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Pugh, David. "Essays in computational economics". Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/9882.
Pełny tekst źródłaJelonek, Piotr Zbigniew. "Essays on computational economics". Thesis, University of Leicester, 2014. http://hdl.handle.net/2381/28644.
Pełny tekst źródłaGrinis, Inna. "Essays in applied computational economics". Thesis, London School of Economics and Political Science (University of London), 2017. http://etheses.lse.ac.uk/3580/.
Pełny tekst źródłaBalikcioglu, Metin. "Essays on Environmental and Computational Economics". NCSU, 2008. http://www.lib.ncsu.edu/theses/available/etd-12032008-210449/.
Pełny tekst źródłaSchuster, Stephan. "Applications in agent-based computational economics". Thesis, University of Surrey, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.556466.
Pełny tekst źródłaChong, Shi Kai. "A computational approach to urban economics". Thesis, Massachusetts Institute of Technology, 2018. https://hdl.handle.net/1721.1/122318.
Pełny tekst źródłaCataloged from PDF version of thesis.
Includes bibliographical references (pages 89-92).
Cities are home to more than half of the world population today and urbanization is one of this century's biggest drivers of global economic growth. The dynamics of the urban environment is thus an important question to investigate. In this thesis, techniques from statistical modeling, machine learning, data mining and econometrics are utilized to study digital traces of people's everyday lives. In particular, we investigated how people influence the economic growth of cities, as well as how the urban environment affect the decisions made by people. Focusing on the role of cities as centers of consumption, we found that a gravity model based on the availability of a large and diverse pool of amenities accurately explained human flows observed from credit card records. Investigation of the consumption patterns of individuals in Istanbul, Beijing and various metropolitan areas in the United States revealed a positive relationship between the diversity of urban amenities consumed and the city's economic growth. Taking the perspective of cities as hubs for information exchange, we modeled the interactions between individuals in the cities of Beijing and Istanbul using records of their home and work locations and demonstrated how cities which facilitate the mixing of diverse human capital are crucial to the flow of new ideas across communities and their productivity. This contributes to the body of evidence which supports the notion that efficient information exchange is the key factor that drives innovation. To investigate how urban environments shape people's decisions, we study the social influence city dwellers have on each other and showed how face-to-face interaction and information exchange across different residential communities can shape their behavior and increase the similarity of their financial habits and political views in Istanbul.
by Shi Kai Chong.
S.M.
S.M. Massachusetts Institute of Technology, Computation for Design and Optimization Program
Hull, Isaiah. "Essays in Computational Macroeconomics and Finance". Thesis, Boston College, 2013. http://hdl.handle.net/2345/bc-ir:104376.
Pełny tekst źródłaThis dissertation examines three topics in computational macroeconomics and finance. The first two chapters are closely linked; and the third chapter covers a separate topic in finance. Throughout the dissertation, I place a strong emphasis on constructing computational tools and modeling devices; and using them in appropriate applications. The first chapter examines how a central banks choice of interest rate rule impacts the rate of mortgage default and welfare. In this chapter, a quantitative equilibrium (QE) model is constructed that incorporates incomplete markets, aggregate uncertainty, overlapping generations, and realistic mortgage structure. Through a series of counterfactual simulations, five things are demonstrated: 1) nominal interest rate rules that exhibit cyclical behavior increase the average default rate and lower average welfare; 2) welfare can be substantially improved by adopting a modified Taylor rule that stabilizes house prices; 3) a decrease in the length of the interest rate cycle will tend to increase the average default rate; 4) if the business and housing cycles are not aligned, then aggressive inflation targeting will tend to increase the mortgage default rate; and 5) placing a legal cap on loan-to-value ratios will lower the average default rate and lessen the intensity of extreme events. In addition to these findings, this paper also incorporates an important mechanism for default, which had not pre- viously been included in the QE literature: default spikes happen when income falls and home equity is degraded at the same time. The paper concludes with a policy recommendation for central banks: if they wish to crises where many households default simultaneously, they should either adopt a rule that generates interest rates with slow-moving cycles or use a modified Taylor rule that also targets house price growth. The second chapter generalizes the solution method used in the first and compares it to more common techniques used in the computational macroeconomics literature, including the parameterized expectations approach (PEA), projection methods, and value function iteration. In particular, this chapter compares the speed and accuracy of the aforementioned modifications to an alternative method that was introduced separately by Judd (1998), Sutton and Barto (1998), and Van Roy et al. (1997), but was not developed into a general solution method until Powell (2007) introduced it to the Operations Research literature. This approach involves rewriting the Bellman equation in terms of the post-decision state variables, rather than the pre-decision state variables, as is done in standard dynamic programming applications in economics. I show that this approach yields considerable performance benefits over common global solution methods when the state space is large; and has the added benefit of not forcing modelers to assume a data generating process for shocks. In addition to this, I construct two new algorithms that take advantage of this approach to solve heterogenous agent models. Finally, the third chapter imports the SIR model from mathematical epidemiol- ogy; and uses it to construct a model of financial epidemics. In particular, the paper demonstrates how the SIR model can be microfounded in an economic context to make predictions about financial epidemics, such as the spread of asset-backed securities (ABS) and exchange-traded funds (ETFs), the proliferation of zombie financial institutions, and the expansion of financial bubbles and mean-reverting fads. The paper proceeds by developing the 1-host SIR model for economic and financial contexts; and then moves on to demonstrate how to work with the multi-host version of the model. In addition to showing how the SIR framework can be used to model economic interactions, it will also: 1) show how it can be simulated; 2) use it to develop and estimate a sufficient statistic for the spread of a financial epidemic; and 3) show how policymakers can impose the financial analog of herd immunity-that is, prevent the spread of a financial epidemic without completely banning the asset or behavior associated with the epidemic. Importantly, the paper will focus on developing a neutral framework to describe financial epidemics that can be either bad or good. That is, the general framework can be applied to epidemics that constitute a mean-reverting fad or an informational bubble, but ultimately yield little value and shrink in importance; or epidemics that are long-lasting and yield a new financial in- strument that generates permanent efficiency gains or previously unrealized hedging opportunities
Thesis (PhD) — Boston College, 2013
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Economics
Wong, Yiu Kwong. "Application of computational models and qualitative reasoning to economics". Thesis, Heriot-Watt University, 1996. http://hdl.handle.net/10399/688.
Pełny tekst źródłaLupi, Paolo. "The evolution of collusion : three essays in computational economics". Thesis, University of York, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.341598.
Pełny tekst źródłaGao, Lili. "Applications of MachLearning and Computational Linguistics in Financial Economics". Research Showcase @ CMU, 2016. http://repository.cmu.edu/dissertations/815.
Pełny tekst źródłaLee, Myong-hwal. "Computational analysis of optimal macroeconomic policy design /". Digital version accessible at:, 1998. http://wwwlib.umi.com/cr/utexas/main.
Pełny tekst źródłaEllison, Sara Fisher. "A nonparametric residual-based specification test : asymptotic, finite-sample, and computational properties". Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/12697.
Pełny tekst źródłaLodhi, Aemen Hassaan. "The economics of internet peering interconnections". Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/53092.
Pełny tekst źródłaHenkel, Marco. "Darstellung der Agent-based Computational Economics und Anwendung auf ausgewählte Märkte". Münster Verl.-Haus Monsenstein und Vannerdat, 2009. http://d-nb.info/1001177894/04.
Pełny tekst źródłaWu, Di. "Three Essays on the Credit Card Debt Puzzle, Income Falsification, and Numerical Approximation". The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1563316071624495.
Pełny tekst źródłaOkasha, Ahmed E. "Agent-based computational economics : studying the effect of different levels of rationality on macro-activities for economic systems". Thesis, University of Kent, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.529398.
Pełny tekst źródłaLatsch, Wolfram Wilhelm. "Beyond complexity and evolution : on the limits of computability in economics". Thesis, University of Oxford, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.325103.
Pełny tekst źródłaSchaff, Frederik [Verfasser]. "Pure agent-based computational economics of time, knowledge and procedural rationality with an application to environmental economics / Frederik Schaff". Hagen : Fernuniversität Hagen, 2016. http://d-nb.info/1114292087/34.
Pełny tekst źródłaKrause, Thilo. "Evaluating congestion management schemes in liberalized electricity markets applying agent-based computational economics /". Zürich : ETH, 2007. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=16928&part=abstracts.
Pełny tekst źródłaTeglio, Andrea. "From agent-based models to artificial economies". Doctoral thesis, Universitat Jaume I, 2011. http://hdl.handle.net/10803/83303.
Pełny tekst źródłaDennig, Francis. "On the welfare economics of climate change". Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:aefca5e4-147e-428b-b7a1-176b7daa0f85.
Pełny tekst źródłaCui, Zhuoya. "Understanding social function in psychiatric illnesses through computational modeling and multiplayer games". Diss., Virginia Tech, 2021. http://hdl.handle.net/10919/103528.
Pełny tekst źródłaDoctor of Philosophy
People with psychiatric conditions often suffer from impaired social relationships due to an inability to engage in everyday social interactions. As different illnesses can sometimes produce the same symptoms, social impairment can also have different causes. For example, individuals who constantly avoid social activities may find them less interesting or attempt to avoid potential negative experiences. While those who display elevated aggression may have a strong desire for social dominance or falsely believe that others are also aggressive. However, it is hard to infer what drives these alterations by just observing the behavior. To address this question, we enrolled people with three different kinds of psychopathology to play an interactive game together with another player and mathematically modeled their latent decision-making processes. By comparing their model parameters to those of the control population, we were able to infer how people with psychopathology made the decisions and which part of the decision-making processes went wrong that led to disrupted social interactions. We found altered model parameters differed among people with major depression, post-traumatic stress disorder and borderline personality disorder, suggesting different causes underlying impaired social behavior observed in the game, the extent of which also positively correlated with their psychiatric symptom severity. Understanding the reasons behind social dysfunctions associated with psychiatric illnesses can help us better differentiate people with different diagnoses and design more effective treatments to restore interpersonal relationships.
Yan, Chang. "A computational game-theoretic study of reputation". Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:e6acb250-efb8-410b-86dd-9e3e85b427b6.
Pełny tekst źródłaJessup, Ryan K. "Neural correlates of the behavioral differences between descriptive and experiential choice an examination combining computational modeling with fMRI /". [Bloomington, Ind.] : Indiana University, 2008. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3337258.
Pełny tekst źródłaTitle from PDF t.p. (viewed on Feb. 17, 2010). Source: Dissertation Abstracts International, Volume: 69-12, Section: B, page: 7830. Advisers: Jerome R. Busemeyer; Peter M. Todd.
Boto, Joaquim Paulo da Silva. "Desenvolvimento de Modelos Baseados em Agentes: Plataforma Aplicacional". Master's thesis, Instituto Superior de Economia e Gestão, 2010. http://hdl.handle.net/10400.5/2962.
Pełny tekst źródłaApesar de a experimentação ser o método mais utilizado em muitas áreas científicas, nem sempre é possível recorrer a esse método nas áreas das Ciências Sociais ou das Ciências Económicas. Uma alternativa é a simulação computacional, em que se recorre a um programa de computador para representar um modelo do fenómeno a estudar, aplicando as abstracções e conceitos considerados relevantes e apropriados, tem-se vindo a tornar um instrumento cada vez mais utilizado e útil na pesquisa científica. Ao longo dos últimos anos, um dos métodos de simulação computacional que tem tido maior desenvolvimento é o desenvolvimento de Modelos Baseado em Agentes: este consiste num sistema computacional que simula as acções das entidades intervenientes no fenómeno a estudar, e as interacções dessas entidades entre si e com o ambiente em que se encontram localizadas, tendo em vista a confirmação de hipóteses teóricas que contribuam para explicar o fenómeno estudado. Em linhas gerais, o tema proposto para este Trabalho de Fim de Mestrado é a criação de uma plataforma aplicacional para a criação de Modelos Baseados em Agentes, contemplando os requisitos gerais deste tipo de simulação computacional, e avaliar as vantagens e desvantagens desta plataforma. Esta dissertação começará por enquadrar teórica e historicamente a simulação computacional no âmbito das Ciências Sociais, para em seguida identificar os aspectos fundamentais e específicos dos Modelos Baseados em Agentes. Sucessivamente, será concebida a arquitectura da plataforma aplicacional, considerando os requisitos gerias que se podem associar à criação de Modelos Baseados em Agentes e será efectuada a sua implementação; a plataforma será depois utilizada para a construção de vários modelos, de modo a verificar a conveniência da sua utilização para construção de alguns dos modelos mais frequentes referidos na literatura. Por fim, serão indicadas as várias possíveis evoluções e ampliações à plataforma criada, no sentido de a tornar mais completa, tanto sobre o ponto de vista das funcionalidades contempladas como do ponto de vista da sua versatilidade, e são avaliadas as vantagens e desvantagens da sua utilização. Assim, em linhas gerais, a metodologia seguida no desenvolvimento deste trabalho será constituída pelas seguintes seis etapas principais: Adquirir e consolidar o conhecimento sobre a modelização de fenómenos sociais baseada em agentes; Especificar os principais requisitos que deverão ser contemplados pela plataforma e identificar a arquitectura mais apropriada; Construir a plataforma; Verificar a plataforma, utilizando-a para construir alguns Modelos Baseados em Agentes de referência descritos na literatura; Identificar possíveis evoluções e extensões tendo em vista obter funcionalidade adicional e uma maior versatilidade da plataforma desenvolvida; Avaliar as vantagens e desvantagens da utilização da plataforma desenvolvida.
Despite the experimental method being the most widely used method in many scientific areas, is not always possible to use this method in the areas of Social Sciences or Economics Sciences. An alternative is the computer simulation, where a computer program is used to represent a model of the phenomenon to study, applying the abstractions and concepts considered relevant and appropriate, has been used as a key instrument in research. During the last years, one of the methods of computer simulation which has had significant development is the so called Agent-Based Models method: this method is based on computational systems that simulate the actions of the entities involved in the phenomena to study, and the interactions of these entities among themselves and with the environments where they are located, in order to explain the phenomenon studied. The theme proposed for this master thesis is to create an application platform for creating agent-based models covering the general requirements of this type of computer simulation, and to evaluate advantages and drawbacks in its use. The thesis will begin by describing, historically and theoretically, computer simulation as applied to social sciences, to then identify the basic and specific aspects of Agent-Based Models. Then, the application platform architecture will be designed, considering the general requirements that may involved in the creation of Agent-Based Models and its implementation will be carried out; finally, the platform will be used to build several models in order to verify the appropriateness of their use for building some of the models most frequently mentioned in literature. At the end, the various possible developments and extensions to the platform in order to make it more complete (considering functionality and versatility) will be described and the advantages and drawbacks of its use will be evaluated as well. Thus, in general, the methodology applied in developing this master thesis will pursue the subsequent six main steps: Acquire and consolidate knowledge on social phenomena models based on agents; Identify key issues to be addressed by the platform and identify the most appropriate architecture options; Design and implement the platform; Check the platform, using it to build some agent-based models described in the literature; Identify possible developments and extensions in order to obtain additional functionality and versatility; Evaluate the platform advantages and drawbacks.
Strid, Ingvar. "Computational methods for Bayesian inference in macroeconomic models". Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1118.
Pełny tekst źródłaKiose, Daniil. "The ACEWEM computational laboratory : an integrated agent-based and statistical modelling framework for experimental designs of repeated power auctions". Thesis, London Metropolitan University, 2015. http://repository.londonmet.ac.uk/1257/.
Pełny tekst źródłaJoseph, Joshua Allen Jr. "Computational Tools for Improved Analysis and Assessment of Groundwater Remediation Sites". Diss., Virginia Tech, 2008. http://hdl.handle.net/10919/28458.
Pełny tekst źródłaPh. D.
Faleiro, Jorge. "Supporting large scale collaboration and crowd-based investigation in economics : a computational representation for description and simulation of financial models". Thesis, University of Essex, 2018. http://repository.essex.ac.uk/21782/.
Pełny tekst źródłaKraft, Dennis [Verfasser], Susanne [Akademischer Betreuer] Albers, Martin [Gutachter] Bichler i Susanne [Gutachter] Albers. "Incentive Design for Present-Biased Agents : A Computational Problem in Behavioral Economics / Dennis Kraft ; Gutachter: Martin Bichler, Susanne Albers ; Betreuer: Susanne Albers". München : Universitätsbibliothek der TU München, 2018. http://d-nb.info/1173898999/34.
Pełny tekst źródłaKraft, Dennis Verfasser], Susanne [Akademischer Betreuer] [Albers, Martin [Gutachter] Bichler i Susanne [Gutachter] Albers. "Incentive Design for Present-Biased Agents : A Computational Problem in Behavioral Economics / Dennis Kraft ; Gutachter: Martin Bichler, Susanne Albers ; Betreuer: Susanne Albers". München : Universitätsbibliothek der TU München, 2018. http://nbn-resolving.de/urn:nbn:de:bvb:91-diss-20181130-1445718-1-8.
Pełny tekst źródłaMANCA, MAURIZIO. "Consumption and saving specification: a new perspective". Doctoral thesis, Università Politecnica delle Marche, 2014. http://hdl.handle.net/11566/242765.
Pełny tekst źródłaThe vast majority of the academic literature on consumption and saving, expecially for the last 40 years, describes the household consumption function as the outcome of a constrained maximization of of the utility coming from the consumption of a single homogenous good, for the latter can be seen as representing the bundle of goods desired by the households in her steady state. I observed in a dataset of italian households that consumption function exhibits asymmetric shocks and non linearities that can be comprehended by splitting the households' buffer-stock ratio distribution into three intervals. In this paper I discuss a stochastic model capable of managing such heterogeneity by an agent based computer simulation.
Bertolai, Jefferson Donizeti Pereira. "Dinâmica monetária eficiente sob encontros aleatórios: uma classe de métodos numéricos que exploram concavidade". reponame:Repositório Institucional do FGV, 2009. http://hdl.handle.net/10438/4277.
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The dificulty in characterizing non-stationary allocations or equilibria is one of the main explanations for the use of concepts and assumptions that trivialize the dynamics of the economy. This di¢ culty is especially critical in Monetary Theory, in which the dimensionality of the problem is high even for very simple models. In this context, this paper reports the computational strategy for implementing the recursive method proposed by Monteiro and Cavalcanti (2006), which allows you to calculate the optimal sequence (possibly non-stationary) of distributions of money in an extension of the model proposed by Kiyotaki and Wright (1989). Three aspects of this calculation are emphasized: (i) the computational implementation of the plannerís problem involves the choice of continuous and discrete variables that maximize a nonlinear function and satisÖes nonlinear constraints; (ii) the objective function of this problem is not concave and constraints are not convex, and (iii) the set of admissible choices is not known a priori. The goal is to document the di¢ culties involved, the proposed solutions and available methods and resources to implement the numerical characterization of e¢ cient monetary dynamics under the assumption of random matching.
A dificuldade em se caracterizar alocações ou equilíbrios não estacionários é uma das principais explicações para a utilização de conceitos e hipóteses que trivializam a dinâmica da economia. Tal dificuldade é especialmente crítica em Teoria Monetária, em que a dimensionalidade do problema é alta mesmo para modelos muito simples. Neste contexto, o presente trabalho relata a estratégia computacional de implementação do método recursivo proposto por Monteiro e Cavalcanti (2006), o qual permite calcular a sequência ótima (possivelmente não estacionária) de distribuições de moeda em uma extensão do modelo proposto por Kiyotaki e Wright (1989). Três aspectos deste cálculo são enfatizados: (i) a implementação computacional do problema do planejador envolve a escolha de variáveis contínuas e discretas que maximizem uma função não linear e satisfaçam restrições não lineares; (ii) a função objetivo deste problema não é côncava e as restrições não são convexas; e (iii) o conjunto de escolhas admissíveis não é conhecido a priori. O objetivo é documentar as dificuldades envolvidas, as soluções propostas e os métodos e recursos disponíveis para a implementação numérica da caracterização da dinâmica monetária eficiente sob a hipótese de encontros aleatórios.
Gräbner, Claudius [Verfasser], Wolfram [Akademischer Betreuer] [Gutachter] Elsner i Christian [Gutachter] Cordes. "A systemic framework for the computational analysis of complex economies: An evolutionary-institutional perspective on the ontology, epistemology, and methodology of complexity economics / Claudius Gräbner. Betreuer: Wolfram Elsner. Gutachter: Wolfram Elsner ; Christian Cordes". Bremen : Staats- und Universitätsbibliothek Bremen, 2016. http://d-nb.info/1102308889/34.
Pełny tekst źródłaGräbner-Radkowitsch, Claudius [Verfasser], Wolfram [Akademischer Betreuer] [Gutachter] Elsner i Christian [Gutachter] Cordes. "A systemic framework for the computational analysis of complex economies: An evolutionary-institutional perspective on the ontology, epistemology, and methodology of complexity economics / Claudius Gräbner. Betreuer: Wolfram Elsner. Gutachter: Wolfram Elsner ; Christian Cordes". Bremen : Staats- und Universitätsbibliothek Bremen, 2016. http://nbn-resolving.de/urn:nbn:de:gbv:46-00105216-14.
Pełny tekst źródłaThompson, David R. M. "The positronic economist : a computational system for analyzing economic mechanisms". Thesis, University of British Columbia, 2015. http://hdl.handle.net/2429/52868.
Pełny tekst źródłaScience, Faculty of
Computer Science, Department of
Graduate
Teixeira, Henrique Oliveira. "Bank networks and firm credit: an agent based model approach". reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/15973.
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Starting from the idea that economic systems fall into complexity theory, where its many agents interact with each other without a central control and that these interactions are able to change the future behavior of the agents and the entire system, similar to a chaotic system we increase the model of Russo et al. (2014) to carry out three experiments focusing on the interaction between Banks and Firms in an artificial economy. The first experiment is relative to Relationship Banking where, according to the literature, the interaction over time between Banks and Firms are able to produce mutual benefits, mainly due to reduction of the information asymmetry between them. The following experiment is related to information heterogeneity in the credit market, where the larger the bank, the higher their visibility in the credit market, increasing the number of consult for new loans. Finally, the third experiment is about the effects on the credit market of the heterogeneity of prices that Firms faces in the goods market.
Partindo da ideia de que os sistemas econômicos se enquadram na teoria da complexidade, onde seus inúmeros agentes interagem entre si sem um controle central e que essas interações são capazes de alterar o comportamento futuro dos agentes e de todo o sistema, semelhante a um sistema caótico, incrementamos o modelo de Russo et al. (2014) para a realização de três experimentos com foco na interação entre bancos e empresas em uma economia artificial. O primeiro experimento diz respeito a Relationship Banking onde, segundo a literatura, a interação ao longo do tempo entre bancos e empresas é capaz de produzir benefícios mútuos, principalmente devido a redução da assimetria de informação entre eles. O experimento seguinte está relacionado a assimetria de informação no mercado de crédito, onde quanto maior o banco, maior sua visibilidade no mercado de crédito, elevando na mesma proporção as consultar para novos emprestimos. Por fim, o terceiro experimento é relativo aos efeitos no mercado de crédito da heterogeneidade de preços que as empresas se deparam no mercado de bens
Sartzetaki, Maria. "Computational modeling for evaluating the economic impact of airports on regional economies". Thesis, Cranfield University, 2011. http://dspace.lib.cranfield.ac.uk/handle/1826/7219.
Pełny tekst źródłaPham, Tien Duc, i n/a. "A new approach to regional modelling: an Integrated Regional Equation System (IRES)". Griffith University. School of International Business and Asian Studies, 2004. http://www4.gu.edu.au:8080/adt-root/public/adt-QGU20041022.083520.
Pełny tekst źródłaPham, Tien Duc. "A new approach to regional modelling: an Integrated Regional Equation System (IRES)". Thesis, Griffith University, 2004. http://hdl.handle.net/10072/366367.
Pełny tekst źródłaThesis (PhD Doctorate)
Doctor of Philosophy (PhD)
School of International Business and Asian Studies
Full Text
Angus, Simon Douglas Economics Australian School of Business UNSW. "Economic networks: communication, cooperation & complexity". Awarded by:University of New South Wales. Economics, 2007. http://handle.unsw.edu.au/1959.4/27005.
Pełny tekst źródłaBjörnfot, Fredrik. "GDP Growth Rate Nowcasting and Forecasting". Thesis, Umeå universitet, Institutionen för fysik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-132951.
Pełny tekst źródłaMetzig, Cornelia. "A Model for a complex economic system". Thesis, Grenoble, 2013. http://www.theses.fr/2013GRENS038/document.
Pełny tekst źródłaThe thesis is in the field of complex systems, applied to an economic system. In this thesis, an agent-based model has been proposed to model the production cycle. It comprises firms, workers, and a bank, and respects stock-flow consistency. Its central assumption is that firms plan their production based on an expected profit margin. A simple scenario of the model, where the expected profit margin is the same for all firms, has been analyzed in the context of simple stochastic growth models. Results are a firms' size distribution close to a power law, and tent-shaped growth rate distribution, and a growth rate variance scaling with firm size. These results are close to empirically found stylized facts. In a more comprehensive version, the model contains additional features: heterogeneous profits margins, as well as interest payments and the possibility of bankruptcy. This relates the model to agent-based macroeconomic models. The extensions are described theoretically theoretically with replicator dynamics. New results are the age distribution of active firms, their profit rate distribution, debt distribution, bankruptcy statistics, as well as typical life cycles of firms, which are all qualitatively in agreement with studies of firms databases of various countries.The proposed model yields promising results by respecting the principle that jointly found results may be generated by the same process, or by several ones which are compatible
Davy, Simon Mark. "Decentralised economic resource allocation for computational grids". Thesis, University of Leeds, 2008. http://etheses.whiterose.ac.uk/1369/.
Pełny tekst źródłaBogan, Nathaniel Rockwood. "Economic allocation of computation time with computation markets". Thesis, Massachusetts Institute of Technology, 1994. http://hdl.handle.net/1721.1/32603.
Pełny tekst źródłaIncludes bibliographical references (leaves 88-91).
by Nathaniel Rockwood Bogan.
M.Eng.
Merz, Laura. "AUTOMATION-INDUCED RESHORING: An Agent-based Model of the German Manufacturing Industry". Thesis, Uppsala universitet, Institutionen för geovetenskaper, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-394212.
Pełny tekst źródłaMignot, Sylvain. "Négocier ou enchérir, l’influence des mécanismes de vente : le cas du marché aux poissons de Boulogne-sur-Mer". Thesis, Paris 2, 2012. http://www.theses.fr/2012PA020101/document.
Pełny tekst źródłaShould I buy or should I bid ? The influence of market mechanism : the case of Boulogne-Sur-Mer fish market. The Boulogne-sur-Mer fish market is organized in a very specific way. Each day buyers and sellers can choose to use either an auction mechanism, a negotiated market, or evenboth, in order to sell and buy goods.A stunning fact observed is the stable coexistence of those two sub-markets throughout time, with no convergence of agents toward one of them, each one accounting for roughly half of the exchanged quantities.The present thesis aims at discovering the necessary conditions of the emergence andstability of such a coexistence.To do it, we will begin with an empirical study of daily transactions that have occurred on this market for a few years. We begin with a statistical and econometric study to extract the main stylized facts of this market, then we study the social networks influencing the outcomes. Once those facts determined, we build agent-based computational models able to reproduce the individual behaviours of agents, and through these, the emergence of the market’sbehaviour itself
Ngaruye, Innocent. "Contributions to Small Area Estimation : Using Random Effects Growth Curve Model". Doctoral thesis, Linköpings universitet, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-137206.
Pełny tekst źródłaSchriner, Andrew W. "#Crowdwork4dev:Engineering Increases in Crowd Labor Demand to Increase the Effectiveness of Crowd Work as a Poverty-Reduction Tool". University of Cincinnati / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1445341861.
Pełny tekst źródłaTran, Hieu. "Fragilité financière par l'analyse des réseaux et l'approche comportementale". Thesis, Bordeaux, 2018. http://www.theses.fr/2018BORD0445/document.
Pełny tekst źródłaThis thesis studies financial fragility, i.e. the sensitivity of the financial system with respect to shocks. the main issue of financial fragility in the current context is the increased financial complexity. To address this problem, this study draws inspiration from two relatively recent streams of literature : econopmics of networks and behavioral economics. The main concepts in use are diffusion, cascade and bounded rationality. Chapter 1 studies how petterns of links, specifically, the length of transitive cycles affect the extent of financial contagion. Chapter 2 proposes a dynamic model in which bank runs arise as cascades of withdrawals. The aim is to better understand how bank runs occur. Chapter 3 studies bank runs in a dynamic and behavioral setting, with herding and heterogeneity of depositors