97 search results - page 1 / 20 » Complex Dynamics and Financial Fragility in an Agent Based M... |
ICCSA
2003
Springer
13 years 9 months ago
2003
Springer
In this paper, we model an agent-based economy in which heterogeneous agents (firms and a bank) interact in the financial markets. The heterogeneity is due to the balance sheet ...
ISNN
2007
Springer
13 years 10 months ago
2007
Springer
The paper presents a pattern-oriented agent-based model to simulate the dynamics of a stock market. The model generates satisfactory market macro-level trend and volatility while t...
JSAI
2001
Springer
13 years 8 months ago
2001
Springer
In this study we rethought efficient market hypothesis from a viewpoint of complexity of market participants’ prediction methods and market price’s dynamics, and examined the ...
ASC
2007
14 years 3 months ago
2007
Credit risk has always been an important issue for banks
and other financial intermediaries. A reliable and consistent
computing system is necessary to simplify the decision
mak...
ECCV
2004
Springer
13 years 9 months ago
2004
Springer
Stochastic tracking of structured models in monolithic state spaces often requires modeling complex distributions that are difficult to represent with either parametric or sample...