標題: Titlebook: Complex Systems Modeling and Simulation in Economics and Finance; Shu-Heng Chen,Ying-Fang Kao,Ye-Rong Du Conference proceedings 2018 Sprin [打印本頁] 作者: FROM 時間: 2025-3-21 17:45
書目名稱Complex Systems Modeling and Simulation in Economics and Finance影響因子(影響力)
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書目名稱Complex Systems Modeling and Simulation in Economics and Finance被引頻次
書目名稱Complex Systems Modeling and Simulation in Economics and Finance被引頻次學科排名
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書目名稱Complex Systems Modeling and Simulation in Economics and Finance讀者反饋學科排名
作者: 按時間順序 時間: 2025-3-21 23:38
Dark Pool Usage and Equity Market Volatilityk market populated by liquidity traders who have different, but fixed, degrees of dark pool usage. The deviation between the order execution prices of different traders and the volume weighted average price of the market is calculated in an attempt to measure the effect of dark pool usage on price v作者: 手工藝品 時間: 2025-3-22 00:24 作者: 水獺 時間: 2025-3-22 06:22 作者: 使更活躍 時間: 2025-3-22 11:38
Modelling Price Discovery in an Agent Based Model for Agriculture in Luxembourg maize and the consequent displacement of other crops in Luxembourg. This paper focuses on the discovery of market price for crops. On the supply side we have farmers who are willing to sell their produce based on their actual incurred costs and an expected markup over costs. On the demand side, we 作者: cathartic 時間: 2025-3-22 14:52 作者: cathartic 時間: 2025-3-22 20:04 作者: intention 時間: 2025-3-22 21:59 作者: agnostic 時間: 2025-3-23 02:44 作者: 離開就切除 時間: 2025-3-23 06:03 作者: 前奏曲 時間: 2025-3-23 10:45 作者: 廢止 時間: 2025-3-23 17:09 作者: CHAR 時間: 2025-3-23 21:28
Is Risk Quantifiable?phenomena. Both our knowledge and our ignorance are, to a large extent, not amenable to quantification. Disregard of these limits in the economic sphere might lead to underestimation of risk and, consequently, to excessive risk-taking. If so, this would expose markets to undue instability and turbul作者: 吼叫 時間: 2025-3-23 22:44 作者: 柱廊 時間: 2025-3-24 05:40
Technik der Pankreasanastomosen and heuristic, they can form quite diverse trading strategies, rather than zero-intelligence strategies or pre-specified fundamentalist or chartist strategies. Based on this framework, this paper examines the effects of HFT on price discovery, market stability, volume, and allocative efficiency los作者: 到婚嫁年齡 時間: 2025-3-24 08:58 作者: 亞當心理陰影 時間: 2025-3-24 13:40
Codes of Conduct and Scientific Integrityon) that differ significantly from the benchmark results. Further, the rational expectations approach is shown to be qualitatively and quantitatively distinct from adaptive expectations in important ways.作者: TIGER 時間: 2025-3-24 17:03
https://doi.org/10.1007/978-3-658-35806-8 learning in the limited informationcase. The Fama coefficients are positive, and the puzzle will not remain. It is consistent with the stylized facts in the multi-period version of Fama regression, which is found in McCallum (J Monet Econ 33(1):105–132, 1994). Finally, we also find that if agents r作者: CLEFT 時間: 2025-3-24 20:09 作者: 書法 時間: 2025-3-25 02:32 作者: cancellous-bone 時間: 2025-3-25 03:53 作者: Intercept 時間: 2025-3-25 08:30 作者: 鋼筆記下懲罰 時間: 2025-3-25 12:50
Modelling Complex Financial Markets Using Real-Time Human–Agent Trading Experimentsshown that (c) realism in experimental design can significantly alter market dynamics—suggesting that, if we want to understand complexity in real financial markets, it is finally time to move away from the simple experimental economics models first introduced in the 1960s.作者: 安定 時間: 2025-3-25 18:42 作者: 破譯 時間: 2025-3-25 22:45 作者: cruise 時間: 2025-3-26 01:12 作者: 蓋他為秘密 時間: 2025-3-26 05:08 作者: Conscientious 時間: 2025-3-26 12:30
Price Volatility on Investor’s Social Networkd their exchange, the greater the volatility of stock price will be. With different network synchronization capabilities, price fluctuations based on the small-world network are larger than those based on the regular network. Similarly, price fluctuations based on the random network are larger than 作者: Indebted 時間: 2025-3-26 14:54 作者: anthesis 時間: 2025-3-26 17:58
Measuring Market Integration: US Stock and REIT Markets, the markets do not share a common factor, consistent with markets not being integrated. We also show that during this period, the GMM tests fail to reject the equality of risk premia, highlighting the joint hypothesis problem. The markets in the latter half of our sample show evidence of both a co作者: tic-douloureux 時間: 2025-3-26 23:11
Complex Systems Modeling and Simulation in Economics and Finance作者: Pudendal-Nerve 時間: 2025-3-27 01:54
2213-8684 inear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems.?The breakth作者: acclimate 時間: 2025-3-27 08:38 作者: extract 時間: 2025-3-27 11:10 作者: 歌曲 時間: 2025-3-27 16:20 作者: 消毒 時間: 2025-3-27 19:09
Heterogeneity, Price Discovery and Inequality in an Agent-Based Scarf Economyian Equilibrium. We also find that payoff inequality emerges endogenously over time among the agents and this is traced back to intensity of choice (a behavioural parameter) and the associated strategy choices. Agents with high intensities of choice suffer lower payoffs if they do not explore and learn from other agents.作者: 手段 時間: 2025-3-27 23:43
Supercomputer Technologies in Social Sciences: Existing Experience and Future Perspectivesent-based model on supercomputers. On the example of agent model developed by us of the social system in Russia, we will analyze the stages and methods of effective projection of a computable core of a multi-agent system on the architecture of the acting supercomputer.作者: EXPEL 時間: 2025-3-28 02:35
Is Risk Quantifiable?re might lead to underestimation of risk and, consequently, to excessive risk-taking. If so, this would expose markets to undue instability and turbulence. One major lesson of the Global Financial Crisis, therefore, is to reform economic methodology to expand beyond formal reasoning.作者: 爭議的蘋果 時間: 2025-3-28 09:32 作者: 瑪瑙 時間: 2025-3-28 11:08 作者: 蒼白 時間: 2025-3-28 16:44 作者: 優(yōu)雅 時間: 2025-3-28 22:34 作者: Harridan 時間: 2025-3-29 00:16 作者: 公共汽車 時間: 2025-3-29 06:47 作者: groggy 時間: 2025-3-29 09:39
Springer Proceedings in Complexityhttp://image.papertrans.cn/c/image/231571.jpg作者: 顧客 時間: 2025-3-29 13:52 作者: ascetic 時間: 2025-3-29 17:51
Springer Nature Switzerland AG 2018作者: 紋章 時間: 2025-3-29 20:23
Standards in der Viszerosyntheseo agent-based computational economics (ACE). In this chapter, we review the frontier of ACE in light of three issues that have long been grappled with, namely financial markets, market processes, and macroeconomics. Regarding financial markets, we show how the research focus has shifted from trading作者: Emmenagogue 時間: 2025-3-30 02:02 作者: 自愛 時間: 2025-3-30 06:26
https://doi.org/10.1007/978-3-642-79044-7humans and automated trading agents were performed. These experiments fall at the interdisciplinary boundary between the more traditional fields of behavioural economics (human-only experiments) and agent-based computational economics (agent-only simulations). Experimental results demonstrate that: 作者: Lamina 時間: 2025-3-30 11:10 作者: Watemelon 時間: 2025-3-30 15:33
Standards der Dünndarmanastomosentechnik maize and the consequent displacement of other crops in Luxembourg. This paper focuses on the discovery of market price for crops. On the supply side we have farmers who are willing to sell their produce based on their actual incurred costs and an expected markup over costs. On the demand side, we
