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2by Fagiolo, Giorgio Moneta, Alessio Windrum, Paul“...This paper addresses the methodological problems of empirical validation in agent-based (AB) models in economics and how these are currently being tackled. We...”
edited by Fagiolo, Giorgio Birchenhall, Chris Windrum, Paul
Published in Computational economics (01.10.2007)
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3by Sun, Junjie Tesfatsion, Leigh“...In April 2003 the U.S. Federal Energy Regulatory Commission proposed a complicated market design—the Wholesale Power Market Platform (WPMP)—for common adoption...”
edited by Fagiolo, Giorgio Birchenhall, Chris Windrum, Paul
Published in Computational economics (01.10.2007)
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4by Sims, Christopher A Published in Computational economics (01.10.2002)“...Computational Economics 20: 1–20, 2001. © 2001 Kluwer Academic Publishers. Printed in the Netherlands. 1 Solving Linear Rational Expectations Models...”
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5“...Computational Economics (2006) 27: 207–228 DOI: 10.1007/s10614-006-9025-7 null C Springer 2006 An Application of Extreme V alue Theory for Measuring Financial...”
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6“...Computational Economics (2005) 26: 19–49 DOI: 10.1007/s10614-005-6415-1 C null Springer 2005 Estimation of Agent-Based Models: The Case of an Asymmetric...”
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7“...An interval time series (ITS) is a time series where each period is described by an interval. In finance, ITS can describe the temporal evolution of the high...”
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8by Kneip, Alois Kneip, Alois Simar, Léopold Simar, Léopold Wilson, Paul W Wilson, Paul W Published in Computational economics (01.11.2011)“...We develop a tractable, consistent bootstrap algorithm for inference about Farrell–Debreu efficiency scores estimated by non-parametric data envelopment...”
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9by Dosi, Giovanni Fagiolo, Giorgio Roventini, Andrea Published in Computational economics (01.02.2006)“...Computational Economics (2006) 27: 3–34 DOI: 10.1007/s10614-005-9014-2 null C Springer 2006 An Evolutionary Model of Endogenous Business Cycles GIOV ANNI DOSI...”
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10by Marks, Robert Ernest“...This paper provides a framework for discussing the empirical validation of simulation models of market phenomena, in particular of agent-based computational economics models...”
edited by Fagiolo, Giorgio Birchenhall, Chris Windrum, Paul
Published in Computational economics (01.10.2007)
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11“...Computational Economics (2005) 25: 381–405 DOI: 10.1007/s10614-005-6296-3 C null Springer 2005 Opinion Dynamics Driven by V arious W ays of A veraging RAINER...”
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12by Itkin, Andrey Itkin, Andrey Carr, Peter Carr, Peter Published in Computational economics (01.06.2012)“...In mathematical finance a popular approach for pricing options under some Lévy model would be to consider underlying that follows a Poisson jump diffusion...”
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13by Schmedders, Karl“...Handbook of Computational Economics summarizes recent advances in economic thought, revealing some of the potential offered by modern computational methods...”
2014
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14by Chen, Cathy W. S Chen, Cathy W. S Lin, Simon Lin, Simon Yu, Philip L. H Yu, Philip L. H Published in Computational economics (01.06.2012)“...Capital asset pricing model (CAPM) has become a fundamental tool in finance for assessing the cost of capital, risk management, portfolio diversification and...”
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15by Hu, Qin Hu, Qin Wang, Yongjin Wang, Yongjin Yang, Xuewei Yang, Xuewei Published in Computational economics (01.06.2012)“...Reflected Brownian motion has been played an important role in economics, finance, queueing and many other fields. In this paper, we present the explicit...”
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16by Tramontana, Fabio Gardini, Laura Westerhoff, Frank“...In this paper we continue exploring a recently introduced financial market model in which boundedly rational agents follow technical and fundamental trading...”
edited by Bischi, Gian Italo Gardini, Laura Chiarella, Carl
Published in Computational economics (01.10.2011)
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17“...In this paper we present a new Benders decomposition method for solving stochastic complementarity problems based on the work by Fuller and Chung (Comput Econ...”
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18by Savin, Ivan Savin, Ivan Winker, Peter Winker, Peter Published in Computational economics (01.04.2012)“...Innovations, be they radical new products or technology improvements, are widely recognized as a key factor of economic growth. To identify the factors...”
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19by Yang, Jinqiang Yang, Jinqiang Yang, Zhaojun Yang, Zhaojun Published in Computational economics (01.02.2012)“...This paper extends real options theory to consider the situation where the mean appreciation rate of the value of an irreversible investment project is not...”
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20“...Investors use a number of technical trading tools to help them in their decision-making. This article aims to enhance this decision making process through the...”