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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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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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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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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
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Evolutionary computation in economics and finance : with 66 tables
Chen, Shu-Heng (contributor) - 2002
Persistent link: https://www.econbiz.de/10001656627
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A multi-layer model for long-term KPI alignment forecasts for the air transportation system
Delgado, Luis; Gurtner, Gérald; Cook, Andrew; Martín, … - In: Journal of air transport management 89 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012384862
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Automated and distributed statistical analysis of economic agent-based models
Vandin, Andrea; Giachini, Daniele; Lamperti, Francesco; … - 2020
We propose a novel approach to the statistical analysis of simulation models and, especially, agent-based models (ABMs … time given the modeller's machine, (iv) automatically chooses the number of required simulations and simulation steps to …
Persistent link: https://www.econbiz.de/10012308914
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The merge of two worlds : integrating artificial neural networks into agent-based electricity market simulation
Fraunholz, Christoph; Kraft, Emil; Keles, Dogan; … - 2020
artificial neural networks and integrate the novel approach into the established agent-based electricity market simulation model …
Persistent link: https://www.econbiz.de/10012285555
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Fundamentals unknown : momentum, mean-reversion and price-to-earnings trading in an artificial stock market
Schasfoort, Joeri; Stockermans, Christopher - 2017
The use of fundamentalist traders in the stock market models is problematic since fundamental values in the real world are unknown. Yet, in the literature to date, fundamentalists are often required to replicate key stylized facts. The authors present an agent-based model of the stock market in...
Persistent link: https://www.econbiz.de/10011723700