Search Results - subject:"Agent-based finance"

The perfect bail-in : financing without banks using peer-to-peer lending

Polyzos, Efstathios; Samitas, Aristeidis; Rubbaniy, Ghulame - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3393-3412

Persistent link: https://www.econbiz.de/10014635335

Islamic banking, efficiency and societal welfare : a machine-learning, agent-based study

Polyzos, Efstathios; Samitas, Aristeidis; Syriopoulos, … - In: International journal of Islamic and Middle Eastern … 16 (2023) 4, pp. 777-801

Persistent link: https://www.econbiz.de/10014339970

Economic stimulus through bank regulation : government responses to the COVID-19 crisis

Polyzos, Efstathios; Samitas, Aristeidis; Kampouris, Ilias - In: Journal of international financial markets, … 75 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012820751

Who is unhappy for Brexit? : a machine-learning, agent-based study on financial instability

Polyzos, Efstathios; Samitas, Aristeidis; Katsaiti, … - In: International review of financial analysis 72 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012437347

A new predictive measure using agent-based behavioral finance

Feldman, Todd; Liu, Shuming - In: Computational economics 51 (2018) 4, pp. 941-959

Persistent link: https://www.econbiz.de/10011972204

Brexit and financial stability : an agent-based simulation

Samitas, Aristeidis; Polyzos, Efstathios; Siriopoulos, … - In: Economic modelling 69 (2018), pp. 181-192

Persistent link: https://www.econbiz.de/10012016150

Switching rates and the asymptotic behavior of herding models

Irle, Albrecht; Kauschke, Jonas; Lux, Thomas; … - 2010

Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the statistical regularities of financial returns. We review some of the relevant mathematical facts and show how they apply to agent-based herding models, with the...

Persistent link: https://www.econbiz.de/10010270768

SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS

IRLE, ALBRECHT; KAUSCHKE, JONAS; LUX, THOMAS; … - In: Advances in Complex Systems (ACS) 14 (2011) 03, pp. 359-376

Persistent link: https://www.econbiz.de/10009144120

Switching Rates and the Asymptotic Behavior of Herding Models

Irle, Albrecht; Kauschke, Jonas; Lux, Thomas; … - Institut für Weltwirtschaft (IfW) - 2010

Persistent link: https://www.econbiz.de/10008583487

Heterogeninių besimokančių agentų sąveika pagrįstas imitacinis akcijų rinkos modeliavimas

Ramanauskas, Tomas - 2010

Šio tyrimo objektas yra akcijų rinka, kuri suvokiama kaip kompleksinė sistema, sudaryta iš bazinių elementų (vertybinių popierių, prekybos infrastruktūros ir atomistinių heterogeninių investuotojų) ir procesų (prognozavimo, investicinių sprendimų priėmimo, finansinių sąskaitų...

Persistent link: https://www.econbiz.de/10009478578