cars ; Brock, William.
    In: Working papers.
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74. Modeling the stylized facts in finance through simple nonlinear adaptive systems. (2001). Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:01-06.

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75. The Price Dynamics of Common Trading Strategies. (2000). Farmer, J. ; Joshi, Shareen.
    In: Working Papers.
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76. MODELLING EXPECTATIONS WITH GENEFER- AN ARTIFICIAL INTELLIGENCE APPROACH. (2000). Kooths, Stefan ; Ringhut, Eric.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:80.

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77. Still Dead After All These Years: Interpreting the Failure of General Equilibrium Theory.. (2000). .
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78. The price dynamics of common trading strategies. (2000). Farmer, J. ; Joshi, Shareen.
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79. Frontiers of Finance: Evolution and Efficient Markets. (1999). Lo, Andrew ; Farmer, J..
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80. Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders. (1999). Lo, Andrew ; Lebaron, Blake ; Poggio, Tomaso ; Chan, Nicholas.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:653.

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81. 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.

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82. Governance and Matching. (1999). Klos, Tomas.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:341.

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83. Fundamental Framework for Technical Analysis. (1999). Gluzman, S. ; Andersen, J. V. ; Sornette, D..
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84. The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation. (1999). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; de Velden, van H..
    In: CeNDEF Working Papers.
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85. Financial Returns and Efficiency as seen by an Artificial Technical Analyst.. (1998). Skouras, Spyros.
    In: Finance.
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86. Teaching Agent-Based Computational Economics to Graduate Students. (1998). Tesfatsion, Leigh.
    In: Computational Economics.
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87. Technical Trading Creates a Prisoners Dilemma: Results from an Agent-Based Model. (1998). Joshi, Shareen ; Bedau, Mark A. ; Parker, Jeffrey.
    In: Research in Economics.
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88. An Explanation of Generic Behavior in an Evolving Financial Market. (1998). Joshi, Shareen ; Bedau, Mark A..
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89. Teaching Agent-Based Computational Economics to Graduate Students. (1998). Tesfatsion, Leigh.
    In: Staff General Research Papers Archive.
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90. Learning and excess volatility. (1998). Duffy, John ; Bullard, James.
    In: Working Papers.
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91. Rational animal spirits. (1998). Hommes, Cars ; Brock, William.
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92. Boundedly versus Procedurally Rational Expectations. (1997). Moss, Scott.
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93. Microsimulation of Markets and Endogenous Price Bubbles. (). O'Callaghan, Liadan I. ; Steiglitz, Ken .
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:59.

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