Frank Westerhoff

Professor

University of Bamberg

Germany

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Frank Westerhoff is a Professor at the University of Bamberg, Germany. His research interests encompass complex systems, particularly focusing on weird quasiperiodic attractors, stock market dynamics, and agent-based economics. Recent publications include analyses of contagion effects in financial markets and the dynamics of foreign exchange markets through agent-based modeling.

Frank Westerhoff

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Articles (21)

On the emergence and properties of weird quasiperiodic attractors

Abundance of Weird Quasiperiodic Attractors in Piecewise Linear Discontinuous Maps

Contagious popular stories, stock market participation, and boom–bust cycles

On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points

Editorial – Special Issue on “Advancing Agent-Based Economics”

Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model

Bifurcation structures of a two-dimensional piecewise linear discontinuous map: analysis of a cobweb model with regime-switching expectations

Bifurcation structures of a two-dimensional piecewise linear discontinuous map: analysis of a cobweb model with regime-switching expectations (Apr, 10.1007/s11071-024-09545-4, 2024)

Fake News and Asset Price Dynamics

Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior

Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits

Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations

Production delays, supply distortions and endogenous price dynamics

A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures

A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures

Revisiting Paul de Grauwe's Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations

Causes of fragile stock market stability

Causes of fragile stock market stability

Production delays, technology choice and cyclical cobweb dynamics

Production delays, technology choice and cyclical cobweb dynamics

Speculative housing markets and rent control: insights from nonlinear economic dynamics

Collaborators (4)

Davide Radi

Noemi Schmitt

Sarah Mignot

Michael Neugart

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