An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies

Chiarella, C., & He, X.-Z. (2008). An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies. In Handbook on Information Technology in Finance (pp. 465–499). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-49487-4_20