X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Journal Article (1738) 1738
Publication (263) 263
Web Resource (10) 10
Conference Proceeding (9) 9
Paper (5) 5
Dissertation (4) 4
Book Chapter (3) 3
Book / eBook (2) 2
Book Review (2) 2
Electronic Resource (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
economics (1125) 1125
c63 (869) 869
computational techniques, simulation modeling (858) 858
analysis (542) 542
studies (485) 485
simulation (364) 364
economics / management science (350) 350
models (348) 348
economic theory (336) 336
mathematics, interdisciplinary applications (335) 335
economic models (282) 282
algorithms (273) 273
management (268) 268
operations research & management science (192) 192
social sciences, mathematical methods (186) 186
business, finance (156) 156
model (151) 151
optimization (151) 151
operations research/decision theory (149) 149
c61 (145) 145
computer simulation (145) 145
economic theory/quantitative economics/mathematical methods (145) 145
computer appl. in social and behavioral sciences (141) 141
dynamics (140) 140
equilibrium (130) 130
mathematical models (119) 119
usage (116) 116
europe (113) 113
optimization techniques, programming models, dynamic analysis (113) 113
asset pricing, trading volume, bond interest rates (98) 98
policy (97) 97
production management (91) 91
agent-based modeling (87) 87
transportation (86) 86
econometrics (85) 85
engineering, manufacturing (81) 81
environmental studies (81) 81
g13 (81) 81
macroeconomics (81) 81
microeconomics (81) 81
options (81) 81
economic growth (79) 79
g12 (77) 77
transportation science & technology (77) 77
engineering, industrial (76) 76
information (76) 76
methods (76) 76
growth (75) 75
humanities and social sciences (75) 75
northern america (75) 75
statistics & probability (74) 74
transportation: demand, supply, and congestion, travel time, safety and accidents, transportation noise (74) 74
games (71) 71
pricing (71) 71
contingent pricing, futures pricing, option pricing (69) 69
finance (68) 68
u.s (68) 68
markets (67) 67
behavior (66) 66
risk (66) 66
firm (64) 64
economics and finance (63) 63
computer science (62) 62
game theory (62) 62
research (62) 62
uncertainty (61) 61
agent-based model (60) 60
math applications in computer science (60) 60
search, learning, information and knowledge, communication, belief, unawareness (60) 60
behavioral/experimental economics (59) 59
business fluctuations, cycles (59) 59
prices (57) 57
genetic algorithms (56) 56
learning (56) 56
c15 (55) 55
economic statistics (55) 55
firms (55) 55
monte carlo method (55) 55
game theory/mathematical methods (54) 54
mathematics (54) 54
financial econometrics (53) 53
network (53) 53
volatility (53) 53
entrepreneurship (52) 52
innovation (51) 51
regional/spatial science (51) 51
stocks (51) 51
business cycles (50) 50
operations research, statistical decision theory (50) 50
asia (49) 49
theoretical, mathematical and computational physics (49) 49
competition (48) 48
consumption (48) 48
credit (48) 48
engineering, civil (48) 48
evolution (48) 48
market (48) 48
banks, depository institutions, micro finance institutions, mortgages (47) 47
financial market (47) 47
organization of production (47) 47
more...
Library Location Library Location
Language Language
Language Language
X
Sort by Item Count (A-Z)
Filter by Count
English (1758) 1758
Italian (6) 6
Japanese (5) 5
German (4) 4
French (3) 3
Spanish (2) 2
Korean (1) 1
more...
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


Journal of Evolutionary Economics, ISSN 0936-9937, 3/2019, Volume 29, Issue 1, pp. 229 - 263
Journal Article
Journal of Post Keynesian Economics, ISSN 0160-3477, 04/2019, Volume 42, Issue 2, pp. 232 - 254
The article presents an original stock-flow consistent macroeconomic agent-based model with the aim to reexamine Harrod's instability principle as an... 
C63 | E22 | endogenous business cycles | E32 | instability | Agent-based modeling | stock-flow consistent models | GROWTH | ECONOMICS | Economics and Finance | Humanities and Social Sciences
Journal Article
Industrial and Corporate Change, ISSN 0960-6491, 12/2018, Volume 27, Issue 6, pp. 1045 - 1067
This article studies coordination between firms in a multi-sectoral macroeconomic model with endogenous business cycles. Firms are both in competition and... 
PRICES | MANAGEMENT | OUTPUT | DYNAMICS | FINANCIAL FRAGILITY | BUSINESS | ECONOMICS
Journal Article
Journal of Evolutionary Economics, ISSN 0936-9937, 3/2019, Volume 29, Issue 1, pp. 91 - 117
Journal Article
Regional Studies, ISSN 0034-3404, 09/2019, Volume 53, Issue 9, pp. 1333 - 1343
Journal Article
2011, NBER working paper series, Volume no. w17418
We introduce a technique called "precomputation of integrals" that makes it possible to compute conditional expectations in dynamic stochastic models in the... 
C63 - Computational Techniques; Simulation Modeling
Web Resource
Applied Economics, ISSN 0003-6846, 07/2015, Volume 47, Issue 34-35, pp. 3771 - 3790
Macroeconomic dynamics are characterized by alternating patterns of periods of relative stability and large swings. Standard microfounded macroeconomic models... 
deleveraging crisis | C63 | E20 | E32 | prices-wages dynamics | E12 | opinion dynamics | agent-based modelling | class eco B | LAW | WAGES | MARKETS | DYNAMICS | ECONOMICS | MODEL | DEBT | TAILS | Inflation (Finance) | Forecasts and trends | Macroeconomics | United States | Analysis | Modeling and Simulation | Humanities and Social Sciences | Multiagent Systems | Economics and Finance | Computer Science
Journal Article
Journal of Evolutionary Economics, ISSN 0936-9937, 3/2019, Volume 29, Issue 1, pp. 299 - 335
This paper proposes to model market mechanisms as a collective learning process for firms in a complex adaptive system, namely Jamel, an agent-based,... 
Economics | C63 | D21 | E32 | Economic Theory/Quantitative Economics/Mathematical Methods | Learning | Firms’ adaptation | Business cycles | Entrepreneurship | Institutional/Evolutionary Economics | Microeconomics | R & D/Technology Policy | Evolutionary economics | Economic Growth | D83 | B52 | Firms' adaptation | MACROECONOMICS | ECONOMICS | MODEL | Teachers | Macroeconomics
Journal Article
Journal of Evolutionary Economics, ISSN 0936-9937, 3/2019, Volume 29, Issue 1, pp. 265 - 297
Tracking the chain of events generated by an aggregate shock in an Agent Based Model (ABM) is apparently an impossible mission. Employing the methodology... 
Economics | C63 | E52 | E44 | E32 | Economic Theory/Quantitative Economics/Mathematical Methods | E12 | E03 | Aggregation | Heterogeneity | Financial fragility | Business cycles | Entrepreneurship | Institutional/Evolutionary Economics | Microeconomics | R & D/Technology Policy | Economic Growth | INCOME | DYNAMICS | ECONOMICS | Analysis | Economic models
Journal Article
Journal of Economic Dynamics and Control, ISSN 0165-1889, 05/2018, Volume 90, pp. 366 - 389
Efficiently calibrating agent-based models (ABMs) to real data is an open challenge. This paper explicitly tackles parameter space exploration and calibration... 
Meta-model | Calibration | Agent based model | Surrogate | Machine learning | PERFORMANCE | VALIDATION | OUTPUT GROWTH | OPTIMIZATION | ECONOMICS | STOCK | POLICIES | Discovery and exploration | Analysis | Outer space
Journal Article
Journal of Evolutionary Economics, ISSN 0936-9937, 3/2019, Volume 29, Issue 1, pp. 365 - 389
This paper describes evolution and adaptation of an agent-based model in a version of the Diamond-Dybvig, bank-run economy. In addition to pure strategy, run... 
Economics | C63 | G20 | Economic Theory/Quantitative Economics/Mathematical Methods | Learning | Entrepreneurship | Institutional/Evolutionary Economics | Microeconomics | Evolution | R & D/Technology Policy | Sunspots | Economic Growth | C73 | D83 | Bank runs | C72 | LIQUIDITY | GROWTH | ECONOMICS | Economic aspects | Algorithms | Banks (Finance) | Economic models | Random variables
Journal Article
Review of Finance, ISSN 1572-3097, 2015, Volume 19, Issue 2, pp. 685 - 738
We propose the realized systemic risk beta as a measure of financial companies' contribution to systemic risk, given network interdependence between firms'... 
C63 | C21 | G32 | G01 | G38 | C51 | G18 | TOPOLOGY | INTERBANK MARKET | BUSINESS, FINANCE | LIQUIDITY | CONTAGION | CONNECTEDNESS | EXPOSURES | SHORTFALL | QUANTILE REGRESSION | ECONOMICS | SELECTION
Journal Article
Journal of Economic Dynamics and Control, ISSN 0165-1889, 05/2016, Volume 66, pp. 54 - 75
In this paper, we propose a novel methodology to measure systemic risk in networks composed of financial institutions. Our procedure combines the impact... 
Financial stability | Interbank market | Systemic risk | Macroprudential | Stress test | Network | C63 | G21 | G23 | L14 | TOPOLOGY | ECONOMICS | Evaluation | Banks (Finance)
Journal Article
Journal of Evolutionary Economics, ISSN 0936-9937, 3/2019, Volume 29, Issue 1, pp. 467 - 538
Journal Article
Applied Economics Letters, ISSN 1350-4851, 11/2019, Volume 26, Issue 19, pp. 1567 - 1571
Anecdotal evidence suggests that firms and individuals participating in property markets, such as real estate brokers, consider that competition among them... 
R21 | brokerage | C63 | housing | spatial firm behavior | Spatial competition | agent-based modeling | R30 | ECONOMICS | Competition | Brokers
Journal Article
Transportation Research Part B, ISSN 0191-2615, 2010, Volume 44, Issue 4, pp. 521 - 534
Journal Article
Journal of the American Statistical Association, ISSN 0162-1459, 07/2018, Volume 114, Issue 526, pp. 1 - 13
This article introduces a novel method for selecting main effects and a set of reparameterized effects called conditional main effects (CMEs), which capture... 
Interaction analysis | Conditional effects | Coordinate descent | Gene association | Variable selection | REGRESSION | MODEL SELECTION | LASSO | STATISTICS & PROBABILITY | STRONG RULES | ALGORITHMS
Journal Article
Quantitative Finance, ISSN 1469-7688, 10/2019, Volume 19, Issue 10, pp. 1741 - 1761
This paper presents the willow tree algorithms for pricing variable annuities with Guaranteed Minimum Withdrawal Benefits (GMWB), where the underlying fund... 
GMWB | Hedging strategies | C63 | G12 | Willow tree scheme | Dynamic withdrawal strategies
Journal Article