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  • Search: person:"Anufriev, Mikhail"
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Year of publication
Subject
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Theorie 34 Theory 29 Experiment 18 CAPM 15 Bounded rationality 14 Agent-based modeling 12 Agentenbasierte Modellierung 12 Begrenzte Rationalität 12 Learning process 11 Lernprozess 11 Erwartungsbildung 10 Expectation formation 10 Heterogeneous agents 7 Anlageverhalten 6 Behavioural finance 6 Börsenkurs 6 Portfolio selection 6 Portfolio-Management 6 Share price 6 Social network 6 Soziales Netzwerk 6 Asset Pricing Model 5 Asset pricing 5 Auction theory 5 Auktionstheorie 5 CRRA Framework 5 Cumulative Process 5 Evolutionary game theory 5 Evolutionäre Spieltheorie 5 Experiments 5 Heterogeneous Expectations 5 Inflationserwartung 5 Learning 5 Monetary Policy 5 Rational expectations 5 Rationale Erwartung 5 Social Web 5 Social relations 5 Social web 5 Soziale Beziehungen 5
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Online availability
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Free 43 Undetermined 29
Type of publication
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Article 60 Book / Working Paper 43
Type of publication (narrower categories)
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Article in journal 31 Aufsatz in Zeitschrift 31 Working Paper 15 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Aufsatz im Buch 4 Book section 4 Collection of articles of several authors 2 Sammelwerk 2 Conference proceedings 1 Konferenzschrift 1
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Language
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English 74 Undetermined 29
Author
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Anufriev, Mikhail 102 Bottazzi, Giulio 23 Panchenko, Valentyn 18 Tuinstra, Jan 14 Hommes, Cars H. 10 Assenza, Tiziana 8 Dindo, Pietro 8 Massaro, Domenico 8 Hommes, Cars 7 Arifovic, Jasmina 6 Borissov, Kirill 6 Pakhnin, Mikhail 6 Pancotto, Francesca 6 Branch, William A. 5 Duffy, John 4 Pin, Paolo 4 Chernulich, Aleksei 3 Kopányi, Dávid 3 Ledyard, John 3 Ledyard, John O. 3 Marsili, Matteo 3 Te, Bao 3 Bao, Te 2 Makarewicz, Tomasz 2 Philipse, Raoul H. S. 2 Radi, Davide 2 Sutan, Angela 2 Tramontana, Fabio 2 Bottazzi, Gulio 1 Deghi, Andrea 1 Donmez, Anil 1 Filatova, Tatiana 1 Giovannetti, Andrea 1 Giulio, Bottazzi 1 Kopányiz, Dávid 1 Leur, Michiel van de 1 Mikhail, Anufriev 1 Philipse, Raoul 1 Shukla, Nagesh 1 Taghikhah,, Firouzeh 1
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Institution
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Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 5 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 4 Economics Discipline Group, Business School 2 Financial Econometrics Research Centre, Warwick Business School 2 Society for Computational Economics - SCE 2 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
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Journal of economic dynamics & control 18 Journal of Economic Dynamics and Control 6 Journal of economic behavior & organization : JEBO 6 Journal of evolutionary economics : JEE 5 LEM Papers Series 5 LEM Working Paper Series 5 LEM working paper series 5 Advances in artificial economics : the economy as a complex dynamic system; with 30 tables 2 CESifo Working Paper 2 Decisions in economics and finance : DEF ; a journal of applied mathematics 2 Discussion paper / Tinbergen Institute 2 Journal of Evolutionary Economics 2 Journal of mathematical economics 2 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 2 Tinbergen Institute Discussion Papers 2 Working Paper Series / Economics Discipline Group, Business School 2 Working Papers / Financial Econometrics Research Centre, Warwick Business School 2 American Economic Journal: Microeconomics 1 American economic journal / Microeconomics : a journal of the American Economic Association 1 American economic journal : a journal of the American Economic Association 1 Artificial economics : agent-based methods in finance, game theory and their applications 1 CESifo working papers 1 CIFR Paper 1 Complexity and artificial markets 1 Computing in Economics and Finance 2005 1 Computing in Economics and Finance 2006 1 Covid economics : vetted and real-time papers 1 European journal of operational research : EJOR 1 Journal of Economic Behavior & Organization 1 Journal of Mathematical Economics 1 Journal of banking & finance 1 Journal of economic behavior & organization 1 Journal of economic theory 1 Journal of the European Economic Association : JEEA 1 Macroeconomic Dynamics 1 Macroeconomic dynamics 1 Quantitative Finance 1 Studies in Nonlinear Dynamics & Econometrics 1 Tinbergen Institute Discussion Paper 1 UNSW Business School Research Paper Forthcoming 1
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Source
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ECONIS (ZBW) 56 RePEc 27 OLC EcoSci 13 EconStor 7
Showing 1 - 10 of 103
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Individual evolutionary learning in repeated beauty contest games
Anufriev, Mikhail; Duffy, John; Panchenko, Valentyn - In: Journal of economic behavior & organization 218 (2024), pp. 550-567
Persistent link: https://www.econbiz.de/10014552812
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A More Accurate Theory of Behavior in Continuous Double Auctions
Arifovic, Jasmina; Donmez, Anil; Ledyard, John; … - 2023
The continuous double auction (CDA) is a well-studied, widely used institution for trading. But there is no generally accepted theory about the dynamics of price formation within the first period that has survived experimental testing. In this paper, we describe a model of behavior (called...
Persistent link: https://www.econbiz.de/10014353275
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(Re-) Inventing the Traffic Light : Designing Recommendation Devices for Play of Strategic Games
Anufriev, Mikhail; Duffy, John; Panchenko, Valentyn; … - 2023
We present the results of a novel experiment investigating individuals' ability to offer incentive-compatible recommendations for strategic games. Subjects designed recommendation devices for five canonical 2x2 games played by Bayesian, expected-utility maximizing robots to achieve Pareto...
Persistent link: https://www.econbiz.de/10014356369
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Dissonance Minimization and Conversation in Social Networks
Anufriev, Mikhail; Borissov, Kirill; Pakhnin, Mikhail - 2022
We study a model of social learning in networks where the dynamics of beliefs are driven by conversations of dissonance-minimizing agents. Given their current beliefs, agents make statements, tune them to the statements of their associates, and then revise their beliefs. We characterize the...
Persistent link: https://www.econbiz.de/10014077271
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Dissonance Minimization and Conversation in Social Networks
Anufriev, Mikhail; Borissov, Kirill; Pakhnin, Mikhail - 2021
We study a model of social learning in networks where the dynamics of beliefs are driven by conversations of dissonance-minimizing agents. Given their current beliefs, agents make statements, tune them to the statements of their associates, and then revise their beliefs. We characterize the...
Persistent link: https://www.econbiz.de/10012799733
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Cover Image
Dissonance minimization and conversation in social networks
Anufriev, Mikhail; Borissov, Kirill; Pakhnin, Mikhail - 2021
We study a model of social learning in networks where the dynamics of beliefs are driven by conversations of dissonance-minimizing agents. Given their current beliefs, agents make statements, tune them to the statements of their associates, and then revise their beliefs. We characterize the...
Persistent link: https://www.econbiz.de/10012669809
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Social distancing policies and intersectoral spillovers : the case of Australia
Anufriev, Mikhail; Giovannetti, Andrea; Panchenko, Valentyn - In: Covid economics : vetted and real-time papers (2021) 69, pp. 140-165
Persistent link: https://www.econbiz.de/10012489972
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Cover Image
Dissonance Minimization and Conversation in Social Networks
Anufriev, Mikhail; Borissov, Kirill; Pakhnin, Mikhail - 2021
We study a model of social learning in networks where the dynamics of beliefs are driven by conversations of dissonance-minimizing agents. Given their current beliefs, agents make statements, tune them to the statements of their associates, and then revise their beliefs on the basis of those...
Persistent link: https://www.econbiz.de/10013310360
Saved in:
Cover Image
Dissonance Minimization and Conversation in Social Networks
Anufriev, Mikhail; Borissov, Kirill; Pakhnin, Mikhail - 2021
We study a model of social learning in networks where the dynamics of beliefs are driven by conversations of dissonance-minimizing agents. Given their current beliefs, agents make statements, tune them to the statements of their associates, and then revise their beliefs. We characterize the...
Persistent link: https://www.econbiz.de/10013312848
Saved in:
Cover Image
Dissonance minimization and conversation in social networks
Anufriev, Mikhail; Borissov, Kirill; Pakhnin, Mikhail - In: Journal of economic behavior & organization : JEBO 215 (2023), pp. 167-191
Persistent link: https://www.econbiz.de/10014478463
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