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  • Search: subject_exact:"Agent-based modeling"
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Year of publication
Subjects
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Agent-based modeling 2,178 Agentenbasierte Modellierung 2,047 Theorie 882 Theory 881 Simulation 432 Financial market 124 Finanzmarkt 124 agent-based modeling 106 Lieferkette 99 Supply chain 99 Anlageverhalten 91 Mehragentensystem 89 Behavioural finance 88 Börsenkurs 87 Share price 87 E-Business 86 E-business 86 Soziales Netzwerk 80 Social network 79 Spieltheorie 78 Game theory 77 Deutschland 68 Germany 68 Innovation 63 Business network 58 Impact assessment 58 Unternehmensnetzwerk 58 Wirkungsanalyse 58 Auktionstheorie 56 Innovation diffusion 55 Innovationsdiffusion 55 Learning process 54 Lernprozess 54 Auction theory 53 Evolutionary economics 53 Evolutionsökonomik 53 Wertpapierhandel 51 Securities trading 50 Consumer behaviour 48 Konsumentenverhalten 48
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Online availability
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Free 527 Undetermined 122
Type of publication
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Article 1,550 Book / Working Paper 817 Journal 2 Other 2
Type of publication (narrower categories)
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Article in journal 792 Aufsatz in Zeitschriften 792 Article in book 600 Aufsatz im Buch 600 Graue Literatur 460 Non-commercial literature 460 Working Paper 376 Arbeitspapier 362 Thesis 189 Hochschulschrift 188 Dissertation 183 Collection of articles of several authors 79 Sammelwerk 79 Kongress 43 Congress report 36 Kongressschrift 36 Case study 15 Collection of articles written by one author 15 Fallstudie 15 Sammlung 15 Forschungsbericht 11 Aufsatzsammlung 10 Reprint 9 Survey 9 Übersichtsarbeit 9 Bibliographie enthalten 4 Bibliography included 4 Lehrbuch 4 Bibliographie 3 Article 2 Konferenzschrift 2 Mikroform 2 Accompanied by computer file 1 CD-ROM 1 CD-ROM, DVD 1 Elektronischer Datenträger 1 Elektronischer Datenträger als Beilage 1 Handbook 1 Handbuch 1
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Language
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English 1,965 Undetermined 217 German 177 French 8 Russian 2 Turkish 2 Bulgarian 1 Italian 1 Portuguese 1
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Persons
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Gallegati, Mauro 32 Lux, Thomas 28 Roventini, Andrea 25 Chen, Shu-Heng 19 Napoletano, Mauro 19 Cincotti, Silvano 17 Ketter, Wolfgang 17 Delli Gatti, Domenico 16 Fagiolo, Giorgio 16 Lengnick, Matthias 16 Raberto, Marco 16 Renna, Paolo 16 Westerhoff, Frank H. 16 Chiarella, Carl 15 Collins, John 15 Dosi, Giovanni 15 Teglio, Andrea 13 Dawid, Herbert 12 Happe, Kathrin 12 Tesfatsion, Leigh 12 Wohltmann, Hans-Werner 12 Balmann, Alfons 10 Beckenbach, Frank 10 He, Xue-zhong 10 Kirman, Alan P. 10 Pellizzari, Paolo 10 Berger, Thomas 9 Hommes, Cars H. 9 Pyka, Andreas 9 Reitz, Stefan 9 Witte, Björn-Christopher 9 Alfarano, Simone 8 Di Guilmi, Corrado 8 Grazzini, Jakob 8 Landini, Simone 8 Russo, Alberto 8 Dieci, Roberto 7 Gaffeo, Edoardo 7 Genoese, Massimo 7 Kaymak, Uzay 7
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Institutions
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EcoMod Network 16 Society for Computational Economics - SCE 14 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Department of Economics, Iowa State University 5 HAL 5 Springer Fachmedien Wiesbaden GmbH 4 Forschungsstelle Nachhaltige Umweltentwicklung (ZMK), Universität Hamburg 3 Santa Fe Institute 3 Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre 2 Collegio Carlo Alberto, Università degli Studi di Torino 2 Dipartimento di Economia e Management, Università degli Studi di Trento 2 Institut ekonomických studií, Univerzita Karlova v Praze 2 Institut für Volkswirtschaftslehre <Augsburg> 2 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 2 International Association of Agricultural Economists - IAAE 2 Karlsruher Institut für Technologie 2 Oesterreichische Nationalbank 2 Pacific Asian Association for Agent Based Approaches 2 Workshop on Economics with Heterogeneous Interacting Agents <8, 2003, Kiel> 2 AAMAS <5, 2006, Hakodate> 1 AAMAS <7, 2008, Estoril> 1 AAMAS <8, 2009, Budapest> 1 AE <2005, Lille> 1 AESCS International Workshop <7., 2012, Osaka> 1 AMEC <10, 2008, Estoril> 1 AMEC <11, 2009, Budapest> 1 AMEC <12, 2010, Toronto> 1 AMEC <13, 2011, Taipeh> 1 AMEC <7, 2005, Utrecht> 1 Abteilung "Wettbewerbsfähigkeit und industrieller Wandel" (WIW), Wissenschaftszentrum Berlin für Sozialforschung (WZB) 1 Agricultural and Applied Economics Association - AAEA 1 Aix-en-Provence Complexity Workshop <1, 2000, Aix-en-Provence> 1 Artificial Economics Conference <5, 2009, Valladolid> 1 Banca d'Italia 1 Bonn Graduate School of Economics 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Christian-Albrechts-Universität zu Kiel 1 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 1
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Published in...
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Journal of economic interaction and coordination : JEIC 48 Journal of Artificial Societies and Social Simulation 43 Journal of economic dynamics & control 43 International journal of production research 35 Economics : the open-access, open-assessment e-journal 27 Journal of economic behavior & organization : JEBO 25 Computational and mathematical organization theory 24 Computational economics 23 ERIM report series research in management 22 Journal of evolutionary economics : JEE 20 LEM working paper series 20 Technological forecasting & social change : an international journal 19 Artificial markets modeling : methods and applications 17 Physica A: Statistical Mechanics and its Applications 17 Advances in artificial economics : the economy as a complex dynamic system 16 Economics working paper 16 Emergent results of artificial economics : [... in its 7th year, the Conference Series in Artificial Economics ...] 16 Lecture notes in economics and mathematical systems : LNEMS 16 Advances in artificial economics : [peer-reviewed collection of papers presented during the 10th issue of the Artificial Economics Conference ; Social Simulation Conference, in Barcelona, Spain, 1st to 5th September 2014] 15 Heterogenous agents, interactions and economic performance 15 International journal of production economics 15 Nonlinear dynamics and heterogeneous interacting agents : [contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003] 15 Advances in Complex Systems (ACS) 14 Agent-based computational economics 14 Artificial economics : agent-based methods in finance, game theory and their applications 14 Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)] 14 Decision support systems : DSS : the international journal 14 Economic theory 14 Managing market complexity : the approach of artificial economics 14 Working paper 14 Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009] 13 Lecture notes in business information processing : LNBIP 12 European journal of operational research : EJOR 11 Electronic commerce research and applications 10 Agent-based computational demography : using simulation to improve our understanding of demographic behaviour : [papers ... presented at the Workshop on Agent-Based Computational Demography ... organised at the Max Planck Institute for Demographic Research, Rostock, 21-23 February 2001] ; with 16 tables 9 BERG working paper series on government and growth 9 Canadian journal of agricultural economics : CJAE 9 Complexity and artificial markets 9 Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida] 9 Discussion paper / Centre for Economic Policy Research 9
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Sources
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ECONIS (ZBW) 2,090 RePEc 255 EconStor 16 BASE 10
Showing 1 - 50 of 2,371
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A level set analysis and a nonparametric regression on S&P 500 daily return
Yang, Yipeng; Tsoi, Allanus - In: International Journal of Financial Studies : open … 4 (2016) 1, pp. 1-24
In this paper, a level set analysis is proposed which aims to analyze the S&P 500 return with a certain magnitude. It is found that the process of large jumps/drops of return tend to have negative serial correlation, and volatility clustering phenomenon can be easily seen. Then, a nonparametric...
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Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework
Mandes, Alexandru - 2015
This contribution addresses the impact of high-frequency electronic liquidity provision strategies on financial markets' intraday dynamics, by evaluating the interaction between multiple trading strategies within a computer laboratory, i.e. an artificial stock market. Initially, a realistic...
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Complexity and model comparison in agent based modeling of financial markets
Mandes, Alexandru; Winker, Peter - 2015
Agent based models of financial markets follow different approaches and might be categorized according to major building blocks used. Such building blocks include agent design, agent evolution, and the price finding mechanism. The performance of agent based models in matching key features of...
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The macroeconomics of radical uncertainty
Roos, Michael W. M. - 2015
Macroeconomics must take radical uncertainty into account, if it aims at contributing to the solution of serious real-world problems such as climate change. Allowing for radical uncertainty must happen at two levels: the level of modeling and the level of the scientific discipline. I argue that...
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The impact of the Tobin tax in a heterogeneous agent model of the foreign exchange market
Kukačka, Jiří; Staněk, Filip - 2015
We explore possible effects of a Tobin tax on exchange rate dynamics in a heterogeneous agent model. To assess the impact of the Tobin tax in this framework, we extend the model of De Grauwe and Grimaldi (2006) by including transaction costs and perform numerical simulations. Motivated by the...
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Decentralized local pricing - improving network usage in a smart-grid environment under limited information
Raasch, Jessica; Weber, Christoph - 2017
With a smart grid environment, flexible load devices and provided local price incentives a more efficient grid usage may be achieved in the future. Bidirectional communication, smart devices and shiftable loads as electric vehicles and heat pumps have the potential to be coordinated with local...
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Inequality, redistributive policies and multiplier dynamics in an agent-based model with credit rationing
Palagi, Elisa; Moneta, Alessio; Napoletano, Mauro; … - 2017
We build an agent-based model populated by households with heterogenous and time-varying financial conditions in order to study how different inequality shocks affect income dynamics and the effects of different types of fiscal policy responses. We show that inequality shocks generate persistent...
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Faraway, so close : coupled climate and economic dynamics in an agent-based integrated assessment model
Lamperti, Francesco; Dosi, Giovanni; Napoletano, Mauro; … - 2017
In this paper we develop the first agent-based integrated assessment model, which offers an alternative to standard, computable general-equilibrium frameworks. The Dystopian Schumpeter meeting Keynes (DSK) model is composed of heterogeneous firms belonging to capital-good, consumption-good and...
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Social network structure and the trade-off between social utility and economic performance
Growiec, Katarzyna; Growiec, Jakub; Kaminski, Bogumil - 2017
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Lasso regressions and forecasting models in applied stress testing
Chan-Lau, Jorge A. - 2017
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ABBA : an agent-based model of the banking system
Chan-Lau, Jorge A. - 2017
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Labour market model with on-the-job search, an agent-based approach
Mitkova, Mariya - 2017
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Evaluating regulation within an artificial financial system : a framework and its application to the liquidity coverage ratio regulation
Riedler, Jesper; Brueckbauer, Frank - 2017
We develop a general model of the financial system that allows for the evaluation of bank regulation. Our framework comprises the agents and institutions that have proved crucial in the propagation of the subprime mortgage shock in the U.S. into a global financial crisis: Commercial banks and...
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The 2017 Power Trading Agent Competition
Ketter, Wolfgang; Collins, John; Weerdt, Mathijs M. de - 2017
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When inequality matters for macro and macro matters for inequality
Ahn, SeHyoun; Kaplan, Greg; Moll, Benjamin; Winberry, Thomas - 2017
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When inequality matters for macro and macro matters for inequality
Ahn, SeHyoun; Kaplan, Greg; Moll, Benjamin; Winberry, Thomas - 2017
We develop an efficient and easy-to-use computational method for solving a wide class of general equilibrium heterogeneous agent models with aggregate shocks, together with an open source suite of codes that implement our algorithms in an easy-to-use toolbox. Our method extends standard...
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Policy experiments in an agent-based model with credit networks
Assenza, Tiziana; Cardaci, Alberto; Delli Gatti, Domenico; … - 2017
In this paper the authors build upon Assenza et al. (Credit networks in the macroeconomics from the bottom-up model, 2015), which include firm-bank and bank-bank networks in the original macroeconomic model in Macroeconomics from the bottom-up (Delli Gatti et al., Macroeconomics from the...
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Validation of agent-based models in economics and finance
Fagiolo, Giorgio; Guerini, Mattia; Lamperti, Francesco; … - 2017
Since the influential survey by Windrum et al. (2007), research on empirical validation of agent-based models in economics has made substantial advances, thanks to a constant flow of high-quality contributions. This Chapter attempts to take stock of such recent literature to offer an updated...
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Decentralized local pricing - improving network usage in a smart-grid environment under limited information
Raasch, Jessica; Weber, Christoph - 2017
With a smart grid environment, flexible load devices and provided local price incentives a more efficient grid usage may be achieved in the future. Bidirectional communication, smart devices and shiftable loads as electric vehicles and heat pumps have the potential to be coordinated with local...
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Should monetary authorities prick asset price bubbles? : evidence from a New Keynesian model with an agent-based financial market
Vasilenko, Alexey - 2017
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Agent-based modeling : a powerful tool for tourism researchers
Nicholls, Sarah; Amelung, Bas; Student, Jilian - In: Journal of travel research : a quarterly publication of … 56 (2017) 1, pp. 3-15
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Multi-agent reinforcement learning for value co-creation of Collaborative Transportation Management (CTM)
Okdinawati, Liane; Simatupang, Togar M.; Sunitiyoso, Yos - In: International journal of information systems and supply … 10 (2017) 3, pp. 84-95
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An agent-based model of institutional life-cycles
Wäckerle, Manuel; Rengs, Bernhard; Radax, Wolfgang - 2014
We use an agent-based model to investigate the interdependent dynamics between individual agency and emergent socioeconomic structure, leading to institutional change in a generic way. Our model simulates the emergence and exit of institutional units, understood as generic governed social...
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Agent-based simulation modeling for analysis and support of rural producer organizations in agriculture
Latynskiy, Evgeny - 2014
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Order placement in a continuous double auction agent based model
Mandes, Alexandru - 2014
Modeling intraday financial markets by means of agent based models requires an additional building block which reflects the order execution, i.e. the trading process. Current implementations rely only on stochastic placement strategies, ranging from total randomness to adding some budget...
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A level set analysis and a nonparametric regression on S&P 500 daily return
Yang, Yipeng; Tsoi, Allanus - In: International Journal of Financial Studies 4 (2016) 1, pp. 1-24
In this paper, a level set analysis is proposed which aims to analyze the S&P 500 return with a certain magnitude. It is found that the process of large jumps/drops of return tend to have negative serial correlation, and volatility clustering phenomenon can be easily seen. Then, a nonparametric...
Saved in:
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A simple no-bubble theorem for deterministic sequential economies
Kamihigashi, Takashi - 2016
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The 2016 power trading agent competition
Ketter, Wolfgang; Collins, John; Weerdt, Mathijs M. de - 2016
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Market stability vs. market resilience : regulatory policies experiments in an agent based model with low- and high-frequency trading
Jacob Leal, Sandrine; Napoletano, Mauro - 2016
We investigate the effects of different regulatory policies directed towards high-frequency trading (HFT) through an agent-based model of a limit order book able to generate flash crashes as the result of the interactions between low- and high-frequency (HF) traders. We analyze the impact of the...
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A method for agent-based models validation
Guerini, Mattia; Moneta, Alessio - 2016
This paper proposes a new method for empirically validate simulation models that generate artificial time series data comparable with real-world data. The approach is based on comparing structures of vector autoregression models which are estimated from both artificial and real-world data by...
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Macroeconomic policy in DSGE and agent-based models redux : new developments and challenges ahead
Fagiolo, Giorgio; Roventini, Andrea - 2016
The Great Recession seems to be a natural experiment for economic analysis, in that it has shown the inadequacy of the predominant theoretical framework - the New Neoclassical Synthesis (NNS) - grounded on the DSGE model. In this paper, we present a critical discussion of the theoretical,...
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Simulated ML estimation of financial agent-based models
Baruník, Jozef; Kukačka, Jiří - 2016
This paper proposes computational framework for empirical estimation of Financial Agent-Based Models (FABMs) that does not rely upon restrictive theoretical assumptions. We customise a recent methodology of the Non-Parametric Simulated Maximum Likelihood Estimator (NPSMLE) based on kernel...
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Job placement agencies in an agent-based model of the local labor market with the long-term unemployed and on-the-job flows
Wozniak, Marcin - 2016
In this paper, an agent-based search model of the labor market with heterogeneous agents and an on-the-job search is developed, i.e. the long-term unemployed and other job seekers compete for vacancies which differ in skills demands and in the sector of the economy. Job placement agencies help...
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Estimation of financial agent-based models with simulated maximum likelihood
Kukacka, Jiri; Barunik, Jozef - 2016
This paper proposes a general computational framework for empirical estimation of financial agent based models, for which criterion functions do not have known analytical form. For this purpose, we adapt a nonparametric simulated maximum likelihood estimation based on kernel methods. Employing...
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Agent-based modeling for decision making in economics under uncertainty
Vermeulen, Ben; Pyka, Andreas - 2016
Ever since the emergence of economics as a distinct scientific discipline, policy makers have turned to economic models to guide policy interventions. If policy makers seek to enhance growth of an open capitalist economy, they have to take into account, firstly, the uncertainties,...
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Decentralized clearing in financial networks
Csóka, Péter; Herings, Peter Jean-Jacques - 2016
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The new Keynesian transmission mechanism : a heterogenous-agent perspective
Broer, Tobias; Hansen, Niels-Jakob Harbo; Krusell, Per; … - 2016
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A simple optimality-based no-bubble theorem for deterministic sequential economies
Kamihigashi, Takashi - 2016
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Optimal domestic (and external) sovereign default
D'Erasmo, Pablo N.; Mendoza, Enrique G. - 2016
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How fundamentalism takes root : a simulation study
Friedman, Daniel; Fan, Jijian; Gair, Jonathan; Iyer, Sriya - 2016 - This version: December 19, 2016
We report agent-based simulations of religiosity dynamics in a spatially dispersed population. Agents' religiosity responds to neighbors via pairwise interactions as well as via club goods effects. A simulation run is deemed fundamentalist if the final distribution contains a sizable minority of...
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Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models
Schmitt, Noemi; Westerhoff, Frank H. - 2016
We propose a novel agent-based financial market framework in which speculators usually follow their own individual technical and fundamental trading rules to determine their orders. However, there are also sunspot-initiated periods in which their trading behavior is correlated. We are able to...
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Optimal domestic (and external) sovereign default
D'Erasmo, Pablo N.; Mendoza, Enrique G. - 2016
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Agents and SCT based self* control architecture for production systems
Ryashentseva, Daria - 2016
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Complexity and the economics of climate change : a survey and a look forward
Balint, Tomas; Mandel, Antoine; Napoletano, Mauro; … - 2016
We provide a survey of the micro and macro economics of climate change from a complexity science perspective and we discuss the challenges ahead for this line of research. We identify four areas of the literature where complex system models have already produced valuable insights: (i) coalition...
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Monetary policy and large crises in a financial accelerator agent-based model
Giri, Federico; Riccetti, Luca; Russo, Alberto; … - 2016
An accommodating monetary policy followed by a sudden increase of the short term interest rate often leads to a bubble burst and to an economic slowdown. Two examples are the Great Depression of 1929 and the Great Recession of 2008. Through the implementation of an Agent Based Model with a...
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Sustainable electric vehicle management using coordinated machine learning
Valogianni, Konstantina - 2016
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Multiagentensysteme als integrative Methode zur Simulation von räumlichem Konsumentenverhalten : Untersuchung individuenbasierter Simulationsszenarien zur strategischen Standortpla...
Steiger, Markus - 2016
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The historical evolution of the wealth distribution : a quantitative-theoretic investigation
Hubmer, Joachim; Krusell, Per; Smith, Anthony A. - 2016
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A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences
Kamihigashi, Takashi - 2016
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Seeing in the dark : a machine-learning approach to nowcasting in Lebanon
Tiffin, Andrew - 2016
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