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The behavior of boundedly rational agents in two interacting markets is investigated. A discrete-time model of coupled financial and consumer markets is described. The integrated model consists of heterogenous consumers, financial traders, and production firms. The production firms operate in...
Persistent link: https://www.econbiz.de/10005518534
Persistent link: https://www.econbiz.de/10003319821
A computational economics model of managerial compensation is presented. Risk-averse managers are simulated, and shown to adopt more risk-taking under the influence of stock options. It is also shown that stock options can both help a new entrant compete in an established market; and can help...
Persistent link: https://www.econbiz.de/10005844731
When running agent-based simulations using ready-made components, one usually faces heterogenity problems both for the agents implementation and for the underlying platform. To circumvent these kind of hindrances, we introduce a wrapper technique for mapping the functionality of agents living in...
Persistent link: https://www.econbiz.de/10005841618
We introduce a generic simulation framework suitable for agent-based simulations featuring the support of heterogeneous agents, hierarchical scheduling and flexible specification of design parameters.(...)
Persistent link: https://www.econbiz.de/10005844788
Being among the most popular and efficient classification and regression methods currently available, implementations of support vector machines exist in almost every popular programming language. Currently four R packages contain SVM related software. The purpose of this paper is to present and...
Persistent link: https://www.econbiz.de/10005106037
kernlab is an extensible package for kernel-based machine learning methods in R. It takes advantage of R's new S4 ob ject model and provides a framework for creating and using kernel-based algorithms. The package contains dot product primitives (kernels), implementations of support vector...
Persistent link: https://www.econbiz.de/10005106065
Persistent link: https://www.econbiz.de/10005706633
Recent advances in the field of kernel-based machine learning methods allow fast processing of text using string kernels utilizing suffix arrays. kernlab provides both kernel methods' infrastructure and a large collection of already implemented algorithms and includes an implementation of...
Persistent link: https://www.econbiz.de/10008484604
We introduce a generic simulation framework suitable for agent-based simulations featuring the support of heterogeneous agents, hierarchical scheduling, and flexible specification of design parameters. One key aspect of this framework is the design specification: we use a format based on the...
Persistent link: https://www.econbiz.de/10005674163