61 search results - page 5 / 13 » Cognitive-Agent-Based Modeling of a Financial Market |
SIAMREV
2010
13 years 3 months ago
2010
Abstract. The main thrust of the paper is the design and the numerical analysis of new capand-trade schemes for the control and the reduction of atmospheric pollution. The tools de...
ICCSA
2003
Springer
14 years 1 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 ...
CSDA
2007
13 years 8 months ago
2007
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
ADBIS
2006
Springer
14 years 2 months ago
2006
Springer
Abstract. Traditionally, the investment funds market exploits analysis and design concepts based on the procedural programming approach. We propose a set of analysis patterns which...
GECCO
2007
Springer
14 years 2 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...