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Consumption and performance : understanding longitudinal dynamics of recommender systems via an agent-based simulation framework
Zhang, Jingjing; Adomavicius, Gediminas; Gupta, Alok; … - In: Information systems research : ISR 31 (2020) 1, pp. 76-101
Persistent link: https://www.econbiz.de/10012242424
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Multifractal analysis and multiagent simulation for market crash prediction
Romanov, V.; Slepov, V.; Badrina, M.; Federyakov, A. - In: Computational finance and its applications III : …, (pp. 13-22). 2008
Persistent link: https://www.econbiz.de/10003713236
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Consistent estimation of structural parameters in regression models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2010
Persistent link: https://www.econbiz.de/10008736921
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New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming
Manahov, Viktor; Hudson, Robert; Linsley, Philip - In: Journal of international financial markets, … 33 (2014), pp. 299-316
Persistent link: https://www.econbiz.de/10011299824
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Asset return predictability in a heterogeneous agent equilibrium model
Carlson, Murray; Chapman, David A.; Kaniel, Ron; Yan, Hong - In: The quarterly journal of finance 5 (2015) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10011300998
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Improving prelaunch diffusion forecasts : using synthetic networks as simulated priors
Trusov, Michael; Rand, William; Joshi, Yogesh V. - In: Journal of marketing research : JMR 50 (2013) 6, pp. 675-690
Persistent link: https://www.econbiz.de/10010233193
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Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba; Lux, Thomas - 2015
We explore the issue of estimating a simple agent-based model of price formation in an asset market using the approach of Alfarano et al. (2008) as an example. Since we are able to derive various moment conditions for this model, we can apply generalized method of moments (GMM) estimation. We...
Persistent link: https://www.econbiz.de/10010501932
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Asset return predictability in a heterogeneous agent equilibrium model
Carlson, Murray; Chapman, David A.; Kaniel, Ron; Yan, Hong - 2015
Persistent link: https://www.econbiz.de/10010482998
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Inferring trader's behavior from prices
Charbonneau, Louis; Kharma, Nawwaf - In: Natural computing in computational finance : volume 3 ; …, (pp. 85-105). 2010
Persistent link: https://www.econbiz.de/10009514542
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Return predictability and the "wisdom of crowds" : genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
Manahov, Viktor; Hudson, Robert; Hoque, Hafiz - In: Journal of international financial markets, … 37 (2015), pp. 85-98
Persistent link: https://www.econbiz.de/10011475040