ListarECO_Articles por tema "agent-based models"

Mostrando ítems 1-3 de 3

    • openAccess   Advances in the agent-based modeling of economic and social behavior 

      Steinbacher, Mitja; Raddant, Matthias; Karimi, Fariba; Camacho Cuena, Eva; Alfarano, Simone; Iori, Giulia; Lux, Thomas Springer (2021)
      In this review we discuss advances in the agent-based modeling of economic and social systems. We show the state of the art of the heuristic design of agents and how behavioral economics and laboratory experiments have ...

    • openAccess   An approach to identifying micro behavior: How banks’ strategies influence financial cycles 

      Tedeschi, Gabriele; Recchioni, Maria Cristina; Berardi, Simone Elsevier (2018-12)
      In this paper, we show that the values of parameters of a well-calibrated model are useful in detecting micro behavior. We use a calibration procedure suitable for validating agent-based models to show how the evolution ...

    • openAccess   Systemic financial risk indicators and securitised assets: an agent-based framework 

      Mazzocchetti, Andrea; Lauretta, Eliana; Raberto, Marco; Teglio, Andrea; Cincotti, Silvano Springer (2019-09-04)
      The paper presents an agent-based model of a credit economy which includes a securitisation process and a bailout mechanism for bank bankruptcies. Within this framework, banks are able to sell mortgages to a financial ...