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Consumption and performance : understanding longitudinal dynamics of recommender systems via an agent-based simulation framework
Zhang, Jingjing; Adomavicius, Gediminas; Gupta, Alok; … - In: Information systems research : ISR 31 (2020) 1, pp. 76-101
Persistent link: https://www.econbiz.de/10012242424
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Disentangling political and institutional determinants of budget forecast errors : a comparative approach
Boukari, Mamadou; Veiga, Francisco - In: Journal of comparative economics : the journal of the … 46 (2018) 4, pp. 1030-1045
Persistent link: https://www.econbiz.de/10012109517
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On the accuracy of the probability method for quantifying beliefs about inflation
Maag, Thomas - 2009
This paper assesses the probability method for quantifying EU consumer survey data on perceived and expected inflation. Based on household level data from the Swedish consumer survey that asks for both qualitative and quantitative responses, it is found that the theoretical assumptions of the...
Persistent link: https://www.econbiz.de/10003909619
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Return predictability and the "wisdom of crowds" : genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
Manahov, Viktor; Hudson, Robert; Hoque, Hafiz - In: Journal of international financial markets, … 37 (2015), pp. 85-98
Persistent link: https://www.econbiz.de/10011475040
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Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi; Tsao, Chueh-Yung - In: Computational economics 52 (2018) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
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Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion
Barde, Sylvain - 2019
Comparison of macroeconomic simulation models, particularly agent-based models (ABMs), with more traditional approaches … paper aims to address this issue by developing and testing a comparison framework for macroeconomic simulation models based … methodology to multivariate settings and validates the extension on VAR and DGSE models. The paper then carries out a comparison …
Persistent link: https://www.econbiz.de/10012018797
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Rising to the challenge : Bayesian estimation and forecasting techniques for macroeconomic agent-based models
Delli Gatti, Domenico; Grazzini, Jakob - 2019
We propose two novel methods to "bring ABMs to the data". First, we put forward a new Bayesian procedure to estimate the numerical values of ABM parameters that takes into account the time structure of simulated and observed time series. Second, we propose a method to forecast aggregate time...
Persistent link: https://www.econbiz.de/10012119860
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Forecasting new product diffusion with agent-based models
Xiao, Yu; Han, Jingti - In: Technological forecasting & social change : an … 105 (2016), pp. 167-178
Persistent link: https://www.econbiz.de/10011609871
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A calibration procedure for analyzing stock price dynamics in an agent-based framework
Recchioni, Maria Cristina; Tedeschi, Gabriele; … - In: Journal of economic dynamics & control 60 (2015), pp. 1-25
Persistent link: https://www.econbiz.de/10011575069
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Distributed investment decisions and forecasting errors : an analysis based on a multi-agent simulation model
Leitner, Stephan; Rausch, Alexandra; Behrens, Doris - In: European journal of operational research : EJOR 258 (2017) 1, pp. 279-294
Persistent link: https://www.econbiz.de/10011642083