We propose the systemic risk beta as a measure for financial companies’ contribution to systemic risk given network interdependence between firms’ tail risk exposures. Conditional on statistically pre-identified network spillover effects and market and balance sheet information, we define...

Companies making large investments in information systems anticipate positive impacts on their organisation. Measuring information systems effectiveness or success has been an important criterion for practitioners and researchers in justifying the associated investment, both pre- and...

Twenty-five years ago, the International Institute of Forecasters was established “to bridge the gap between theory and practice.” Its primary vehicle was the Journal of Forecasting and is now the International Journal of Forecasting. The Institute emphasizes empirical comparisons of...

The current study presents the NormSim Agent-Based Model in MASON. NormSimconducts a computational analysis of the International Relations theory of constructivism.NormSim explores the metastable dynamics of norms through the interactions ofheterogeneous agents embedded within a complex social...

The purpose of this project is to examine the benefits of basing economic analysisof accident law on the notion that individuals form a spontaneous order as they respondto the institution of tort law, each other, and their environment. Furthermore, I examinethe efficacy of agent-based modeling...

Post-Cold War military conflicts have highlighted the need for a flexible, agile joint force responsive to emerging crises around the globe. The 2005 Joint Capabilities Integration and Development System (JCIDS) acquisition policy document mandates a shift away from stove-piped threat-based...

This dissertation presents a prototype model and methodology for validating a simpleagent-based model against the basic Hotelling monopoly model and a few basic extensions.Hotelling's Rule identi es the expected behavior of a market for a nonrenewable resource.The statement is simple - marginal...

This dissertation focuses on the effects of public intervention on the future-orientation of an economy by implementing an agent-based model designed to provide insight on certain causalities between the public sector and the innovativeness of an economy which can be inferred following the...

Litchi is an important crop in the mountainous part of northern Thailand yet its profitability has declined during the last 15 years. The replacement of litchi fruit orchards for seasonal flowers and vegetables has external costs related to increased levels of soil erosion, pesticides, and...