Narrow search
Showing 1 - 10 of 226
Cover Image
A regression-based calibration method for agent-based models
Chen, Siyan; Desiderio, Saul - In: Computational economics 59 (2022) 2, pp. 687-700
Persistent link: https://www.econbiz.de/10013169034
Cover Image
Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting
Maciel, Leandro; Gomide, Fernando; Ballini, Rosangela - In: Computational economics 48 (2016) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10011712504
Cover Image
Nonparametric regression using clusters
Vinod, Hrishikesh D.; Viole, Fred - In: Computational economics 52 (2018) 4, pp. 1317-1334
Persistent link: https://www.econbiz.de/10012053357
Cover Image
Calibration of agent-based models by means of meta-modeling and nonparametric regression
Chen, Siyan; Desiderio, Saul - In: Computational economics 60 (2022) 4, pp. 1457-1478
Persistent link: https://www.econbiz.de/10013447465
Cover Image
Optimization of asset allocation and liquidation time in investment decisions with var as a risk measure
Xu, Chunhui; Ye, Yinyu - In: Computational economics 64 (2024) 1, pp. 551-577
Persistent link: https://www.econbiz.de/10015078045
Cover Image
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià; Cristobal-Fransi, Eduard; Vintrò, Carla; … - In: Computational economics 61 (2023) 1, pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Cover Image
Analysing DSGE models with global sensitivity analysis
Ratto, Marco - In: Computational economics 31 (2008) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10003685959
Cover Image
Game theoretic modeling of economic systems and the European debt crisis
Welburn, Jonathan William; Hausken, Kjell - In: Computational economics 49 (2017) 2, pp. 177-226
Persistent link: https://www.econbiz.de/10011757572
Cover Image
Crises beyond belief : findings on contagion, the role of beliefs, and the Eurozone debt crisis from a borrower-lender game
Welburn, Jonathan William - In: Computational economics 56 (2020) 2, pp. 263-317
Persistent link: https://www.econbiz.de/10012272031
Cover Image
Identification in models with discrete variables
Lafférs, Lukáš - In: Computational economics 53 (2019) 2, pp. 657-696
Persistent link: https://www.econbiz.de/10012134840