Forecast of business performance using an agent-based model and its application to a decision tree Monte Carlo business valuation

The stochastic-agent-on-tree method for business valuation is proposed by applying the game theory to the agent-based model. The proposed method is reduced to the real option valuation method using approximations. Demand forecasting and business valuation for computer-related industries are investigated as a case study.

MoreLess

Year of publication:	2004
Authors:	Ikeda, Y. ; Kubo, O. ; Kobayashi, Y.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 344.2004, 1, p. 87-94
Publisher:	Elsevier
Subject:	Particle dynamics \| Decision theory and game theory \| Stochastic analysis methods (Fokker–Planck \| Monte Carlo methods \| Classical statistical mechanics \| Brownian motion

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010591739