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The Complex Dynamics of Economic Interaction

Essays in Economics and Econophysics

  • Conference proceedings
  • © 2004

Overview

Editors:
  1. Mauro Gallegati

    1. Department of Economics, Ancona, Italy

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  2. Alan P. Kirman

    1. GREQAM-IDEP EHESS, Marseille, France

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  3. Matteo Marsili

    1. The Abdus Salam International Centre for Theoretical Physics, Trieste, Italy

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Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 531)

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Table of contents (23 papers)

  1. Front Matter

    Pages I-XV
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  2. Economics

    1. Front Matter

      Pages 1-1
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    2. A New Model of Industry Dynamics

      • Masanao Aoki
      Pages 3-14

    3. Monetary Policy and the Distribution of Wealth in a OLG Economy with Heterogeneous Agents, Money and Bequests

      • Riccarda Longaretti, Domenico Delli Gatti
      Pages 15-33

    4. Limit Pricing and Entry Dynamics with Heterogeneous Firms

      • Toichiro Asada, Willi Semmler
      Pages 35-48

    5. Viability of Innovation Processes, Emergence and Stability of Market Structures

      • M. Amendola, J-L Gaffard, P. Musso
      Pages 49-77

    6. Firms’ Bankruptcy and Turnover in a Macroeconomy

      • Marco Bee, Giuseppe Espa, Roberto Tamborini
      Pages 79-106

  3. Econophysics: Empirical Analysis

    1. Front Matter

      Pages 107-107
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    2. Statistical Physics and Economic Fluctuations

      • H. Eugene Stanley, Parameswaran Gopikrishnan, Vasiliki Plerou
      Pages 109-141

    3. Modeling the Dynamics of a Financial Index after a Crash

      • Fabrizio Lillo, Rosario N. Mantegna
      Pages 143-151

    4. Price Impact Function of a Single Transaction

      • Fabrizio Lillo, J. Doyne Farmer, Rosario N. Mantegna
      Pages 153-160

    5. Income Distribution and Stochastic Multiplicative Process with Reset Event

      • Makoto Nirei, Wataru Souma
      Pages 161-168

  4. Market Models and Stylized Facts

    1. Front Matter

      Pages 169-169
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    2. Volatility Clustring In Agent Based Market Model

      • Irene Giardina, Jean-Philippe Bouchaud
      Pages 171-196

    3. A Dynamic Analysis of Speculation across two Markets

      • Carl Chiarella, Roberto Dieci, Laura Gardini
      Pages 197-212

    4. A Simple Micro-Model of Market Dynamics

      • Giulio Bottazzi
      Pages 213-228

    5. Herd Behavior in Artificial Stock Markets

      • Ubaldo Garibaldi, Marco Raberto, Paolo Viarengo
      Pages 229-238

  5. Models of Bounded Rationality

    1. Front Matter

      Pages 239-239
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    2. Bargaining with Posterior Opportunities: An Evolutionary Social Simulation

      • E.H. Gerding, J.A. La Poutré
      Pages 241-255

    3. Herding Behavior of Financial Analysts: A Model of Self-Organized Criticality

      • Andreas Krause
      Pages 257-267
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Keywords

About this book

This volume contains a selection of contributions presented at the WEHIA02 (Workshop on Economies with Heterogeneous Interacting Agents), which was held at the Abdus Salam International Centre for Physics of Trieste, Italy, on May 29- 31, under the auspices of Exystence, Complex System network of excellence . WEHIA02 is the 7th edition of a workshop, which was held for the first time at the University of Ancona, Italy , on 1996 (1), as a one-week series of seminars for the Italian PhD program . Ancona hosted the event in the years 1997 and 1998 (2) , before it moved to Genoa 1999 (3), Marseille 2000 (4) , Maastricht 2001 (5), and finally to Trieste 2002. The 2003 workshop was held in Kid , Germany, while the next editions will be in Kyoto, Japan (2004) and Essex, UK (2005). The full list of participants, titles of the invited lectures, papers and posters of WEHIA can be found in http ://econ . dea. it/wehia2. The workshop has been always very informal aiming to put together sch- ars of different disciplines working on interaction of heterogeneous "so- thing " (economists, physicists, biologists) . To facilitate participation there has not been conference fee . It aimed to be a locus for communicate and exchange results and experiences . Several collaborations started with the Workshop and it is not without pride that the organizers claim such a result. The WEHIA has had two pars: a pars desiruens and a pars adestruens.

Editors and Affiliations

  • Department of Economics, Ancona, Italy

    Mauro Gallegati

  • GREQAM-IDEP EHESS, Marseille, France

    Alan P. Kirman

  • The Abdus Salam International Centre for Theoretical Physics, Trieste, Italy

    Matteo Marsili

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