In this study, we apply directed acyclic graphs and search algorithm designed for timeseries with non-Gaussian distribution to obtain causal structure of innovations from an errorcorrection model. The structure of interdependencies among six international stock markets isinvestigated. The...

Eine Voraussetzung für die Vermeidung von Wirtschaftskrisen ist das Verständnis von Ursachen und Wirkungszusammenhängen vergangener Krisen. Dabei ist eine Konzentration auf zentrale Aspekte und Akteure notwendig. Diese Arbeit konzentriert sich auf eine empirische Untersuchung der Bedeutung...

Utilizando datos granulares de la Central de Información de Riesgos del Banco de España, estudiamos uno de los canales de contagio a través de los cuales se pueden transmitir las tensiones en los mercados financieros —el canal de la calidad crediticia—, enfocándonos en el mercado...

Multi-Agent Simulation (MAS) models are intended to capture emergent properties of complex systems that are not amenable to equilibrium analysis. They are beginning to see some use for analysing agricultural systems. The paper reports on work in progress to create a MAS for specific sectors in...

Intermodal freight transportation is defined as a system that carries freight from origin to destination by using two or more transportation modes. In this system, hubs are one of the key elements that function as transferring points of freight between different modes. The location of hubs is...

Full-text of this article is not available in this e-prints service. This article was originally published in Journal of Artificial Societies and Social Simulation, published by and copyright University of Surrey, Department of Sociology.