4.2 Article

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

期刊

JOURNAL OF ECONOMIC DYNAMICS & CONTROL
卷 33, 期 1, 页码 78-92

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ELSEVIER
DOI: 10.1016/j.jedc.2008.05.003

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Herding; Networks; Mean-field approach; N-dependence

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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. (c) 2008 Elsevier B.V. All rights reserved.

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