Nonlinear Dynamics and Heterogeneous Interacting Agents

Cover -- Preface -- Table of Contents -- Part I Learning in Computational and Laboratory Experiments -- The Implementation of the Turing Tournament: A Report -- Expectations Structure in Asset Pricing Experiments -- Learning in a "Basket of Crabs": An Agent-Based Computational Model of Repeated Conservation Auctions -- On the Benefit of Additional Information in Markets with Heterogeneously Informed Agents - an Experimental Study -- Part II Games and Strategic Interactions -- Crowd Effects in Competitive, Multi-Agent Populations and Networks -- Local Minority Game and Emergence of Efficient Dynamic Order -- Agents with Heterogeneous Strategies Interacting in a Spatial IPD -- Complexity Leads to Benefits: Pareto-Improving Chaos in a Heterogeneous Duopoly Market -- Part III Innovation, Networks and Learning Dynamics -- On Novelty and Heterogeneity -- 'Collective Innovation' in a Model of Network Formation with Preferential Meeting -- Population Learning in Random Games with Endogenous Network Formation -- Growth and Coalition Formation -- The Topology of Shareholding Networks -- Part IV Statistical Physics Approaches -- A New Model of Labor Dynamics: Ultrametrics, Okun's Law, and Transient Dynamics -- A Finitary Characterization of the Ewens Sampling Formula -- Statistical Properties of Absolute Log-Returns and a Stochastic Model of Stock Markets with Heterogeneous Agents -- Part V Asset Price Dynamics -- Asset Price Dynamics and Diversification with Heterogeneous Agents -- An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects -- The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approach -- Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand -- Fraudulent Agents in an Artificial Financial Market.