Thomas Lux & Stefan Reitz 
Nonlinear Dynamics and Heterogeneous Interacting Agents [PDF ebook] 

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.- 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.- 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.- 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.- 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.