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Allocation of information granularity in optimization and decision-making models : towards building the foundations of Granular Computing

Pedrycz, Witold - In: European journal of operational research : EJOR 232 (2014) 1, pp. 137-145

Persistent link: https://www.econbiz.de/10010224723

Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen

Hamerle, Alfred; Knapp, Michael; Wildenauer, Nicole - 2005

Persistent link: https://www.econbiz.de/10003228299

Venture capital and asymmetric information in an evolutionary framework

Schertler, Andrea - 1999

Persistent link: https://www.econbiz.de/10013261049

Mechanism by which active funds make market efficient investigated with agent-based model

Mizuta, Takanobu; Horie, Sadayuki - In: Evolutionary and institutional economics review 16 (2019) 1, pp. 43-63

Persistent link: https://www.econbiz.de/10012034578

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

Program trading and its risk analysis based on agent-based computational finance

Xiong, Xiong; Yuan, Hailiang; Zhang, Wei; Zhang, Yongjie - In: International journal of financial engineering 2 (2015) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10011333457

Simulating fire sales in a system of banks and asset managers

Calimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid - 2020

We develop an agent-based model of traditional banks and asset managers to investigate the contagion risk related to fire sales and balance sheet interactions. We take a structural approach to the price formation in fire sales as in Bluhm et al. (2014) and introduce a market clearing mechanism...

Persistent link: https://www.econbiz.de/10012163949

Pessimistic optimal choice for risk-averse agents : the continuous-time limit

Vitale, Paolo - In: Computational economics 49 (2017) 1, pp. 17-65

Persistent link: https://www.econbiz.de/10011751813

Itchy feet vs cool heads : flow of funds in an agent-based financial market

Palczewski, Jan; Schenk-Hoppé, Klaus Reiner; Wang, Tongya - In: Journal of economic dynamics & control 63 (2016), pp. 53-68

Persistent link: https://www.econbiz.de/10011708185

Investigation of the rule for investment diversification at the time of a market crash using an artificial market simulation

Yagi, Isao; Nozaki, Atsushi; Mizuta, Takanobu - In: Evolutionary and institutional economics review 14 (2017) 2, pp. 451-465

Persistent link: https://www.econbiz.de/10011770388

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