Knygos.lt nariams
Knygos.lt nariams
- Išsiųsime per 12–18 d.d.
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- Autorius: Jason Thomas Wilmans
- Leidėjas: AV Akademikerverlag
- Metai: 2014
- Puslapiai: 68
- ISBN-10: 3639491130
- ISBN-13: 9783639491135
- Formatas: 15.2 x 22.9 x 0.4 cm, minkšti viršeliai
- Kalba: Anglų
Atsiliepimai
Aprašymas
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.
- Autorius: Jason Thomas Wilmans
- Leidėjas: AV Akademikerverlag
- Metai: 2014
- Puslapiai: 68
- ISBN-10: 3639491130
- ISBN-13: 9783639491135
- Formatas: 15.2 x 22.9 x 0.4 cm, minkšti viršeliai
- Kalba: Anglų
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.
Atsiliepimai