Talk:Simple economic model (MATLAB)

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Contents 1 References 1.1 game theory 1.2 misc 1.3 Agents 1.4 Economics 1.5 Self organized systems

References

game theory

• "Efficiency Properties of Strategic Market Games: An Axiomatic Approach" P. Dubey and M. Shubik, 1980, JET

misc

• http://cinef.dibe.unige.it/publications/raberto05b.pdf
• http://www.inf.uth.gr/greek/eurescopres/Cincotti.pdf
• http://www.econ.uniurb.it/bischi/MDEF2000/MarchesiSlidesMDEF.pdf
• http://cbcl.mit.edu/cbcl/publications/ai-publications/2003/AITR-2003-005.pdf

Fundamental and chartist strategies in a stock market experiment

• http://www.kyoto-su.ac.jp/project/orc/execo/EES2004/EES/EES_43.pdf

Agents

Multi agent systems in finance

• http://www.multiagent.org/finance.html

Agent based computational finance website

• (Blake LeBarron) http://people.brandeis.edu/~blebaron/acf/index.htm
• Articles http://people.brandeis.edu/~blebaron/wps/hbook.pdf and http://www.econ.ku.dk/okokj/colanderconf/style.pdf
• Software http://people.brandeis.edu/~blebaron/soft.html

On the design of artificial stockmarkets

• https://ep.eur.nl/bitstream/1765/1900/2/ERS+2005+001+LIS.pdf

An early agent based stock market

• http://www.dma.unive.it/rendiconti_04/Gulyas_et_al.pdf

Relationship between trader types and wealth in an artificial stock market

• http://www.nda.ac.jp/~nama/Papers/research-namatame/05-05.pdf

Agent based models of financial markets

• http://www.ens-lyon.fr/LIP/ISC/MCSHSS2004/Cont/Outline.pdf

Agent based computational economics

• http://www.econ.iastate.edu/tesfatsi/afinance.htm

Artificial Financial Markets with Adaptive Trading Agents

• http://publications.csail.mit.edu/abstracts/abstracts05/jwkim-sanmay/jwkim-sanmay.html

Heterogeous trading agents

• http://ce.et.tudelft.nl/publicationfiles/765_125_Market.pdf

An agent based simulation of the stock market

• http://jds.elfak.ni.ac.yu/ssss2005/proceedings/An%20Agent-Based%20Simulation%20model%20of%20Stock%20Market.pdf

Complexity and simplicity, a review of agent based artificial markets

• http://www.dma.unive.it/rendiconti_05/Pellizzari.pdf

Agent Based computation economics and finance

• http://www.lri.fr/~semet/papers/semetReviewACE.pdf

Multiagent modelling and neural programming

• http://elib.suub.uni-bremen.de/diss/docs/E-Diss437_grothmann.pdf

Agent based computation economics and cognitive economics

• http://perso.univ-rennes1.fr/denis.phan/papers/ACEPhan.pdf

Agent based modelling for optimal trading decisions

• http://www.accenture.com/NR/rdonlyres/846A322D-0418-44C2-87EB-4338004A4B8F/0/agent_optimal_trading.pdf

Economics

Classic economic models

• http://www.econmodel.com/

Self organized systems

evolutionaryfinance

• http://www.evolutionaryfinance.ch/index.php?id=10

• DILEMME ITÉRÉ DES PRISONNIERS

http://www.lifl.fr/IPD/

• Fall 2004: Complex Systems and Self-Organization

http://www.cs.utk.edu/~mclennan/Classes/420/