搜索结果: 1-15 共查到“经济学 agent”相关记录30条 . 查询时间(0.104 秒)
Agent-based Model Construction in Financial Economic System
artificial stock market agent based model statistical facts of stock market
2015/7/30
The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic post-statistical-data and micro-simulation a...
Multitask Principal-Agent Analyses:Incentive Contracts,Asset Ownership and Job Design
Multitask Principal-Agent Analyses Incentive Contracts Asset Ownership Job Design
2015/7/21
Multitask Principal-Agent Analyses:Incentive Contracts,Asset Ownership and Job Design.
Electric Power Market Modeling with Multi-Agent Reinforcement Learning
Electric Power Market Modeling Multi-Agent Reinforcement Learning
2014/10/22
Agent-based modeling (ABM) is a relatively new tool for use in electric power market research. At heart are software agents representing real-world stakeholders in the industry: utilities, power produ...
Agent Based Modeling of Electronic Markets To Analyze the Sustainability of Mutual Cooperation
Agent Based Modeling Electronic Markets Analyze the Sustainability
2014/10/22
According to game theory, a dominant strategy of Prisoner’s Dilemma game is defecting (Epstein, 1997). Online trading between two strangers falls in the realm of a Prisoner’s Dilemma (Yamamoto et al, ...
A Large-Scale Agent-Based Model of Taxpayer Reporting Compliance
Tax compliance tax gap agent-based modeling Repast MASON.
2014/8/8
This paper describes the development of the Individual Reporting Compliance Model (IRCM), an agent-based model for simulating tax reporting compliance in a community of 85,000 U.S. taxpayers. Design f...
Human Development Dynamics: An Agent Based Simulation of Social Systems and Heterogeneous Evolutionary Games
Economic Development Cultural Shift Democratization Game Theory Agent Based Model System Dynamics
2014/8/8
Combining a system dynamics and agent based modeling approach, we formalize a simulation framework of the Human Development (HD) perspective. We first capture the core logic of HD theory in a asymmet...
Performance Evaluation for Pull-Type Supply Chains Using an Agent-Based Approach
Supply Chain Management Pull Type Supply Chain Model Make-to-Plan Agent Technology Simulation
2013/2/19
The business world changes rapidly and customers’ demands are more varied than before, traditional push system which takes actions based on anticipated requirements and uses forecast to determine the ...
A multi-agent nonlinear Markov model of the order book
A multi-agent nonlinear Markov model order book
2012/9/14
We introduce and treat rigorously a new multi-agent model of the limit order book. Our model is designed to explain a behavior of the market when new information a ecting the market arrives. Our model...
An Agent-based Model of the Nasdaq Stock Market: Historic Validation and Future Directions.
Nasdaq Stock Market Historic Validation
2014/8/8
This paper presents an agent-based model of a dealer-mediated
market, similar to Nasdaq
1
. We outline the overall model and represen-
tation of the market rules and order handling infrastructure,...
Microscopic understanding of heavy-tailed return distributions in an agent-based model
Microscopic understanding of heavy-tailed return distributions agent-based model
2012/9/14
The distribution of returns in nancial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby ...
On the role of backauditing for tax evasion in an agent-based Econophysics model
backauditing tax evasion agent-based Econophysics
2012/9/14
We investigate an inhomogeneous Ising model in the context of tax evasion dynamics where dif-ferent types of agents are parametrized via local temperatures and magnetic fields. In particular, we analy...
Agent's Strategic Behavior and Risk Sharing Inefficiency
Optimal risk sharing equilibrium pricing risk sharing games formation of financial markets Nash equilibrium in risk sharing oligopoly nancial markets.
2012/9/14
We consider the market ofn nancial agents who aim to increase their expected utilities by sharing their random incomes. Given the optimal sharing rules,we address the situation where agents do not sha...
Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment
heterogeneous agent model behavioural nance herding overcon dence market sentiment stock market crash
2012/6/5
The main aim of this work is to incorporate selected findings from behavioural finance into a Heterogeneous Agent Model using the Brock and Hommes (1998) framework. In particular, we analyse the dynam...
The Puzzle of the Diffusion of Central-Bank Independence Reforms: Insights from an Agent-Based Simulation
Agent-based modeling Central banks Diffusion Kingdon
2011/9/24
The emergence of an ever-widening sphere of global public policy is a new reality in a world characterized by the blurring of boundaries between the national and the global; by flows of ideas, people,...