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Anglický jazyk
Agent-Based Simulation in Finance
Autor: Jason Thomas Wilmans
Mutli-agent based simulation models allow for the research of economic questions differently than before. This thesis builds a multi-agent based simulation model of the U.S. financial market, to examine the behavior of banks within it. Although the focus... Viac o knihe
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O knihe
Mutli-agent based simulation models allow for the research of economic questions differently than before. This thesis builds a multi-agent based simulation model of the U.S. financial market, to examine the behavior of banks within it. Although the focus is on the credit market, a sub-goal is to build a complete model of the market. This is due to the observation, that in the 2007 financial crisis, seemingly small adjustments in one market of the U.S. led to a world-wide shock to the financial system. While designing, some existing ACE-models are adapted as well as new ones incorporated. The simulation model includes ideas for models of banks, hedge funds, the Federal Reserve System, a stock trading simulation, an information market and federal, as well as corporate and private household, credit customers.
- Vydavateľstvo: AV Akademikerverlag
- Rok vydania: 2014
- Formát: Paperback
- Rozmer: 220 x 150 mm
- Jazyk: Anglický jazyk
- ISBN: 9783639491135
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