The main aim of this work is to incorporate selected findings from behavioural finance into a
Heterogeneous Agent Model using the Brock and Hommes (1998)[34] framework …

摘! 要传统汇率模型通常忽略投资者的异质性对市场造成的影响随着对外汇市场高频动态行为
研究的深入异质投资者模型显示出对金融市场运行规律强大的解释能力本文依据异质投资者 …

Markov chains have experienced a surge of economic interest in the form of behavioral
agent-based models that aim at explaining the statistical regularities of financial returns. We …

With this paper, I propose a simple asset pricing model that accounts for the influence from
social interaction. Investors are assumed to make up their mind about an asset's price based …

Este trabalho tem como objetivo avaliar o efeito da influência social hcteiogênea no
comportamento agregado de um modelo económico. Para tanto, será utilizado um modelo …

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-
dimensional dynamical system whose orbits mimic the evolution of the price of an asset and …

This paper develops a dynamic model of a financial market, using some properties of the
formalism of quantum physics. The model aims to take into account several aspects of …

What is the mechanism that determines market prices of financial assets? The literature of
modern finance theory brought out models in order to propose an answer to this question …