Speculative dynamics with bounded rationality learning

Author:

Barucci Emilio,Landi Leonardo

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference33 articles.

1. Information in financial markets: The rational expectations approach;Admati,1989

2. The informational role of prices;Admati;Journal of Monetary Economics,1991

3. Computing rational expectations equilibria through the least mean squares algorithm;Barucci,1994

4. Least Mean Squares learning algorithm in Self-Referential Linear Stochastic models;Barucci,1994

5. On the convergence of Least Mean Squares learning algorithm to Rational Expectations Equilibria;Barucci,1994

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1. Technology-driven advancements: Mapping the landscape of algorithmic trading literature;Technological Forecasting and Social Change;2024-12

2. Bounded rationality and thick frontiers in stochastic frontier analysis;European Journal of Operational Research;2020-07

3. Uncertainty, Rationality and Heterogeneity;Springer Finance;2017

4. Modeling the stock market prior to large crashes;The European Physical Journal B;1999-05

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