Advances in the agent-based modeling of economic and social behavior

[1]  Thomas Lux,et al.  Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo , 2021, Computational Economics.

[2]  Martin Neumann,et al.  Individual attitude change and societal dynamics: Computational experiments with psychological theories. , 2021, Psychological review.

[3]  M. Raddant,et al.  Corporate boards, interorganizational ties and profitability: the case of Japan , 2021, Empirical Economics.

[4]  Estimating the effect of social inequalities on the mitigation of COVID-19 across communities in Santiago de Chile , 2021, Nature communications.

[5]  T. Lux.  The social dynamics of COVID-19 , 2021, Physica A: Statistical Mechanics and its Applications.

[6]  M. Gallegati,et al.  Firm–bank credit network, business cycle and macroprudential policy , 2020, Journal of Economic Interaction and Coordination.

[7]  D. Kenett,et al.  Interconnectedness in the Global Financial Market , 2016, Journal of International Money and Finance.

[8]  A. Vespignani,et al.  Estimating the effect of social inequalities on the mitigation of COVID-19 across communities in Santiago de Chile , 2020, Nature Communications.

[9]  Matthew J. Salganik,et al.  Computational social science: Obstacles and opportunities , 2020, Science.

[10]  Nils Bertschinger,et al.  Bayesian estimation and likelihood-based comparison of agent-based volatility models , 2020, Journal of Economic Interaction and Coordination.

[11]  Anna Rotkirch,et al.  Universal Masking is Urgent in the COVID-19 Pandemic: SEIR and Agent Based Models, Empirical Validation, Policy Recommendations , 2020, ArXiv.

[12]  M. Gallegati,et al.  Network calibration and metamodeling of a financial accelerator agent based model , 2018, Journal of Economic Interaction and Coordination.

[13]  Bruce Edmonds,et al.  Computational Models That Matter During a Global Pandemic Outbreak: A Call to Action , 2020, J. Artif. Soc. Soc. Simul..

[14]  Anne-Caroline Hüser,et al.  Mapping Bank Securities across Euro Area Sectors: Comparing Funding and Exposure Networks , 2019, The Journal of Network Theory in Finance.

[15]  Giovanni Dosi,et al.  Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents , 2017, Economic Inquiry.

[16]  Sebastian Poledna,et al.  Economic Forecasting with an Agent-Based Model , 2020, SSRN Electronic Journal.

[17]  Yoshi Fujiwara,et al.  The emergence of properties of the Japanese production network: How do listed firms choose their partners? , 2019, Soc. Networks.

[18]  Annie Waldherr,et al.  Computational Communication Science| Bridging the Gaps: Using Agent-Based Modeling to Reconcile Data and Theory in Computational Communication Science , 2019 .

[19]  Markus Strohmaier,et al.  Homophily and minority-group size explain perception biases in social networks , 2019, Nature Human Behaviour.

[20]  Fariba Karimi,et al.  The Role of Network Structure and Initial Group Norm Distributions in Norm Conflict , 2019, Computational Social Sciences.

[21]  Stefan Thurner,et al.  Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery , 2019, Nature Communications.

[22]  G. Covi,et al.  CoMap: Mapping Contagion in the Euro Area Banking Sector , 2019, Journal of Financial Stability.

[23]  G. Dosi,et al.  More is different ... and complex! the case for agent-based macroeconomics , 2019, Journal of Evolutionary Economics.

[24]  G. Dosi,et al.  More is different ... and complex! the case for agent-based macroeconomics , 2019, Journal of Evolutionary Economics.

[25]  S. Alfarano,et al.  An agent-based early warning indicator for financial market instability , 2019, Journal of Economic Interaction and Coordination.

[26]  Remco C. J. Zwinkels,et al.  Empirical Validation of Agent-Based Models , 2018 .

[27]  T. Lux,et al.  Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach , 2018 .

[28]  Bernard Herskovic.  Networks in Production: Asset Pricing Implications: Networks in Production: Asset Pricing Implications , 2018 .

[29]  D. Gatti,et al.  Policy experiments in an agent-based model with credit networks , 2018, Economics.

[30]  Charlotte Gerritsen,et al.  Agent-Based Simulation of Offender Mobility: Integrating Activity Nodes from Location-Based Social Networks , 2018, AAMAS.

[31]  Mark E. Paddrik,et al.  An agent-based model for financial vulnerability , 2018 .

[32]  Paolo Pellizzari,et al.  Unemployment Expectations in an Agent-Based Model with Education , 2018, PAAMS.

[33]  Thomas Lux,et al.  Estimation of agent-based models using sequential Monte Carlo methods , 2018, Journal of Economic Dynamics and Control.

[34]  A. Turrell,et al.  An agent-based model of corporate bond trading , 2018 .

[35]  Giulia Iori,et al.  The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model , 2018, Journal of Economic Dynamics and Control.

[36]  James Porter,et al.  Agent-based Modeling for Financial Markets , 2018 .

[37]  L. Gómez-Mejia,et al.  Board Interlocks and Firm Performance: Toward a Combined Agency–Resource Dependence Perspective , 2018 .

[38]  H. Dawid,et al.  Agent-Based Macroeconomics , 2018 .

[39]  Bernard Herskovic,et al.  Networks in Production: Asset Pricing Implications , 2017, The Journal of Finance.

[40]  Anne-Caroline Hüser,et al.  The Systemic Implications of Bail-In: A Multi-Layered Network Approach , 2017, Journal of Financial Stability.

[41]  R. Axtell,et al.  Endogenous Firm Dynamics and Labor Flows via Heterogeneous Agents , 2018 .

[42]  Rosemarie Nagel,et al.  Levels of Reasoning in Keynesian Beauty Contests: A Generative Framework , 2018 .

[43]  John Duffy,et al.  Heterogeneous Agent Modeling: Experimental Evidence , 2018 .

[44]  Bruce Edmonds,et al.  Different Modelling Purposes , 2019, Simulating Social Complexity.

[45]  R. Schmalensee,et al.  The design of environmental markets: What have we learned from experience with cap and trade? , 2017 .

[46]  J. Stiglitz.  Where Modern Macroeconomics Went Wrong , 2017 .

[47]  M. Gallegati,et al.  FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES , 2017, Macroeconomic Dynamics.

[48]  Jasmina Arifovic,et al.  Stabilizing Expectations at the Zero Lower Bound: Experimental Evidence , 2017 .

[49]  Bruce Edmonds,et al.  Simulating Social Complexity , 2017, Understanding Complex Systems.

[50]  J. Kukacka,et al.  Prospect Theory in the Heterogeneous Agent Model , 2016 .

[51]  Christoffer Kok,et al.  Multi-Layered Interbank Model For Assessing Systemic Risk , 2016, SSRN Electronic Journal.

[52]  R. Thaler.  Behavioral Economics: Past, Present and Future , 2016 .

[53]  T. Lux.  A model of the topology of the bank – firm credit network and its role as channel of contagion , 2016 .

[54]  Markus Strohmaier,et al.  Inferring Gender from Names on the Web: A Comparative Evaluation of Gender Detection Methods , 2016, WWW.

[55]  Stefan Thurner,et al.  Elimination of systemic risk in financial networks by means of a systemic risk transaction tax , 2014, 1401.8026.

[56]  F. Karimi,et al.  Cascades in Real Interbank Markets , 2013, 1310.1634.

[57]  Peter Winker,et al.  Complexity and model comparison in agent based modeling of financial markets , 2017 .

[58]  Matteo G. Richiardi,et al.  Bayesian Estimation of Agent-Based Models , 2017 .

[59]  Andrea Roventini,et al.  Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model , 2016 .

[60]  T. Lensberg,et al.  Fragmentation and Stability of Markets , 2015 .

[61]  Petter Holme,et al.  Modern temporal network theory: a colloquium , 2015, The European Physical Journal B.

[62]  G. Iori,et al.  The impact of reduced pre-trade transparency regimes on market quality , 2015 .

[63]  F. Bianchi,et al.  Agent‐based models in sociology , 2015 .

[64]  A. Grow,et al.  Assortative Mating and the Reversal of Gender Inequality in Education in Europe: An Agent-Based Model , 2015, PloS one.

[65]  S. Thurner,et al.  The multi-layer network nature of systemic risk and its implications for the costs of financial crises , 2015, 1505.04276.

[66]  William Rand,et al.  An Introduction to Agent-Based Modeling: Modeling Natural, Social, and Engineered Complex Systems with NetLogo , 2015 .

[67]  Monique Reid.  Inflation Expectations of the Inattentive General Public , 2015 .

[68]  Hans-Werner Wohltmann,et al.  The impact of Basel III on financial (in)stability: an agent-based credit network approach , 2015 .

[69]  Petter Holme,et al.  Simulating Irrational Human Behavior to Prevent Resource Depletion , 2015, PloS one.

[70]  Tae-Seok Jang.  Identification of Social Interaction Effects in Financial Data , 2015 .

[71]  Brian W. Rogers,et al.  The Economic Consequences of Social Network Structure , 2015 .

[72]  Alessandro Chessa,et al.  World Input-Output Network , 2014, PloS one.

[73]  Tomaso Aste,et al.  Correction: Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods , 2014, PloS one.

[74]  James Porter,et al.  Financial regulations and bank credit to the real economy , 2015 .

[75]  Matteo G. Richiardi,et al.  Estimation of ergodic agent-based models by simulated minimum distance , 2015 .

[76]  A. Wilhite.  Network structure, games, and agent dynamics , 2014 .

[77]  Friederike Wall,et al.  Agent-based modeling in managerial science: an illustrative survey and study , 2014, Review of Managerial Science.

[78]  Alain Barrat,et al.  Contact Patterns among High School Students , 2014, PloS one.

[79]  Christoph Aymanns,et al.  The Dynamics of the Leverage Cycle , 2014, 1407.5305.

[80]  Mario Paolucci,et al.  On agent-based modeling and computational social science , 2014, Front. Psychol..

[81]  M. C. Recchioni,et al.  A Calibration Procedure for Analyzing Stock Price Dynamics in an Agent-Based Framework , 2014 .

[82]  E. Vallino.  The Tragedy of the Park: an Agent-based Model of Endogenous and Exogenous Institutions for Forest Management , 2014 .

[83]  Stefan Thurner,et al.  To bail-out or to bail-in? Answers from an agent-based model , 2014, 1403.1548.

[84]  Leonardo Bargigli,et al.  Network Analysis and Calibration of the 'Leveraged Network-Based Financial Accelerator' , 2014 .

[85]  Giorgio Fagiolo,et al.  Fiscal and Monetary Policies in Complex Evolving Economies , 2014 .

[86]  Joshua M. Epstein,et al.  Agent_Zero: Toward Neurocognitive Foundations for Generative Social Science , 2014 .

[87]  Fabrizio Lillo,et al.  The multiplex structure of interbank networks , 2013, 1311.4798.

[88]  Mariam Kiran,et al.  Large-Scale Modeling of Economic Systems , 2013, Complex Syst..

[89]  Thomas G. Fischer,et al.  Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market , 2014 .

[90]  Cristopher Moore,et al.  Stability Analysis of Financial Contagion Due to Overlapping Portfolios , 2012, ArXiv.

[91]  M. Gallegati,et al.  Bank–firms topology in Italy , 2012 .

[92]  Gabriele Tedeschi,et al.  Systemic risk on different interbank network topologies , 2012 .

[93]  G. Caldarelli,et al.  DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk , 2012, Scientific Reports.

[94]  Thomas Lux,et al.  Estimation of an agent-based model of investor sentiment formation in financial markets , 2012 .

[95]  F. Westerhoff,et al.  Structural stochastic volatility in asset pricing dynamics: Estimation and model contest , 2012 .

[96]  Petter Holme,et al.  Threshold model of cascades in temporal networks , 2012, ArXiv.

[97]  Vladimír Gazda,et al.  Agent based model of a simple economy , 2012 .

[98]  Andreas Krause,et al.  Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk , 2012 .

[99]  Cars H. Hommes,et al.  Evolution of market heuristics , 2012, The Knowledge Engineering Review.

[100]  Li An,et al.  Modeling human decisions in coupled human and natural systems: Review of agent-based models , 2012 .

[101]  Mauro Gallegati,et al.  Reconstructing economics: Agent based models and complexity , 2012 .

[102]  DIME-DOGE.  MACROPRUDENTIAL POLICIES IN AN AGENT-BASED ARTIFICIAL ECONOMY , 2012 .

[103]  L. An,et al.  Modeling human decisions in coupled human and natural systems : Review of agent-based models , 2012 .

[104]  L. Poinsot.  Reconstructing Economics : Agent Based Models and Complexity , 2012 .

[105]  Co-Pierre Georg,et al.  The Effect of the Interbank Network Structure on Contagion and Common Shocks , 2013, SSRN Electronic Journal.

[106]  Thomas Lux,et al.  INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS , 2011, Macroeconomic Dynamics.

[107]  A. Lo,et al.  Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors , 2011 .

[108]  Vasco M. Carvalho,et al.  The Network Origins of Aggregate Fluctuations , 2011 .

[109]  F. Diebold,et al.  UNIVERSITY OF SOUTHERN CALIFORNIA Center for Applied Financial Economics (CAFE) On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms , 2011 .

[110]  Stefano Battiston,et al.  The Network of Global Corporate Control , 2011, PloS one.

[111]  F. Abergel,et al.  Econophysics review: II. Agent-based models , 2011 .

[112]  P. Howitt,et al.  Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis , 2011 .

[113]  Mauro Gallegati,et al.  Macroeconomics from the Bottom-up , 2011 .

[114]  Gerd Gigerenzer,et al.  Heuristic decision making. , 2011, Annual review of psychology.

[115]  Tara S. Behrend,et al.  The viability of crowdsourcing for survey research , 2011, Behavior research methods.

[116]  Kartik Anand,et al.  A Network Model of Financial System Resilience , 2011 .

[117]  Peter Hedström,et al.  Youth unemployment : A self-reinforcing process? , 2011 .

[118]  Linton C. Freeman,et al.  The Development of Social Network Analysis—with an Emphasis on Recent Events , 2011 .

[119]  Mauro Gallegati,et al.  The financial accelerator in an evolving credit network , 2010 .

[120]  O. François,et al.  Approximate Bayesian Computation (ABC) in practice. , 2010, Trends in ecology & evolution.

[121]  Andrew T. Crooks,et al.  Constructing and implementing an agent-based model of residential segregation through vector GIS , 2010, Int. J. Geogr. Inf. Sci..

[122]  Prasanna Gai,et al.  Contagion in financial networks , 2010, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[123]  Andrew W. Lo,et al.  Measuring Systemic Risk in the Finance and Insurance Sectors , 2010 .

[124]  J. Kleinberg,et al.  Networks, Crowds, and Markets , 2010 .

[125]  J. Kleinberg,et al.  Networks, Crowds, and Markets: Index , 2010 .

[126]  Andrew K. Prevost,et al.  Are interlocked directors effective monitors , 2009 .

[127]  Thomas Lux,et al.  Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey , 2009 .

[128]  John G. Matsusaka,et al.  When Are Outside Directors Effective? , 2009 .

[129]  A. Vespignani,et al.  Economic Networks: The New Challenges , 2009, Science.

[130]  Giorgio Fagiolo,et al.  World-trade web: topological properties, dynamics, and evolution. , 2008, Physical review. E, Statistical, nonlinear, and soft matter physics.

[131]  Simone Alfarano,et al.  Network structure and N-dependence in agent-based herding models , 2009 .

[132]  Arto Luoma,et al.  A naïve sticky information model of households’ inflation expectations , 2009 .

[133]  David Welch,et al.  Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems , 2009, Journal of The Royal Society Interface.

[134]  Herbert Dawid,et al.  EURACE: A massively parallel agent-based model of the European economy , 2008, Appl. Math. Comput..

[135]  Blake LeBaron,et al.  Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents , 2008 .

[136]  Thomas Lux,et al.  Stochastic behavioral asset pricing models and the stylized facts , 2008 .

[137]  Martin Rosvall,et al.  Maps of random walks on complex networks reveal community structure , 2007, Proceedings of the National Academy of Sciences.

[138]  Paolo Pellizzari,et al.  Some effects of transaction taxes under different microstructures , 2007 .

[139]  Paul Windrum,et al.  A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems , 2007 .

[140]  Jing Yang,et al.  Network Models and Financial Stability , 2007 .

[141]  Mark M. Tanaka,et al.  Sequential Monte Carlo without likelihoods , 2007, Proceedings of the National Academy of Sciences.

[142]  Matteo G. Richiardi,et al.  Exploring a New Expace: The Complementarities between Experimental Economics and Agent-Based Computational Economics , 2006 .

[143]  A. Ghoshray,et al.  Agent-Based Learning in 'Islands' with 'Sticky Information': An Explanation for the Persistence of Real Effects , 2006 .

[144]  Giorgio Fagiolo,et al.  Segregation in Networks , 2007 .

[145]  T. Aste,et al.  A tool for filtering information in complex systems. , 2005, Proceedings of the National Academy of Sciences of the United States of America.

[146]  John Duffy,et al.  Agent-Based Models and Human Subject Experiments , 2004 .

[147]  Giulia Iori,et al.  Systemic Risk on the Interbank Market , 2004 .

[148]  Aravind Srinivasan,et al.  Modelling disease outbreaks in realistic urban social networks , 2004, Nature.

[149]  S. Battiston,et al.  Statistical properties of corporate board and director networks , 2004 .

[150]  N. C. State,et al.  Stability Analysis , 2019, Converter-Interfaced Energy Storage Systems.

[151]  Blake LeBaron,et al.  Short-memory traders and their impact on group learning in financial markets , 2002, Proceedings of the National Academy of Sciences of the United States of America.

[152]  Duncan J Watts,et al.  A simple model of global cascades on random networks , 2002, Proceedings of the National Academy of Sciences of the United States of America.

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