Relevant bibliographies by topics / Capital market Computer simulation

Academic literature on the topic 'Capital market Computer simulation'

Author: Grafiati
Published: 10 December 2022
Last updated: 28 January 2023

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Journal articles on the topic "Capital market Computer simulation"

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Hirano, Masanori, Kiyoshi Izumi, Takashi Shimada, Hiroyasu Matsushima, and Hiroki Sakaji. "Impact Analysis of Financial Regulation on Multi-Asset Markets Using Artificial Market Simulations." Journal of Risk and Financial Management 13, no. 4 (April 17, 2020): 75. http://dx.doi.org/10.3390/jrfm13040075.

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In this study, we assessed the impact of capital adequacy ratio (CAR) regulation in the Basel regulatory framework. This regulation was established to make the banking network robust. However, a previous work argued that CAR regulation has a destabilization effect on financial markets. To assess impacts such as destabilizing effects, we conducted simulations of an artificial market, one of the computer simulations imitating real financial markets. In the simulation, we proposed and used a new model with continuous double auction markets, stylized trading agents, and two kinds of portfolio trading agents. Both portfolio trading agents had trading strategies incorporating Markowitz’s portfolio optimization. Additionally, one type of portfolio trading agent was under regulation. From the simulations, we found that portfolio optimization as each trader’s strategy stabilizes markets, and CAR regulation destabilizes markets in various aspects. These results show that CAR regulation can have negative effects on asset markets. As future work, we should confirm these effects empirically and consider how to balance between both positive and negative aspects of CAR regulation.
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LIEBREICH, J. "INFLUENCE OF FINITE CAPITAL IN THE CONT–BOUCHAUD-MODEL FOR MARKET FLUCTUATIONS." International Journal of Modern Physics C 10, no. 07 (October 1999): 1317–25. http://dx.doi.org/10.1142/s0129183199001078.

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Introducing a finite capital of the shareholders in the Cont–Bouchaud-model leads to a partially realistic wealth distribution for middle positions in the wealth hierarchy. However, the number of poor shareholders is too small and the capitals of the wealthiest ones are too low. Also variation of the simulation time, of the activity and consideration of the fundamentalists' influence does not give data in agreement with reality.
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Wang, Minggang, Chenyu Hua, and Hua Xu. "Dynamic Linkages among Carbon, Energy and Financial Markets: Multiplex Recurrence Network Approach." Mathematics 10, no. 11 (May 26, 2022): 1829. http://dx.doi.org/10.3390/math10111829.

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It has become a hot issue to integrate the carbon market, energy market, and financial market into one system and explore the relationship among them. Considering that the carbon market, energy market, and financial market all have chaotic characteristics to varying degrees, this paper proposes a theoretical framework to study the linkage relationship among the three markets on the basis of the method of the Multiplex recurrence network. Firstly, we built a multiplex recurrence network of carbon-energy-financial market. Then, based on the connection relationship among nodes of the recurrence network of each market, the degree distribution of nodes of each market, and the information entropy theory, we put forward several metric indicators to explore the correlativity and mutual guidance relation among carbon market, energy market and financial market from micro and macro perspectives. Using the data generated by the deterministic system, the effectiveness of the defined index was confirmed by numerical simulation. The empirical analysis of the carbon market, energy market, and financial market revealed the evolution process of the increasingly close connection between the three markets, and we found that the carbon market plays an increasingly important role in the world capital market system. Based on the research results, we propose some suggestions for market decision-makers, enterprises, and investors.
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Brătian, Vasile, Ana-Maria Acu, Camelia Oprean-Stan, Emil Dinga, and Gabriela-Mariana Ionescu. "Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion." Mathematics 9, no. 22 (November 22, 2021): 2983. http://dx.doi.org/10.3390/math9222983.

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In this article, we propose a test of the dynamics of stock market indexes typical of the US and EU capital markets in order to determine which of the two fundamental hypotheses, efficient market hypothesis (EMH) or fractal market hypothesis (FMH), best describes market behavior. The article’s major goal is to show how to appropriately model return distributions for financial market indexes, specifically which geometric Brownian motion (GBM) and geometric fractional Brownian motion (GFBM) dynamic equations best define the evolution of the S&P 500 and Stoxx Europe 600 stock indexes. Daily stock index data were acquired from the Thomson Reuters Eikon database during a ten-year period, from January 2011 to December 2020. The main contribution of this work is determining whether these markets are efficient (as defined by the EMH), in which case the appropriate stock indexes dynamic equation is the GBM, or fractal (as described by the FMH), in which case the appropriate stock indexes dynamic equation is the GFBM. In this paper, we consider two methods for calculating the Hurst exponent: the rescaled range method (RS) and the periodogram method (PE). To determine which of the dynamics (GBM, GFBM) is more appropriate, we employed the mean absolute percentage error (MAPE) method. The simulation results demonstrate that the GFBM is better suited for forecasting stock market indexes than the GBM when the analyzed markets display fractality. However, while these findings cannot be generalized, they are verisimilar.
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Catalin, Popa. "The Major Determinants of International Financial Markets’ Functional Efficiency." Scientific Bulletin of Naval Academy XIX, no. 1 (July 15, 2018): 168–72. http://dx.doi.org/10.21279/1454-864x-18-i1-028.

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The financial market dynamics as part of International Monetary and Financial System (IMFS), become very relevant and important at least due to the last two last decades experiences, when the excessive diversification, the lack of regulation and weaker monitoring policy implementation have marked on negative manner the market game, disrespecting the economic rationales on regional and global level. On the present paperwork, the authors have aimed to describe the most relevant functional determinants of the market efficiency, with the reference of market value assessment, risk diversification tendencies and capital allocation process. Following the proposed theoretical model comprising the market efficiency variables, the article conclusions are focused on functional depiction of International Monetary and Financial System dynamics and its sensibilities related to the market game and speculations.
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Katsikis, Vasilios N., and Spyridon D. Mourtas. "Binary Beetle Antennae Search Algorithm for Tangency Portfolio Diversification." Journal of Modeling and Optimization 13, no. 1 (June 15, 2021): 44–50. http://dx.doi.org/10.32732/jmo.2021.13.1.44.

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The tangency portfolio, also known as the market portfolio, is the most efficient portfolio and arises from the intercept point of the Capital Market Line (CML) and the efficient frontier. In this paper, a binary optimal tangency portfolio under cardinality constraint (BOTPCC) problem is defined and studied as a nonlinear programming (NLP) problem. Because such NLP problems are widely approached by heuristic, a binary beetle antennae search algorithm is employed to provide a solution to the BTPSCC problem. Our method proved to be a magnificent substitute to other evolutionary algorithms in real-world datasets, based on numerical applications and computer simulations.
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NI, JINLAN, and DEEPAK KHAZANCHI. "INFORMATION TECHNOLOGY INVESTMENT DECISIONS UNDER ASYMMETRIC INFORMATION: A MODIFIED RATIONAL EXPECTATION MODEL." International Journal of Information Technology & Decision Making 08, no. 01 (March 2009): 55–72. http://dx.doi.org/10.1142/s0219622009003260.

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In this paper, we propose that information technology (IT) managers make investment decisions about new IT initiatives based on a modified rational expectation model. Unlike traditional rational expectation models, we emphasize the relevance of market uncertainty and its impact on the return of new IT investment. This results in information acquisition decisions by managers that can cause information asymmetry. This information asymmetry is endogenous and so the IT manager can become well informed if and only if it is beneficial to do so. We also capture different levels of IT investment across managers by introducing heterogeneity across managers in terms of different levels of initial capital. Based on a simulation analysis to validate our theoretical model, we find that it is the IT manager with larger initial capital outlay who is particularly interested in acquiring information about their IT investments in order to reduce any asymmetry with competitors. Furthermore, we find that holding other things constant, fewer IT investors are informed when information cost increases and in consequence the difference of investment level between the informed and uninformed investors is more pronounced.
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Zhang, Ming-Heng, and Qian-Sheng Cheng. "Gaussian mixture modelling to detect random walks in capital markets." Mathematical and Computer Modelling 38, no. 5-6 (September 2003): 503–8. http://dx.doi.org/10.1016/s0895-7177(03)90022-7.

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Kumar, N. Satheesh. "Increasing the Cruise Range and Reducing the Capital Cost of Electric Vehicles by Integrating Auxiliary Unit with the Traction Drive." International Journal of Vehicular Technology 2016 (February 10, 2016): 1–11. http://dx.doi.org/10.1155/2016/7617692.

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Poor cruise performance of Electric Vehicles (EVs) continues to be the primary reason that impends their market penetration. Adding more battery to extend the cruise range is not a viable solution as it increases the structural weight and capital cost of the EV. Simulations identified that a vehicle spends on average 15% of its total time in braking, signifying an immense potential of the utilization of regenerative braking mechanism. Based on the analysis, a 3 kW auxiliary electrical unit coupled with the traction drive during braking events increases the recoverable energy by 8.4%. In addition, the simulation revealed that, on average, the energy drawn from the battery is reduced by 3.2% when traction drive is integrated with the air-conditioning compressor (an auxiliary electrical load). A practical design solution of the integrated unit is also included in the paper. Based on the findings, it is evident that the integration of an auxiliary unit with the traction drive results in enhancing the energy capturing capacity of the regenerative braking mechanism and decreases the power consumed from the battery. Further, the integrated unit boosts other advantages such as reduced material cost, improved reliability, and a compact and lightweight design.
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Musaev, Alexander, and Dmitry Grigoriev. "Analyzing, Modeling, and Utilizing Observation Series Correlation in Capital Markets." Computation 9, no. 8 (August 2, 2021): 88. http://dx.doi.org/10.3390/computation9080088.

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In this paper, we consider the task of the analysis, modeling, and application of dependencies between asset quotes at various capital markets. As an example, we study the dependency between financial instrument observation series in the currency and stock markets. Our work intends to give a theoretical basis to asset management strategies that estimate an asset’s price via regression, taking into account its correlated assets in various markets. Furthermore, we provide a way to increase the estimate quality using an evolutionary algorithm.
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Dissertations / Theses on the topic "Capital market Computer simulation"

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Lembcke, Antje. "Optimized market introduction of large capital products (LCP) with long development and learning cycles." Doctoral diss., University of Central Florida, 2010. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/4624.

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Any product sold is expected to be reliable and available when the customer wants to operate it. Companies that produce large capital products (LCP), such as rockets, satellites, or large gas turbines to generate electrical energy, tend to shy away from extending their testing and validation method above the requirements by law, mainly due to the very high costs of each additional test and the uncertain return on investment. This research shows that today's state of the art validation methods for LCP, required by law, or suggested in literature, and adapted by these industries, are not capable of capturing all significant failure modes (or even enough failure modes), with the consequence that the subsequently sold commercial products will still experience failures with significant effects on product reliability, and subsequently on the companies' bottom line earnings projections. The research determines the type of data (significant variables) necessary to correlate a company's validation policy to product failures after commercialization, and predicts the financial impact of the current validation policy on the company's profitability. An optimized validation plan and testing policy is suggested, and its impact on a company's profitability is demonstrated through simulation. A generic methodology is derived and its viability is illustrated using a specific product and a dynamic model developed with data available to the researcher. The generic method can be applied by any company to develop its own model for optimizing product reliability prior to market introduction.
ID: 029049914; System requirements: World Wide Web browser and PDF reader.; Mode of access: World Wide Web.; Thesis (Ph.D.)--University of Central Florida, 2010.; Includes bibliographical references (p. 143-145).
Ph.D.
Doctorate
Department of Industrial Engineering and Management Systems
Engineering and Computer Science
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Reddy, Praneel. "Cognitive Biases, Volatility, and Risk in Capital Markets: Revealing Risk through Simulation." Diss., The University of Arizona, 2011. http://hdl.handle.net/10150/202772.

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The modeling of financial risk, whose shortcomings came to the fore during the financial crisis, generally understands risk from the history of prices and returns. However, the state space of risk is not fully revealed from the history of prices and returns. In this dissertation, certain cognitive biases were modeled, and the simulation results were quantitatively characterized to reveal risk not revealed from the history of prices and returns. This contribution adds to the extant literature on the modeling of financial risk by showing how to reveal parts of the state space of risk not revealed from other methods in use today.
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Jonéus, Carl. "Analysis of Scalable Blockchain Technology in the Capital Market." Thesis, Uppsala universitet, Avdelningen för datalogi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-326151.

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Financial interactions on the capital market involve a wide variety of actors and processes. The requirement of security and privacy results to a large extent in non-shared and unintegrated databases among the different parties, leading to complex, time consuming and costly procedures. The last decade's introduction of innovative blockchain technologies such as Bitcoin, has brought attention to the possibilities of decentralized peer-to-peer networking in general, and its potential influence in the financial sector in particular. This master thesis investigates the possibilities for the capital market to adapt such a system from a technical point of view, with main focus on scalability. The analysis covers crucial aspects such as a peer-to-peer application's ability to handle large transaction volumes while maintaining security. The degree project also includes continued work on Visigon's blockchain application prototype with main focus on the network communication, as well as simulations of its performance capability. Results from the simulations showed that the transaction throughput capacity is limited to the time of broadcasting the transaction to the network, and thus decreasing linearly with increasing network size. The required time for handling other parts in the process appears constant and takes up a small fraction of the total time, therefore future work lays in further optimization of the communication protocol.
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Backlund, Ludvig. "A technical overview of distributed ledger technologies in the Nordic capital market." Thesis, Uppsala universitet, Avdelningen för datalogi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298810.

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This thesis examines how Distributed Ledger Technologies (DLTs) could be utilized in capital markets in general and in the Nordic capital market in particular. DLTs were introduced with the so called cryptocurrency Bitcoin in 2009 and has in the last few years been of interest to various financial institutions as a means to streamline financial processes. By combining computer scientific concepts such as public-key cryptography and consensus algorithms DLTs make it possible to keep shared databases with limited trust among the participators and without the use of a trusted third party. In this thesis various actors on the Nordic capital market were interviewed and their stance on DLTs were summarized. In addition to this a Proof of Concept of a permissioned DLT application for ownership registration of securities was constructed. It was found that all the interviewees were generally optimistic about DLTs potential to increase the efficiency of capital markets. The technology needs to be adopted to handle the capital markets demand for privacy and large transaction volumes, but there is a general agreement among the interviewees that these issues will be solved. The biggest challenge for an adoption of DLTs seem to lie in that of finding a common industry-wide standard.
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Buchta, Christian, and Sara Dolnicar. "Learning by simulation. Computer simulations for strategic marketing decision support in tourism." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2003. http://epub.wu.ac.at/1718/1/document.pdf.

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This paper describes the use of corporate decision and strategy simulations as a decision-support instrument under varying market conditions in the tourism industry. It goes on to illustrate this use of simulations with an experiment which investigates how successful different market segmentation approaches are in destination management. The experiment assumes a competitive environment and various cycle-length conditions with regard to budget and strategic planning. Computer simulations prove to be a useful management tool, allowing customized experiments which provide insight into the functioning of the market and therefore represent an interesting tool for managerial decision support. The main drawback is the initial setup of a customized computer simulation, which is time-consuming and involves defining parameters with great care in order to represent the actual market environment and to avoid excessive complexity in testing cause-effect-relationships. (author's abstract)
Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Dappiti, Ramana Reddy, and Mohan Krishna Thalluri. "Brownian Dynamic Simulation to Predict the Stock Market Price." Thesis, Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2627.

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Stock Prices have been modeled using a variety of techniques such as neural networks, simple regression based models and so on with limited accuracy. We attempt to use Random Walk method to model movements of stock prices with modifications to account for market sentiment. A simulator has been developed as part of the work to experiment with actual NASDAQ100 stock data and check how the actual stock values compare with the predictions. In cases of short and medium term prediction (1-3 months), the predicted prices are close to the actual values, while for longer term (1 year), the predictions begin to diverge. The Random Walk method has been compared with linear regression, average and last known value across four periods and has that the Random Walk method is no better that the conventional methods as at 95% confidence there is no significant difference between the conventional methods and Random Walk model.
Prediction of stock markets has been the research interest of many scientists around the world. Speculators who wish to make a “quick buck” as well as economists who wish to predict crashes, anyone in the financial industry has an interest in predicting what stock prices are likely to be. Clearly, there is no model which can accurately predict stock prices; else markets would be absolutely perfect! However, the problem is pertinent and any improvement in the accuracy of prediction improves the state of financial markets today. This forms the broad motivation of our study.
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劉紅進 and Hongjin Liu. "Implementation of a multi-agent based power market simulator." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31224829.

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Piccolo, Alessandro. "Distributed ledger technology in the capital market : Shared versus private information in a permissioned blockchain." Thesis, Uppsala universitet, Avdelningen för datalogi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-326341.

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This master thesis explores how blockchain technologies can be utilized within the financial sector with focus on how to store both private and public information on the blockchain. The capital market is looking into ways of cutting down administrative work through streamlining the financial process by using blockchain technologies. Public key encryption together with hash functions and a consensus mechanism make up the basis for creating a shared trustless database system. The thesis was conducted by extensive research concerning cryptographic topics, and a literature study was made to compare existing solutions. This was done in order to come up with a new design which suggests how to utilize blockchain technologies in order to create private transactions. The design solves issues regarding key management and how to handle both private and public information on the blockchain. The proposed design is an extension of Visigon's existing permissioned blockchain, and it introduces different roles within the peer to peer network as well as a concept of having regulating nodes that together with the involved bank's nodes handle the process of private transactions. Private transactions are encrypted by using symmetric keys and thereafter recorded on the blockchain. In conclusion blockchain technology might not be the most suitable database system for banks to keep transactions private. Future solutions should consider the best attributes of blockchain technologies and create a new system with the single purpose of being a tool for the financial market.
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Caley, Jeffrey Allan. "A Survey of Systems for Predicting Stock Market Movements, Combining Market Indicators and Machine Learning Classifiers." PDXScholar, 2013. https://pdxscholar.library.pdx.edu/open_access_etds/2001.

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In this work, we propose and investigate a series of methods to predict stock market movements. These methods use stock market technical and macroeconomic indicators as inputs into different machine learning classifiers. The objective is to survey existing domain knowledge, and combine multiple techniques into one method to predict daily market movements for stocks. Approaches using nearest neighbor classification, support vector machine classification, K-means classification, principal component analysis and genetic algorithms for feature reduction and redefining the classification rule were explored. Ten stocks, 9 companies and 1 index, were used to evaluate each iteration of the trading method. The classification rate, modified Sharpe ratio and profit gained over the test period is used to evaluate each strategy. The findings showed nearest neighbor classification using genetic algorithm input feature reduction produced the best results, achieving higher profits than buy-and-hold for a majority of the companies.
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Li, Qi. "Application of Improved Feature Selection Algorithm in SVM Based Market Trend Prediction Model." Thesis, Portland State University, 2019. http://pqdtopen.proquest.com/#viewpdf?dispub=10979352.

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In this study, a Prediction Accuracy Based Hill Climbing Feature Selection Algorithm (AHCFS) is created and compared with an Error Rate Based Sequential Feature Selection Algorithm (ERFS) which is an existing Matlab algorithm. The goal of the study is to create a new piece of an algorithm that has potential to outperform the existing Matlab sequential feature selection algorithm in predicting the movement of S&P 500 (

GSPC) prices under certain circumstances. The twoalgorithms are tested based on historical data of

GSPC, and SupportVector Machine (SVM) is employed by both as the classifier. A prediction without feature selection algorithm implemented is carried out and used as a baseline for comparison between the two algorithms. The prediction horizon set in this study for both algorithms varies from one to 60 days. The study results show that AHCFS reaches higher prediction accuracy than ERFS in the majority of the cases.

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Books on the topic "Capital market Computer simulation"

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Haim, Levy, and Solomon Sorin, eds. The microscopic simulation of financial markets: From investor behavior to market phenomena. San Diego: Academic Press, 2000.

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Automate this: How algorithms came to rule our world. New York: Portfolio/Penguin, 2012.

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The market place: A strategic marketing simulation. Homewood, IL: Irwin, 1990.

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Miller, Richard Kendall. Survey on manufacturing simulation. Madison, GA: Future Technology Surveys, 1989.

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Karam, Philippe D. Assessing debt sustainability in emerging market economies using stochastic simulation methods. Washington, D.C: World Bank, 2006.

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Hostland, Doug. Assessing debt sustainability in emerging market economies using stochastic simulation methods. Washington, D.C: World Bank, Development Prospects Group, 2006.

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Paul, Refenes, ed. Neural networks in the capital markets. Chichester: Wiley, 1995.

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Mühleisen, Martin. Human capital decay and persistence: A simulation approach to German unemployment. Frankfurt am Main: Campus Verlag, 1994.

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Freedman, Robert. How to make real money in second life: Boost your business, market your services, and sell your products in the world's hottest virtual community. New York: McGraw-Hill, 2008.

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Freedman, Robert. How to make real money in second life: Boost your business, market your services, and sell your products in the world's hottest virtual community. New York: McGraw-Hill, 2008.

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Book chapters on the topic "Capital market Computer simulation"

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Choudhry, Moorad, Didier Joannas, Richard Pereira, and Rod Pienaar. "RATE Computer Software." In Capital Market Instruments, 521–36. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508989_23.

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Keyhani, Mohammad. "Computer Simulation Studies of the Entrepreneurial Market Process." In Complexity in Entrepreneurship, Innovation and Technology Research, 117–37. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-27108-8_6.

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Chen, Haoyong, Xifan Wang, Kit Po Wong, and Chi-yung Chung. "A Framework of Oligopolistic Market Simulation with Coevolutionary Computation." In Lecture Notes in Computer Science, 860–69. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11881070_114.

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Wang, Yuling, Juan Wang, Yanjun Guo, Xinjue Wu, and Jing Wang. "FMH and Its Application in Chinese Stock Market." In Advanced Research on Computer Education, Simulation and Modeling, 349–55. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-21802-6_56.

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Seveso, Franco, Raúl Marichal, Ernesto Dufrechou, and Pablo Ezzatti. "Refactoring an Electric-Market Simulation Software for Massively Parallel Computations." In Communications in Computer and Information Science, 190–204. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-23821-5_14.

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Andrade, Rui, Sandra Garcia-Rodriguez, Isabel Praca, and Zita Vale. "A Two Tier Architecture for Local Energy Market Simulation and Control." In Communications in Computer and Information Science, 302–13. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-51999-5_25.

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Eichelberger, Christopher N., and Mirsad Hadžikadić. "Complex Adaptive Systems: Using a Free-Market Simulation to Estimate Attribute Relevance." In Lecture Notes in Computer Science, 671–80. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11875604_74.

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Ahangama, Sapumal, and Danny Chiang Choon Poo. "Why Innovations of Capital Market IT Systems Fail to Diffuse into the General Public?" In Lecture Notes in Computer Science, 655–66. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-20895-4_61.

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Li, Jing, Xian Wang, and Shaohua Zhang. "Equilibrium Simulation of Power Market with Wind Power Based on CVaR Approach." In Communications in Computer and Information Science, 64–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-34381-0_8.

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Chun-yu, Wang, Wu Hu-tong, Sun Chao, Sun Ji-zhou, Li Yue-lei, Wang Jian-jun, and Yu Ce. "A Framework for Multi-agent-Based Stock Market Simulation on Parallel Environment." In Communications in Computer and Information Science, 561–70. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-34447-3_50.

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Conference papers on the topic "Capital market Computer simulation"

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Pfeffer, Markus, Richard Oechsner, Lothar Pfitzner, Heiner Ryssel, Berthold Ocker, and Patrick Verdonck. "Performance Optimization of Semiconductor Manufacturing Equipment by the Application of Discrete Event Simulation." In ASME 2008 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2008. http://dx.doi.org/10.1115/detc2008-49274.

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Semiconductor wafer fabrication facilities (wafer fabs) are amongst the most complex production facilities. State-of-the-art wafer fabs comprise a large product variety, hundreds of processing steps per product, almost hundreds of machines of different types, and automated transportation systems combined with reentrant flows throughout the fab. In addition to the high complexity, wafer fabs require very high capital investment and an undisturbed operation. Semiconductor manufacturers are facing fierce competition as more global capacity is being added. Through this intense competition, semiconductor manufacturers have to improve their processes from a technological as well as from a logistical point of view in order to be successful within the global market. The logistics not only involves fab wide optimization strategies but also the individual equipment performance, for example cycle time and throughput, has to be considered. In this paper, the need for performance optimization of semiconductor manufacturing equipment is identified and the capability of discrete event simulation for such optimizations is being elaborated. Characteristics of different types of simulation models are described and the simulation model selection is explained. For case studies, several simulation models of different semiconductor manufacturing equipment have been developed. Using five examples, different optimization strategies, dependent on the application of the semiconductor manufacturing equipment, have been investigated by discrete event simulation. The paper shows the influence of the integration of metrology into deposition equipment, the impact of different batch sizes for oxidation processes, and the optimized dimensioning of photolithography equipment. Furthermore, the throughput and cycle time of different deposition equipment are optimized by the evaluation of various improvement strategies. All investigations have been performed with real data extracted from already utilized equipment or at least with data from the equipment suppliers of prototype equipment.
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Zou, Xiangqing, and Meilin Zhang. "Chaos in Capital Market." In 2009 WRI World Congress on Computer Science and Information Engineering. IEEE, 2009. http://dx.doi.org/10.1109/csie.2009.448.

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Mukherjee, Aniruddha, Punit Diwan, Prasun Bhattacharjee, Debnath Mukherjee, and Prateep Misra. "Capital market surveillance using stream processing." In 2010 2nd International Conference on Computer Technology and Development (ICCTD). IEEE, 2010. http://dx.doi.org/10.1109/icctd.2010.5645965.

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Zhujun, Xu, Yin Sijia, Shen Jia, and Zheng Xingchen. "A Chaos Forecast Research on Capital Market Model." In 2008 International Conference on Computer Science and Software Engineering. IEEE, 2008. http://dx.doi.org/10.1109/csse.2008.1275.

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Jaki, Erika, and Endre Mihaly Molnar. "Model Of The State And EU Involvement In The Venture Capital Market." In 31st Conference on Modelling and Simulation. ECMS, 2017. http://dx.doi.org/10.7148/2017-0120.

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Zhai Huayun. "Research on capital market supporting efficiency of technology innovation." In 2011 International Conference on Computer Science and Service System (CSSS). IEEE, 2011. http://dx.doi.org/10.1109/csss.2011.5975030.

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Chen, Yuxue, and Die Hu. "Reconstruction of Capital Market Ecology Based on Blockchain Technology." In 2021 International Conference on Computer, Blockchain and Financial Development (CBFD). IEEE, 2021. http://dx.doi.org/10.1109/cbfd52659.2021.00075.

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Schams, Sebastian, Jan Hauffa, Maximilian Schmidt, and Georg Groh. "Market Systems as a Source of Individual Contributive Social Capital Scores." In MuC'19: Mensch-und-Computer. New York, NY, USA: ACM, 2019. http://dx.doi.org/10.1145/3340764.3344433.

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Abuselidze, G., A. Ostapchuk, M. Talavyrya, and V. Lutsiak. "Theoretical and methodological aspects of attracting speculative capital on the exchange market." In II INTERNATIONAL SCIENTIFIC FORUM ON COMPUTER AND ENERGY SCIENCES (WFCES-II 2021). AIP Publishing, 2022. http://dx.doi.org/10.1063/5.0106277.

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Wang, Lin, and Yichen Chu. "An empirical study of the institutional investors' information seeking behavior in capital market." In 2013 International Conference on Sport Science and Computer Science. Southampton, UK: WIT Press, 2014. http://dx.doi.org/10.2495/cccs130131.

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Reports on the topic "Capital market Computer simulation"

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Quak, Evert-jan. The Link Between Demography and Labour Markets in sub-Saharan Africa. Institute of Development Studies (IDS), January 2020. http://dx.doi.org/10.19088/k4d.2021.011.

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This rapid review synthesises the literature from academic, policy, and knowledge institution sources on how demography affects labour markets (e.g. entrants, including youth and women) and labour market outcomes (e.g. capital-per-worker, life-cycle labour supply, human capital investments) in the context of sub-Saharan Africa. One of the key findings is that the fast-growing population in sub-Saharan Africa is likely to affect the ability to get productive jobs and in turn economic growth. This normally happens when workers move from traditional (low productivity agriculture and household businesses) sectors into higher productivity sectors in manufacturing and services. In theory the literature shows that lower dependency ratios (share of the non-working age population) should increase output per capita if labour force participation rates among the working age population remain unchanged. If output per worker stays constant, then a decline in dependency ratio would lead to a rise in income per capita. Macro simulation models for sub-Saharan Africa estimate that capital per worker will remain low due to consistently low savings for at least the next decades, even in the low fertility scenario. Sub-Saharan African countries seem too poor for a quick rise in savings. As such, it is unlikely that a lower dependency ratio will initiate a dramatic increase in labour productivity. The literature notes the gender implications on labour markets. Most women combine unpaid care for children with informal and low productive work in agriculture or family enterprises. Large family sizes reduce their productive labour years significantly, estimated at a reduction of 1.9 years of productive participation per woman for each child, that complicates their move into more productive work (if available). If the transition from high fertility to low fertility is permanent and can be established in a relatively short-term period, there are long-run effects on female labour participation, and the gains in income per capita will be permanent. As such from the literature it is clear that the effect of higher female wages on female labour participation works to a large extent through reductions in fertility.
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