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not too rare to be found by a reasonable mutation process, and that typical simulation paths take the population from …
Persistent link: https://www.econbiz.de/10010326023
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10010326266
This study aims to simulate the future trends of carbon emissions under different international sanction scenarios in Iran. A System Dynamics (SD) model is developed and several variables that capture multiple levels of economic, social, and environmental concepts are taken into account. Our...
Persistent link: https://www.econbiz.de/10014322589
We consider the repeated prisoner's dilemma with implementation errors, and look at the resulting population dynamics, both analytically and with simulations. We show that with implementation errors, pure equilibrium strategies represented by finite state automata exhibit a structure that we...
Persistent link: https://www.econbiz.de/10014547775
probabilities andspecial fast simulation techniques like importancesampling, multilevel splitting, etc., have to be used. Though …-taileddistributions, previous fast simulation techniques forqueues with subexponential service times have been confined to theM/GI/1 queue. The …
Persistent link: https://www.econbiz.de/10010324803
This paper surveys work on dynamic heterogeneous agent models (HAMs) in economics and finance. Emphasis is given to simple models that, at least to some extent, are tractable by analytic methods in combination with computational tools. Most of these models are behavioral models with boundedly...
Persistent link: https://www.econbiz.de/10010325401
In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a …
Persistent link: https://www.econbiz.de/10010325529
sophisticated neural network simulation techniques is explored. In all examples considered in this paper – a bimodal distribution of …
Persistent link: https://www.econbiz.de/10010325728
This paper points out the importance of Stochastic Dominance (SD) efficient sets being convex. We reviewclassic convexity and efficient set characterization results on SD efficiency of a given portfolio relative to adiversified set of assets and generalize them in the following aspects. First,...
Persistent link: https://www.econbiz.de/10010325820
simple and fast method for efficient importance sampling. A simulation study and empirical illustration provide some evidence …
Persistent link: https://www.econbiz.de/10010326518