Economic and social systems

1. Expectation dynamics and economic rationality

Luu, Hoang Duc and Jürgen Jost: How rough path lifts affect expected return and volatility : a rough model under transaction cost

In: SIAM journal on financial mathematics, Vol. not yet known, pp. not yet known

MIS-Preprint: 101/2019

Ehrig, Timo ; Katsikopoulos, Konstantinos ; Jost, Jürgen and Gerd Gigerenzer: An exploratory study of heuristics for anticipating prices

In: Management decision, 59 (2021) 7, p. 1750-1761

[DOI] [FREELINK]

Tuckett, David ; Smith, Lenny ; Gigerenzer, Gerd and Jürgen Jost: To make good decisions under uncertainty, decision-makers must act creatively to avoid paralysis, while recognizing the possibility of failure

[FREELINK]

Oikonomou, Vasilis K. and Jürgen Jost: Periodic strategies II : generalizations and extensions

In: Advances in complex systems, 23 (2020) 2, 2050005

[DOI] [ARXIV]

Jost, Jürgen and Timo Ehrig: Boundedly rational strategic interaction and the interplay between complexity and simplification : implications for strategy science

MIS-Preprint: 97/2019

Ehrig, Timo ; Jost, Jürgen and Massimo Warglien: A formal framework for strategic representations and conceptual reorganization

In: Academy of management annual meeting proceedings, 2014 (2014) 1, 14032

[DOI]

Ehrig, Timo and Jürgen Jost: Reflexive expectation formation

In: American Economic Association Meeting 2012 ; Hyatt Regency, Acapulco

Nashville, TN : American Economic Association, 2012

[FREELINK]

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Ehrig, Timo and Jürgen Jost: Strategic rational expectations : towards a theory of the coordination of expectations

[FREELINK]

2. Game theory

Topics

Quantal response equilibria
population games

Luu, Hoang Duc ; Tran, Tat Dat and Jürgen Jost: Ergodicity of scalar stochastic differential equations with Hölder continuous coeffcients

In: Stochastic processes and their applications, 128 (2018) 10, p. 3253-3272

MIS-Preprint: 58/2016 [DOI] [ARXIV]

Oikonomou, Vasilis K. and Jürgen Jost: Periodic strategies : a new solution concept and an algorithm for non-trivial strategic form games

In: Advances in complex systems, 21 (2018) 1, 1750009

[DOI] [ARXIV]

Ehrig, Timo ; Jost, Jürgen and Rosemarie Nagel: Bidding with coordination risks

MIS-Preprint: 38/2017

Bertschinger, Nils ; Wolpert, David ; Olbrich, Eckehard and Jürgen Jost: Value of information in noncooperative games

[ARXIV]

Oikonomou, Vasilis K. and Jürgen Jost: Periodic strategies and rationalizability in perfect information 2-player strategic form games

In: Journal of physics / Conference series, 410 (2013), 012070

MIS-Preprint: 62/2013 [DOI] [ARXIV]

Jost, Jürgen and Wei Li: Randomness, heterogeneity and population dynamics

MIS-Preprint: 14/2013

Wolpert, David ; Harré, Michael ; Olbrich, Eckehard ; Bertschinger, Nils and Jürgen Jost: Hysteresis effects of changing the parameters of noncooperative games

In: Physical review / E, 85 (2012) 3, 036102

[DOI] [ARXIV]

Jost, Jürgen and Wei Li: Learning, evolution and population dynamics

In: Advances in complex systems, 11 (2008) 6, p. 901-926

MIS-Preprint: 68/2010 [DOI]

Jost, Jürgen and Wei Li: Individual strategies in complementarity games and population dynamics

In: Physica / A, 345 (2005) 1/2, p. 245-266

[DOI]

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3. Social systems

Topics

Emergence of institutions
differentiation
communication

Ramirez, Maria Alejandra ; Smerlak, Matteo ; Traulsen, Arne and Jürgen Jost: Diversity enables the jump towards cooperation for the Traveler's Dilemma

In: Scientific reports, 13 (2023), 1441

MIS-Preprint: 30/2022 [DOI] [ARXIV]

Helbing, Dirk ; Lane, David and Jürgen Jost: Social systems and complexity [Editorial]

In: Advances in complex systems, 11 (2008) 4, p. 485-486

[DOI]

Jost, Jürgen and Eckehard Olbrich: Luhmanns Gesellschaftstheorie : Anregung und Herausforderung für eine allgemeine Theorie komplexer Systeme

In: Soziale Systeme, 13 (2007) 1/2, p. 46-57

[DOI]

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Jost, Jürgen ; Bertschinger, Nils ; Olbrich, Eckehard ; Ay, Nihat and Sidney Frankel: An information theoretic approach to system differentiation on the basis of statistical dependencies between subsystems

In: Physica / A, 378 (2007) 1, p. 1-10

[DOI]

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Jost, Jürgen: Formal aspects of the emergence of institutions

In: Structure and dynamics : eJournal of anthropological and related sciences, 1 (2005) 1, 6

[FREELINK]

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