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  • Search: subject:"agent‐based models"
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Year of publication
Subject
All
Agentenbasierte Modellierung 272 Agent-based modeling 269 Agent-based models 218 Theorie 189 agent-based models 183 Theory 180 Simulation 74 Agent-Based Models 52 Agent based models 50 Finanzmarkt 42 Financial market 40 agent based models 35 Volatility 27 Volatilität 27 Climate change 24 Agent Based Models 21 Börsenkurs 21 Financial crisis 21 Finanzkrise 21 Geldpolitik 21 Wirkungsanalyse 21 Impact assessment 20 Monetary policy 20 Share price 20 Klimawandel 19 Market microstructure 19 Climate protection 18 Innovation 18 Klimaschutz 18 Marktmikrostruktur 18 monetary policy 18 Forecasting model 17 Prognoseverfahren 17 Wertpapierhandel 15 Agent-based Models 14 Complex systems 14 Securities trading 14 Evolutionsökonomik 13 Learning process 13 Lernprozess 13
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Online availability
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Free 359 Undetermined 204 CC license 6
Type of publication
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Book / Working Paper 321 Article 303 Other 3
Type of publication (narrower categories)
All
Working Paper 184 Article in journal 163 Aufsatz in Zeitschrift 163 Graue Literatur 107 Non-commercial literature 107 Arbeitspapier 97 Article 14 Conference paper 5 Konferenzbeitrag 5 Hochschulschrift 4 Conference Paper 2 Thesis 2 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Collection of articles written by one author 1 Congress Report 1 Research Report 1 Sammlung 1 research-article 1
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Language
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English 421 Undetermined 192 Portuguese 4 French 3 Spanish 3 German 2 Italian 1 Romanian 1
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Author
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Roventini, Andrea 83 Napoletano, Mauro 50 Dosi, Giovanni 37 Fagiolo, Giorgio 29 Turco, Enrico 17 Delli Gatti, Domenico 16 Lamperti, Francesco 16 Lux, Thomas 16 Grazzini, Jakob 15 Virgillito, Maria Enrica 14 Bazzana, Davide 13 Ciola, Emanuele 13 Vergalli, Sergio 13 Gallegati, Mauro 12 Russo, Emanuele 12 Gaffard, Jean-Luc 11 Friedman, Daniel 10 Moneta, Alessio 10 Pellizzari, Paolo 10 Pereira, Marcelo C. 10 Reissl, Severin 10 Rizzati, Massimiliano 10 Barde, Sylvain 9 Desiderio, Saul 9 Guerini, Mattia 9 Leal, Sandrine Jacob 9 Sapio, Alessandro 9 Tedeschi, Gabriele 9 Biondo, Alessio Emanuele 8 Chen, Siyan 8 Fioretti, Guido 8 Palagi, Elisa 8 Pereira, Marcelo de Carvalho 8 Popoyan, Lilit 8 Recchioni, Maria Cristina 8 Reitz, Stefan 7 Stadtmann, Georg 7 Bassi, Federico 6 Bouchaud, Jean-Philippe 6 Fierro, Luca E. 6
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Institution
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Society for Computational Economics - SCE 10 EconWPA 8 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 ISEG - School of Economics and Management, Department of Economics, University of Lisbon 5 Institut für Weltwirtschaft (IfW) 5 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 5 Collegio Carlo Alberto, Università degli Studi di Torino 4 Sciences économiques, Sciences Po 4 Department of Economics, University of Massachusetts-Amherst 3 Dipartimento di Economia, Università Ca' Foscari Venezia 3 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 3 Dipartimento di Scienze Economiche, Facoltà di Economia 3 HAL 3 Cowles Foundation for Research in Economics, Yale University 2 Departament d'Economia, Universitat Jaume I 2 Economics Department, University of California-Santa Cruz (UCSC) 2 European Regional Science Association 2 Facoltà di Economia, Università degli Studi di Parma 2 Finance Discipline Group, Business School 2 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 Oesterreichische Nationalbank 2 Área de Entorno Económico, Instituto de Empresa 2 "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi 1 Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre 1 COMISEF 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre de recherche en Économie (OFCE), Sciences économiques 1 Centrum für angewandte Wirtschaftsforschung, Wirtschaftswissenschaftliche Fakultät 1 Christian-Albrechts-Universität zu Kiel 1 Department für Agrarökonomie, Humboldt-Universität Berlin 1 Department of Applied Economics, Utah State University 1 Department of Economics, Davidson College 1 Department of Economics, New School for Social Research 1 Department of Economics, Ryerson University 1 Department of Economics, School of Business 1 Department of Economics, Sciences économiques 1 Department of Economics, Trinity College 1 Dipartimento di Economia e Diritto, Facoltà di Economia 1 Dipartimento di Management, Università Ca' Foscari Venezia 1 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 1
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Published in...
All
LEM Working Paper Series 35 LEM working paper series 33 Physica A: Statistical Mechanics and its Applications 31 Journal of economic dynamics & control 19 Journal of Artificial Societies and Social Simulation 18 Working Paper 16 Journal of economic behavior & organization : JEBO 14 Advances in Complex Systems (ACS) 9 Journal of economic interaction and coordination 9 Working paper 9 Computational economics 8 Computational Economics 7 Journal of economic interaction and coordination : JEIC 7 Sciences Po OFCE working paper 7 Economics : the open-access, open-assessment e-journal 6 Economics: The Open-Access, Open-Assessment E-Journal 6 Journal of evolutionary economics 6 MPRA Paper 6 Economics Discussion Papers 5 Handbook of computational economics : Volume 4: Heterogeneous agent modeling 5 LEM Papers Series 5 Revue de l'OFCE 5 Working Papers Department of Economics 5 Working paper / OFCE 5 BERG Working Paper Series 4 CESifo Working Paper 4 CESifo working papers 4 Computational and mathematical organization theory 4 Economics : the open-access, open-assessment journal 4 Journal of evolutionary economics : JEE 4 Kiel Working Paper 4 Kiel Working Papers 4 LABORatorio R. Revelli Working Papers Series 4 Sciences Po publications 4 The journal of network theory in finance 4 Computing in Economics and Finance 2003 3 Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics 3 Handbook of computational economics : volume 2, Agent-based computational economics 3 Italian economic journal 3 Journal of Conflict Resolution 3
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Source
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ECONIS (ZBW) 281 RePEc 235 EconStor 104 BASE 6 Other ZBW resources 1
Showing 411 - 420 of 627
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THE CURRENT MACROECONOMIC CRISIS
Gibson, Bill - Department of Economics, University of Massachusetts-Amherst - 2008
contributed to the evolution of economic practice. It is argued that agent-based models might provide a platform for an …�c method has recently contributed to the evolution of economic practice. It is argue that agent-based models might provide a … that macroeconomics can be rescued by way of agent-based models. These models require no ex ante aggregation and provide a …
Persistent link: https://www.econbiz.de/10005533183
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Humans, Robots and Market Crashes: A Laboratory Study ∗
Feldman, Todd; Friedman, Daniel - Economics Department, University of California-Santa … - 2008
We introduce human traders into an agent based ï¬nancial market simulation prone to bubbles and crashes. We ï¬nd that human traders earn lower proï¬ts overall than do the simulated agents (“robotsâ€) but earn higher proï¬ts in the most crash-intensive periods. Inexperienced...
Persistent link: https://www.econbiz.de/10011130597
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Bubblesandcrashes:Gradientdynamicsinï¬nancial markets
Friedman, Daniel; Abraham, Ralph - Economics Department, University of California-Santa … - 2008
Fund managers respond to the payoff gradient by continuously adjusting leverage in our analytic and simulation models. The base model has a stable equilibrium with classic properties. However, bubbles and crashes occur in extended models incorporating an endogenous market risk premium based on...
Persistent link: https://www.econbiz.de/10010843053
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Compétition pour les paiements : une titanomachie revisitée par la modélisation multi-agents
Deungoue, Sandra - Groupe d'Analyse et de Théorie Économique Lyon … - 2008
The main purpose of this paper is to study the economics of interchange fee in payment card association. The different arrangements for interchange fees and the nosurcharge rule lower the level of competition intensity that would otherwise have occurred and push interchange fees up. In many...
Persistent link: https://www.econbiz.de/10005086284
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Individual Contacts, Collective Patterns. Prato 1975-97, a story of interactions.
Fioretti, Guido - Volkswirtschaftliche Fakultät, … - 2008
This article presents an agent-based model (ABM) of an Italian textile district where thousands of small firms specialize in particular phases of fabrics production. It is an empirical model because it reconstructs the communications between firms when they arrange production chains. In their...
Persistent link: https://www.econbiz.de/10005835655
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Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach
Klein, A.; Urbig, D.; Kirn, S. - Volkswirtschaftliche Fakultät, … - 2008
other agent-based models. Such kinds of models have a rather complex dependency between micro and macro parameters that have … field is a new method for indirectly estimating time-varying micro-parameters of highly complex agent-based models at high …]). Recent approaches in directly estimating agent-based models are restricted to simpler models, make simplifying assumptions on …
Persistent link: https://www.econbiz.de/10005835845
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On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms
Fagiolo, Giorgio; Roventini, Andrea - Dipartimento di Scienze Economiche, Facoltà di Economia - 2008
In the last years, a number of contributions has argued that monetary - and, more generally, economic - policy is finally becoming more of a science. According to these authors, policy rules implemented by central banks are nowadays well supported by a theoretical framework (the New Neoclassical...
Persistent link: https://www.econbiz.de/10008553015
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KEYNESIAN AND NEOCLASSICAL CLOSURES IN AN AGENT-BASED CONTEXT
Gibson, Bill - Department of Economics, University of Massachusetts-Amherst - 2008
://people.umass.edu/wgibson. Key words and phrases. Agent-based models, multi-agent systems, macroeconomic closure. Prepared for a conference on 70 … et al., 2007). Agent-based models are characterized by emergent properties that are not generally possible to anticipate … neoclassical models. A concluding section argues that while agent-based models incorporate im- portant elements from both …
Persistent link: https://www.econbiz.de/10005342588
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HOW DO COMMUNICATION STRUCTURES SHAPE THE PROCESS OF KNOWLEDGE TRANSFER? - AN AGENT-BASED MODEL
Guechtouli, Widad - HAL - 2008
specifically compare two types of communication structures (through face-to-face interactions and through a forum) by using agent-based … models. Results show that each structure has a different impact on individual learning and knowledge transfer. Though …
Persistent link: https://www.econbiz.de/10008793779
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Multi-agent-based macroeconomic modelling
Karajz, Sándor - In: Theory, methodology, practice 15 (2019) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10012317812
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