Showing 1 - 10 of 11
<title>Abstract</title> In this paper we propose an artificial stock market model based on interaction of heterogeneous agents whose forward‐looking behaviour is driven by the reinforcement‐learning algorithm combined with some evolutionary selection mechanism. We use the model for the analysis of market...
Persistent link: https://www.econbiz.de/10010971667
In this paper we propose an artificial stock market model based on interaction of heterogeneous agents whose forward-looking behaviour is driven by the reinforcement learning algorithm combined with some evolutionary selection mechanism. We use the model for the analysis of market...
Persistent link: https://www.econbiz.de/10005049637
In this paper we provide a brief introduction to the literature on agent-based financial modelling and, more specifically, artificial stock market modelling. In the selective literature review two broad categories of artificial stock market models are discussed: models based on hard-wired rules...
Persistent link: https://www.econbiz.de/10005827652
In this paper we analyse determinants of the recent boom-and-bust cycle of the Lithuanian economy with the help of a medium-sized macroeconometric model that incorporates a functional financial block. Special emphasis is put on the role of credit market conditions during the overheating episode....
Persistent link: https://www.econbiz.de/10009151056
Persistent link: https://www.econbiz.de/10005539491
This paper examines the concept of technology and content transformation, when the object of cognitive and impact becomes humanitarian and social processes. For this purpose, it is invoked that knowledge and innovation of social and humanitarian type and the equivalent of technology serve...
Persistent link: https://www.econbiz.de/10010816565
<title>Abstract</title> The main task of this paper is to examine a short term trend trading strategy in futures market based on chart pattern recognition, time series and computational analysis. Specifications of historical data for technical analysis and equations for futures profitability calculations...
Persistent link: https://www.econbiz.de/10010971423
<title>Abstract</title>The paper analyses the possibilities of optimal government (national) debt management, trying to maximize the made-up net value for the debtor with the help of funds borrowed by the government. The integral portfolio of debtor assets and debt service liabilities, based on the borrowed...
Persistent link: https://www.econbiz.de/10010971564
<title>Abstract</title> There are two principal problems arising for marketing management: first—the increase of marketing ability to use effectively its resources, and second—to inventory the risks influencing marketing activity in order to develop their management strategy. Considering exceptional...
Persistent link: https://www.econbiz.de/10010971624
The present article is an attempt to perceive the universal sustainability observable in an individual country or region, where the religious, political, social-demographic, economic, environmental, creative, technological and investment subsystems are revealed not only through the vitality of...
Persistent link: https://www.econbiz.de/10011030285