Titlebook: Nonlinear Dynamics and Heterogeneous Interacting Agents; Thomas Lux,Eleni Samanidou,Stefan Reitz Conference proceedings 2005 Springer-Verl

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A New Model of Labor Dynamics: Ultrametrics, Okun’s Law, and Transient Dynamics a labor sector..The concept of ultrametrics is introduced to the labor dynamics of this paper to measure ”distances” between clusters of unemployed workers in different geographical locations, with work experiences, and/or human capitals to reflect differences in probabilities of them being rehired

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A Finitary Characterization of the Ewens Sampling Formulaes in terms of the behavior of a large collection of microeconomic entities. Clustering has many economic interpretations [3], that are often described by Ewens‘ Sampling Formula (ESF). This formula can be traced back to Fisher as “species sampling”, and its main use was restricted to genetics for a

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Statistical Properties of Absolute Log-Returns and a Stochastic Model of Stock Markets with Heterogee 28-year period from January 4, 1975 to December 30, 2002. We divided the time series of the Nikkei 225 index into two periods, an inflationary period and a deflationary period. We have previously [18] found that the distribution of absolute log-returns can be approximated by the power-law distribu

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An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects in the literature and also supported in both empirical and experimental studies. This paper considers a financial market with heterogeneous agents having power utility functions, which are the only utility functions displaying both DARA and CRRA. By introducing a population weighted average wealth

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The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approachtive fitness measured by an index relating to aggregate performance. This is encapsulated in Lewis Caroll‘s Red Queen who says ”in this place it takes all the running you can do, to keep in the same place”. The substantive focus of this paper is to experimentally generate stock market ecologies refl

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