Dr. Noemi Schmitt

Akademische Rätin (a.Z.)  

Otto-Friedrich-Universität Bamberg
Lehrstuhl für VWL, insb. Wirtschaftspolitik
Feldkirchenstr. 21                                                 
96045 Bamberg

Raum: F21/02.03b
Tel.: [+49] (951) 863-2748
E-Mail: noemi.schmitt(at)uni-bamberg.de

Sprechstunde: Mittwoch, 13:00 - 14:00 Uhr, Donnerstag (Mathematica), 12:00 - 14:00 Uhr

Curriculum Vitae(435.5 KB)

Research Interests

  • Agent-based modeling, dynamics of financial markets and market interactions.
  • Nonlinear dynamics, heterogeneous agents, bounded rationality and market instabilities.

Publications

Working Papers

  • Dieci, R., Schmitt, N. and Westerhoff, F. (2018): Steady states, stability and bifurcations in multi-asset market models. Working Paper, University of Bamberg.
  • Schmitt, N. (2018): Heterogeneous expectations and asset price dynamics. BERG Working Paper No. 134, University of Bamberg.

Work in Progress

  • Schmitt, N. and Westerhoff, F.: Trend followers, contrarians and fundamentalists: explaining the dynamics of financial markets.
  • Martin, C., Schmitt, N. and Westerhoff, F.: Housing markets, expectation formation and interest rates.
  • Blaurock, I., Schmitt, N. and Westerhoff, F.: Modeling and estimating behavioral heterogeneity in financial markets.
  • Dieci, R., Schmitt, N. and Westerhoff, F.: Understanding the complex interplay between multiple asset markets: a simple evolutionary approach. 
  • Blaurock, I., Schmitt, N. and Westerhoff, F.: A medium-scale agent-based financial market model: explaining the dynamics of financial markets.