Clustered volatility in multiagent dynamics
Tài liệu tham khảo
Adijali, 1994, Markets inside telecommunication, BT Technology Journal, 12
Adijali, 1994, Fluctuations in a decentralized agent-resource system, Physical Review E, 49, 3833, 10.1103/PhysRevE.49.3833
Arthur, 1994, Inductive reasoning and bounded rationality, American Economic Review, 84, 406
Bollerslev, 1992, Arch modeling in finance: A review of the theory and empirical evidence, Journal of Econometrics, 51, 5, 10.1016/0304-4076(92)90064-X
Brock, 1995, A dynamic structural model for stock return volatility and trading volume, National Bureau of Economic Research Working Paper No. 49888
Brock, 1991, Understanding macroeconomic time series using complex systems theory, Structural Change and Economic Dynamics, 2, 119, 10.1016/0954-349X(91)90008-G
1995
Day, 1994, If people optimize, how do they do it?
Day, 1975
Day, 1995, Existence out of equilibrium, Review Economique
Erwin, 1989, Mixing and sensitive dependence on initial conditions in computer systems, CMG Transactions, 65, 3
Ferguson, 1988, Microeconomic algorithms for load balancing in distributed computer systems, 491
Gell, 1993, Markets in open telecommunication service systems, Telematics and Informatics, 10, 131, 10.1016/0736-5853(93)90037-5
Grannan, 1994
Heyman, 1995
Hogg, 1991, Controlling chaos in distributed systems, IEEE Transactions on Systems, Man, and Cybernetics, 21, 1325, 10.1109/21.135679
Huberman, 1988, The behavior of computational ecologies, 77
Huberman, 1994, Distributed computation as an economic system, Journal of Economic Prespective, 9
Kuwabara, 1993, Market based distributed resource allocation: Equilibratory approach
Malone, 1988, Enterprise: A market-like task scheduler for distributed computing environments, 177
Miller, 1988, Markets and computation: Agoric open systems, 133
Nishibe, 1993, Distributed channel allocation in atm networks, Vol. 1, 417
Sutherland, 1968, A futures market in computer time, Communications of the ACM, 11, 449, 10.1145/363347.363396
Tokoro, 1994, The society of objects, OOPS Messenger, 5, 3, 10.1145/260304.260305
Waldspurger, 1992, Spawn: A distributed computational economy, IEEE Trans, on Software Engineering, 18, 103, 10.1109/32.121753