Market structure and instability artifacts in heterogeneous agent models : lessons from implicit discretizations of stiff equations
Year of publication: |
2023
|
---|---|
Authors: | Baumann, Michael ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 3, p. 855-890
|
Subject: | Heterogeneous agents | Implicit Euler scheme | Instability artifact | Market maker model | Stiff equation | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Marktstruktur | Market structure |
-
Improving heterogeneous agent models by avoiding explicit discretizations of stiff equations
Baumann, Michael, (2020)
-
Baumann, Michael Heinrich, (2022)
-
Accounting for the multiple sources of inflation : an agent-based model investigation
Ciambezi, Leonardo, (2024)
- More ...
-
Improving heterogeneous agent models by avoiding explicit discretizations of stiff equations
Baumann, Michael, (2020)
-
Exchange-traded funds, investment strategies, and financial stability
Baumann, Michael, (2018)
-
Positive expected feedback trading gain for all essentially linearly representable prices
Baumann, Michael, (2015)
- More ...