Financial bubbles: A learning effect modelling approach
(2009)
Book Chapter
Hsieh, T. H., Li, Y., & McKillop, D. G. (2009). Financial bubbles: A learning effect modelling approach. In A. Brabazon, & M. O'Neill (Eds.), Natural computing in computational finance (117-135). Springer Verlag. https://doi.org/10.1007/978-3-540-95974-8_7
This chapter studies financial bubbles by incorporating a learning effect into the coordination game model which was articulated by Ozdenoren and Yuan [36]. Monte Carlo simulation is then utilised to analyse how the addition of a learning effect impa... Read More about Financial bubbles: A learning effect modelling approach.