Research

Research Fields: Learning and Adaptation, Experimental Economics, Macroeconomics, Monetary Economics, Evolutionary Game Theory, Computational Mechanism Design

Working Papers

Individual Evolutionary Learning, Other-Regarding Preferences, and the Voluntary Contributions Mechanism, (with John Ledyard), manuscript, December 2010, pdf file

Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full and Limited Information, joint with M. Anufriev, J. Ledyard and V. Panchenko, manuscript, December 2010, pdf file

Social Learning and Monetary Policy Rules, (with Jim Bullard and Olena Kostyshyna), manuscript, December 2010, pdf file

Ethnic Identity and Discrimination among Children, (with J. Friesen, A Ludwig, S. Wright L. Giamo and G. Baray), manuscript, January, 2011, pdf file

Bank Runs as Pure Coordination Failures: Experimental Evidence and Endogenous Evolutionary Learning, (joint with J.H. Jiang and Y. Xu), mauscript, April 2010, pdf file

Currency Crisis: Evolution of Beliefs, Experiments with Human Subjects and Real World Data, (with Michael Maschek)manuscript, July , 2006; text: pdf file; experimental instructions: pdf file

Publications

A Behavioural Model for Mechanism Design: Individual Evolutionary Learning, (with John Ledyard), Journal of Economic Behavior and Organization, forthcoming, pdf file

Individual Evolutionary Learning with Many Agents (joint with J. Ledyard), Knowledge Engineering Review, forthcoming, pdf file

Learning Benevolent Leadership in a Heterogeneous Agents Economy, (with H. Dawid, C. Deissenberg and O. Kostyshyna), Journal of Economic Dynamics and Control, 34, 1768-1790, 2010, pdf file

Social Learning in a Model of Adverse Selection, in D. West, G. Dow and A. Eckert (eds.), Industrial Organization, Trade and Social Interaction: Essays in Honour of B. Curtis, Eaton, University of Toronto Press, 2010.

Learning by Doing vs. Learning from Others in a Principal-Agent Model, (with Alex Karaivanov), Journal of Economic Dynamics and Control, 34, 1967-1992, 2010, pdf file

Call Market Book Information and Efficiency, (with John Ledyard), Journal of Economic Dynamics and Control, 31, 1971-2000, 2007, pdf file

Revisiting Individual Evolutionary Learning in the Cobweb Model - An Illustration of the Virtual Spite Effect, (with Michael Maschek), Computational Economics, 28, 333-354, 2006, pdf file

An Initial Implementation of the Turing Tournament to Learning in Repeated Two Person Games, (with Richard McKelvey and Svetlana Pevnitskaya), Games and Economic Behavior, 57, 93-122, 2006 pdf file

Scaling Up Learning Models in Public Good Games, (with John Ledyard), Journal of Public Economic Theory, 6, 205 - 238, 2004 pdf file

Heterogeneity and Evolution of Expectations in a Model of Currency Crisis, (with Paul Masson), Nonlinear Dynamics, Psychology and Life Sciences, 2003 pdf file

The Implementation of the Turing Tournament: A Report, , Proceedings of the 8th Annual Workshop on Economics with Heterogeneous Interacting Agents forthcoming, 2004, 2003 pdf file

Information and Dynamics: Sequences of Call Markets, (with John Ledyard), Information Systems and Frontiers, 5, 2003, 39 - 47.

Experiments with human subjects in a Kydland-Prescott Phillips curve economy, (with Thomas Sargent), D. Altig and B. Smith (eds.), The Origins and Evolution of Central Banking}: Volume to inaugurate the Institute on Central Banking of the Federal Reserve Bank of Cleveland Cambridge University Press, 2003, pp 23 - 56 ps file , pdf file

Using Genetic Algorithm to Select Architecture of a Feedforward Neural Network, (with Ramazan Gencay), Physica, 289, 2001, 574-594

Performance of Rational and Boundedly Rational Agents in a Model with Persistent Exchange Rate Volatility, Macroeconomic Dynamics, 5, 2001, 204-224, pdf file

Evolutionary Dynamics of the Transitions Across the Nash equilibria of a Tacit Coordination Game, European Journal of Economic and Social Systems, 15, 2001,109-129, pdf file

Evolutionary Algorithms in Macroeconomic Models, Macroeconomic Dynamics, 4, 2000, 373-414, pdf file

Evolutionary Dynamics of Currency Substitution, Journal of Economic Dynamics and Control, 25, 2001, 395-417 pdf file

Exchange Rate Volatility in the Artificial Foreign Exchange Market, a book chapter in Evolutionary Computation in Economics and Finance, to be published by Springer-Verlag., pdf file

Statistical Properties of Genetic Algorithm Learning in Macroeconomic Models, (with Ramazan Gencay), Journal of Economic Dynamics and Control, 24, 2000: 981-1005 pdf file

Inflationary Deficit Financing in an Open Economy: Evolutionary Dynamics, The Santa Fe Institute Working Papers Series

Statistical Properties of Genetic Algorithm Learning in Macroeconomic Models, (with Ramazan Gencay), Journal of Economic Dynamics and Control, 24, 2000: 981-1005 pdf file

Evolution of Communication in a Sender/Receiver Game of Common Interest with Cheap Talk, (with Curits Eaton), Journal of Economic Dynamics and Control, 22: 1187-1207

Stability of Equilibria under Genetic Algorithm Adaptation: an Analysis, Macroeconomic Dynamics, 2: 1-22, 1998

The Transition from Stagnation to Growth: An Adaptive Learning Approach, (with James Bullard and John Duffy), Journal of Economic Growth, 2:185-209, 1997

The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies, Journal of Political Economy, 104:510-541, 1996

Strategic Uncertainty and the Genetic Algorithm Adaptation, Advances in Computational Economics, eds. Hans Amman, Berc Rustem and Andrew Whinston, Kluwer Publishers, 1996

Drift and Selective Imitation, (with Curtis Eaton and Bill Morrison) Proceedings of the Second International Conference on Evolutionary Programming, San Diego CA, 1996

Genetic Algorithms and Inflationary Economies, Journal of Monetary Economics, 36: 219-243, 1995

Coordination via Genetic Learning, (with Curtis Eaton) Computational Economics, 8: 181-203, 1995

Genetic Algorithm and the Cobweb Model, Journal of Economic Dynamics and Control, 18: 3-28, 1994

Department of Economics; Simon Fraser University; Burnaby, BC V5A 1S6; Canada
: Phone: 778 782 56 03; Fax: 778 782 59 44; Email: arifovic@sfu.ca