heterogeneous agent
A Repeated Game Heterogeneous Agent Wage Posting Model
... In the paper, we test a 2 2 × heterogeneous-agent version of the wage posting model as derived by Montgomery (1991). Homogeneous workers in the model are allowed to make only one job application to ...
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Investors' behaviour and dynamics of ship prices: a heterogeneous agent model
... investors’ heterogeneous beliefs and behaviors, and incorporate such information on the formation of asset values in the market for ...of heterogeneous agent behavior in a market for real ...
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Macroeconomic Implications of Modeling the Internal Revenue Code in a Heterogeneous Agent Framework
... Macroeconomic Implications of Modeling the Internal Revenue Code in a Heterogeneous-Agent Framework Moore, Rachel and Pecoraro, Brandon Joint Committee on Taxation... Labor Income Tax Li[r] ...
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Navigating the oil bubble: A non linear heterogeneous agent dynamic model of futures oil pricing
... on heterogeneous agent models (HAM) by Brock and Hommes (1997, 1998) and Westerhoff (2004), among many others, posited that agents react to differing information sets, resulting in market prices, which are ...
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Modeling the Internal Revenue Code in a heterogeneous agent framework: An application to TCJA
... Modeling the Internal Revenue Code in a heterogeneous-agent framework: An application to TCJA Moore, Rachel and Pecoraro, Brandon U.S.. Congress Joint Committee on Taxation..[r] ...
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Stylized facts from a threshold-based heterogeneous agent model
... of heterogeneous agent models (HAMs), these possibilities tend to be ignored, perhaps because it is more interesting to develop market ‘black boxes’ where all the non-Gaussian effects are generated ...
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Dynamic Route Optimization for Heterogeneous Agent Envisaging Topographic of Maps
... the heterogeneous agents to opt for route from source to ...a Heterogeneous Agent, road network and agent simulation using SUMO (Simulation of Urban Mobility) in real time ...
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Supporting heterogeneous agent mobility with ALAS
... for heterogeneous agent mobility, since both the executable code and API calls need to be ...of agent building blocks, platform-independent descriptions of reusable software ...An agent is ...
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Spot price modelling of industrial metals – an heterogeneous agent based model for Copper
... simple heterogeneous agent based model will be presented in this paper to assess the effect of fundamental as well as technical traders on the price of ...
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Long memory in financial markets: A heterogeneous agent model perspective
... of heterogeneous agent models (HAMs) in finance to var- ious stylized facts and anomalies in financial markets has been evidenced by rapidly growing ...with heterogeneous expectations may lead to ...
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Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
... Consistent with observed behaviour in the markets investors may change the way they make their decisions at every period of time, as discussed in Menkhoff and Tay- lor (2007). They may switch the way they form ...
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Investors' behaviour and dynamics of ship prices: a heterogeneous agent model
... Permanent repository link: http://openaccess.city.ac.uk/18475/ Link to published version: http://dx.doi.org/10.1016/j.tre.2017.07.012 Copyright and reuse: City Research Online aims to ma[r] ...
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A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan
... estimates heterogeneous agent New Keynesian (HANK) model for US and Japan using three aggregate observations: real GDP, inflation and interest rate, using combination of easy-to-use computational method for ...
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The Stock Bond Comovements and Cross Market Trading
... the heterogeneous agent model (HAM) literature and time-varying stock-bond return relation to study the interaction between cross-market trading behavior and joint price dynamics in the stock and bond ...
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Are Deep Parameters Policy Invariant?
... To do that, we ran an experiment similar to Chang, Kim and Schorfheide (2013) and checked the variance of the parameter. As pointed out in the empirical study of Inoue and Rossi (2008) empirical study, the parameters of ...
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Rational Speculators, Contrarians and Excess Volatility
... have heterogeneous investment horizons and may form heterogeneous expectations regarding short-term price ...evolutionary heterogeneous-agent models introduced by Brock and Hommes (1998), in ...
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Upregulation of STAT3 Marks Burkitt Lymphoma Cells Refractory to Epstein-Barr Virus Lytic Cycle Induction by HDAC Inhibitors
... The refractory phenomenon is of general biological interest. Do permanent genetic changes mark cells that are refractory to lytic cycle induction? Are there features that distinguish cells that fail to respond from those ...
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Interconnected Conditions of Homogeneous and Heterogeneous Behavior in Agent-Based Models: Matrix with Calculated Vectors
... an agent then takes, given that the environment is the same, may be different based not only on that agent’s decisions but also on its strategies in terms of learning from nearby agents and by taking various ...
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Multi-agents Systems for Remote Control on Internet
... Our architecture is based on the same architectures principles that have been presented in the previous section. It relies on the concept of levels initially developed by R. Brooks and which appear in architectures ...
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A formula-driven scalable benchmark model for ABM, applied to FLAME GPU
... Abstract. Agent Based Modelling (ABM) systems have become a pop- ular technique for describing complex and dynamic ...of agent-based appli- cations in the simulation and AI fields led to an increase in the ...
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