Network structure and N-dependence in agent-based herding models

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2009
Volume: 33
Issue: 1
Pages: 78-92

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We derive microscopic foundations for a well-known probabilistic herding model in the agent-based finance literature. While the model is quite robust with respect to behavioral heterogeneity, the network structure describing the very feasibility of agent interaction turns out to have a crucial and non-trivial impact on the macroscopic properties of the model.

Technical Details

RePEc Handle
repec:eee:dyncon:v:33:y:2009:i:1:p:78-92
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24