Showing 1 - 10 of 22,539
version of MSM with a quadratic loss function, we also take into account how often a great number of Monte Carlo simulation …
Persistent link: https://www.econbiz.de/10009007642
We develop a simple agent-based financial market model in which heterogeneous speculators apply technical and fundamental analysis to trade in two different stock markets. Speculators’ strategy/market selections are repeated at each time step and depend on predisposition effects, herding...
Persistent link: https://www.econbiz.de/10010204792
. The paper includes three extensions: (1) methods to optimize the sample when costs constraints are binding; (2) simulation …
Persistent link: https://www.econbiz.de/10011289923
. The paper includes three extensions: (1) methods to optimize the sample when costs constraints are binding; (2) simulation …
Persistent link: https://www.econbiz.de/10011335613
game theory and agent-based modeling simulation. Firstly, a dynamic game model was built to search the core factors of … would be effective. This study applied game theory and agent-based modeling simulation to the research of financial … regulation and the equilibrium paths. Secondly, an agent-based modeling simulation model was built in Swarm to extend the game …
Persistent link: https://www.econbiz.de/10011904597
Abstract. This paper describes how an efficient and exact Monte-Carlo simulation of the Hull-White model could be …
Persistent link: https://www.econbiz.de/10013007339
. A simulation study - the first in the context of long-run risk modeling - delineates the pitfalls associated with SMM …
Persistent link: https://www.econbiz.de/10010412357
. A simulation study|the first in the context of long-run risk modeling|delineates the pitfalls associated with SMM …
Persistent link: https://www.econbiz.de/10010390134
theory, empirical tests of the rare disaster explanation are scarce. We estimate a disaster-including consumption-based asset …
Persistent link: https://www.econbiz.de/10010491152
model to find no conclusive evidence for overvaluation for tech firms at the price peak. The model is simulation-based and … incorporates real-option theory that practitioners commonly not prefer. Such models, however, can complement other valuation models …
Persistent link: https://www.econbiz.de/10012838953