Showing 1 - 10 of 13
The behavior of boundedly rational agents in two interacting markets is investigated. A discrete-time model of coupled financial and consumer markets is described. The integrated model consists of heterogenous consumers, financial traders, and production firms. The production firms operate in...
Persistent link: https://www.econbiz.de/10005518534
Being among the most popular and efficient classification and regression methods currently available, implementations of support vector machines exist in almost every popular programming language. Currently four R packages contain SVM related software. The purpose of this paper is to present and...
Persistent link: https://www.econbiz.de/10005106037
kernlab is an extensible package for kernel-based machine learning methods in R. It takes advantage of R's new S4 ob ject model and provides a framework for creating and using kernel-based algorithms. The package contains dot product primitives (kernels), implementations of support vector...
Persistent link: https://www.econbiz.de/10005106065
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Recent advances in the field of kernel-based machine learning methods allow fast processing of text using string kernels utilizing suffix arrays. kernlab provides both kernel methods' infrastructure and a large collection of already implemented algorithms and includes an implementation of...
Persistent link: https://www.econbiz.de/10008484604
We introduce a generic simulation framework suitable for agent-based simulations featuring the support of heterogeneous agents, hierarchical scheduling, and flexible specification of design parameters. One key aspect of this framework is the design specification: we use a format based on the...
Persistent link: https://www.econbiz.de/10005674163
The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. Evidence of chaotic structures is usually blurred, however, by large random components in the time series. In the first part of this paper, a sophisticated algorithm for...
Persistent link: https://www.econbiz.de/10005459056
The search for deterministic chaos in economic and financial time series has attracted much interest over the past decade. Evidence of chaotic structures is usually blurred, however, by large random components in the time series. In the first part of this paper, a sophisticated algorithm for...
Persistent link: https://www.econbiz.de/10004966169
Persistent link: https://www.econbiz.de/10008486792
Persistent link: https://www.econbiz.de/10008533779