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An Open Science Platform for the Next Generation of Data

Sweeney, Latanya - 2015

Imagine an online work environment where researchers have direct and immediate access to myriad data sources and tools and data management resources, useful throughout the research lifecycle. This is our vision for the next generation of the Dataverse Network: an Open Science Platform (OSP). For...

Persistent link: https://www.econbiz.de/10013035297

Portfolio Blender : Blending Qualitative Expectations in Portfolio Optimization

Susinno, Gabriele - 2014

This note presents the Blender, a concept that was developed at Unigestion by the Quantitative Research Hedge Fund Team. In the context of portfolio optimization we propose Blended portfolios as an alternative to efficient portfolios.Albeit Blended portfolios are sub-optimal in the mean-variance...

Persistent link: https://www.econbiz.de/10013064026

Two Sample Tests for High Dimensional Covariance Matrices

Chen, Songxi - Volkswirtschaftliche Fakultät, … - 2012

We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance-covariance matrices, and the other is on offdiagonal sub-matrices which define the covariance between two non-overlapping segments of the high-dimensional...

Persistent link: https://www.econbiz.de/10011259210

Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation

Qiu, Yumou; Chen, Songxi - Volkswirtschaftliche Fakultät, … - 2012

Motivated by the latest effort to employ banded matrices to estimate a high-dimensional covariance Σ , we propose a test for Σ being banded with possible diverging bandwidth. The test is adaptive to the “large p , small n ” situations without assuming a specific parametric distribution for...

Persistent link: https://www.econbiz.de/10011259723

"How Economists Can Get Alife: Abbreviated Version"

Tesfatsion, Leigh - EconWPA - 1995

Artificial life (alife) is the bottom-up study of basic phenomena commonly associated with living agents, such as self- replication, evolution, adaptation, self-organization, exploitation, competition, cooperation, and social network formation. Alife complements the traditional biological and...

Persistent link: https://www.econbiz.de/10005076914

The role of simulation methods in Macroeconomics

Novales, Alfonso - In: Spanish Economic Review 2 (2000) 3, pp. 155-181

After reviewing the reasons to use solution methods in macroeconomics, this survey paper discusses different aspects relative to a rigorous use of the numerical output of such methods. Special attention is paid to suggestions that have been made to incorporate parameter uncertainty. Finally, the...

Persistent link: https://www.econbiz.de/10005155585

Agent-based computational economics and African modeling:perspectives and challenges

Nwaobi, Godwin - Volkswirtschaftliche Fakultät, … - 2011

In recent years, the government, of African Countries has assumed major responsibilities for economic reforms and growth. In attempting to describe their economies, economists (policymakers) in many African Countries have applied certain models that are by now widely known: Linear programming...

Persistent link: https://www.econbiz.de/10009644908

Strategic Environment Effect and Communication

Ozkes, Ali - 2020

We study the interaction of the effects of the strategic environment and communication on the observed levels of cooperation in two-person finitely repeated games with a Pareto-inefficient Nash equilibrium. We replicate previous findings that point to higher levels of tacit cooperation under...

Persistent link: https://www.econbiz.de/10012846843

Experiments, Surveys and the Use of Representative Samples as Reference Data

Siedler, Thomas; Sonnenberg, Bettina - 2010

During the last two decades, laboratory experiments have come into increasing prominence and constitute a popular … these experiments can be extrapolated to the real world and whether, for example, sample selection into the experiment might … representative datasets as a means to overcome some of the limitations of lab experiments. We also outline how large representative …

Persistent link: https://www.econbiz.de/10014193430

Socio-Markal (Somarkal) : First Modeling Attempts in the Nyon Residential and Commercial Sectors Taking into Account Behavioural Uncertainties

Fragniere, Emmanuel; Kanala, Roman; Lavigne, Denis; … - 2010

There is no doubt that the current century is an era of environmental awareness which will require meeting the growing demands by means of a set of generating technologies, while minimising Greenhouse Gas emissions. Provided that technologies alone could not solve the problem, we have integrated...

Persistent link: https://www.econbiz.de/10014199955