Teses / dissertações sobre o tema "Models of an economic agent"
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Teglio, Andrea. "From agent-based models to artificial economies". Doctoral thesis, Universitat Jaume I, 2011. http://hdl.handle.net/10803/83303.
Texto completo da fonteŠalamon, Tomáš. "Development of Agent-based Models for Economic Simulation". Doctoral thesis, Vysoká škola ekonomická v Praze, 2005. http://www.nusl.cz/ntk/nusl-77101.
Texto completo da fonteJiang, Wei. "Essays on fiscal policy in heterogeneous agent models". Thesis, University of Glasgow, 2013. http://theses.gla.ac.uk/4148/.
Texto completo da fonteSilvestre, Joao Alexandre Parreira. "Agent-Based models in macroeconomics". Doctoral thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20604.
Texto completo da fonteA crise financeira de 2007/2008 desencadeou uma onda de críticas à teoria económica. Ataques baseados em quatro críticas principais: os economistas não terem previsto a maior crise desde a Grande Depressão; as autoridades deixarem formar bolhas sem controlo; o falhanço da supervisão bancária; e os modelos usados serem desfasados da realidade. No caso dos modelos, o alvo principal são os modelos DSGE (dinâmicos, estocásticos e de equilíbrio geral) e duas das suas hipóteses simplificadoras: o agente representativo e a racionalidade. As economias são realidades complexas, não-lineares e heterogéneas, e o recurso a métodos computacionais pode ser uma alternativa para ultrapassar as limitações dos modelos tradicionais. O objectivo desta tese é alargar a aplicação dos modelos de agentes em Macroeconomia com três exemplos distintos. O primeiro é um modelo de crescimento endógeno, de gerações sobrepostas, em que a decisão dos agentes sobre estudar é baseada na satisfação e na influência dos seus pares. É usado para testar os efeitos de longo prazo do paradoxo de Easterlin, que sugere que a satisfação e o rendimento não têm uma relação linear. Verifica-se que, no cenário de Easterlin, o crescimento é menor do que no cenário base onde os agentes atribuem igual importância ao rendimento absoluto e relativo. O segundo modelo visa avaliar o contágio dos defaults da dívida pública e a forma como as estratégias dos governos afetam o seu aparecimento e propagação. As simulações mostram que os países mais gastadores e com menor aversão ao risco tendem a entrar mais vezes em default e que políticas monetárias muito expansionistas podem originar fenómenos de risco moral. No terceiro modelo, estudamos o fenómeno da ‘fuga de cérebros’ e as consequências no crescimento económico. Concluímos que o efeito positivo do brain drain na acumulação de capital humano depende fortemente da probabilidade de emigrar.
The 2007/2008 financial crisis triggered a wave of criticism of the economic theory. These attacks are based in four main critics: economists had not foreseen the biggest crisis since the Great Depression; authorities let bubbles form without control; weak banking supervision; and the models used in macroeconomic policy being out of touch with reality. In the particular case of the macroeconomic models, the target are the DSGE models (dynamic, stochastic and general equilibrium) and their two simplifying hypotheses: the representative agent and rationality. Economies are complex realities, with nonlinearities and heterogeneities, and computational economics can be an advantageous alternative to overcome the shortcomings of the traditional models. The aim of this thesis is to extend the application of agent-based models to macroeconomic topics in three distinct models. The first one is an endogenous growth model, in an overlapping generations environment, in which the agents' individual decision to study is based on the satisfaction of their peers. It is used to evaluate the long-term effects of the Easterlin paradox, which states that satisfaction and income have a non-linear relation. The second model is used to study sovereign default contagion in order to assess how different government strategies affect default and propagation across countries. Simulations showed that high spending and low risk aversion levels are associated to a high prevalence of default and that monetary stimulus can create moral hazard problems. In the third model, we study the brain drain phenomenon and its economic growth effects. We conclude that beneficial brain hypothesis depend heavily on emigration probability.
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Wan, Hakman Alberick. "On the agent market model of stock markets". Thesis, University of Sunderland, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.288016.
Texto completo da fonteBanerjee, Anindya. "Information and contracts : a study of principal-agent relationships". Thesis, University of Oxford, 1987. http://ora.ox.ac.uk/objects/uuid:62b32d23-b43f-4a1a-a4e0-8185e3104ecd.
Texto completo da fonteSafarzynska, Karolina, Roy Brouwer e Marjan Hofkes. "Evolutionary modelling of the macro-economic impacts of catastrophic flood events". Elsevier, 2013. http://dx.doi.org/10.1016/j.ecolecon.2013.01.016.
Texto completo da fonteRIZZATI, MASSIMILIANO CARLO PIETRO. "Heterogeneity in Space: An Agent-based Economic Geography model". Doctoral thesis, Università degli Studi di Milano-Bicocca, 2018. http://hdl.handle.net/10281/241299.
Texto completo da fonteThis dissertation wants to enrich the Economic Geography literature by investigating the case of heterogeneous agents operating under bounded rationality in complex spatial structures. In the first Chapter, I propose a flexible macroeconomic Agent-based model endowed with Households and Firms interacting on a given spatial network. The agents’ decision heuristics embed and reproduce the features usually employed in mainstream Economic Geography models, as relocation, migration, trade and transportation costs. This permits to check the emergence and stability of agglomerated configurations by the economic agents. The flexibility of the spatial structure, which consists in a network of locations provided in the initial calibration of the model, allows to check the results on a wide variety of spatial environments, including realistic ones. In the second Chapter, I extend the previous model for the analysis of Local policy. In this work I test different local policy measures under different theoretically-inspired scenarios which have been proven difficult to be compared in structures with multiple regions, bounded rationality and a dynamic setting. These include different forms of tax competition and of public spending. In the proposed extension Locations are treated as active agents and can set their local tax collection and revenues usage according to adaptive heuristics. Moreover, I test the same measures on an asymmetric and realistically calibrated spatial structure. While the results should be further refined before being taken as robust, the investigated policies seem to cause enhanced volatility of aggregate production and of unemployment rate. Changing the spatial structure affects the results.
Perry, Stanley Foster. "Distributed Economic Systems with Agents that Learn". PDXScholar, 1992. https://pdxscholar.library.pdx.edu/open_access_etds/1271.
Texto completo da fonteTindall, Nathaniel W. "Analyses of sustainability goals: Applying statistical models to socio-economic and environmental data". Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/54259.
Texto completo da fonteCarro, Patiño Adrián. "Individual-based models of collective dynamics in socio-economic systems". Doctoral thesis, Universitat de les Illes Balears, 2016. http://hdl.handle.net/10803/396311.
Texto completo da fonteEl propósito principal de esta tesis es el de contribuir a la comprensión del modo en el que comportamientos colectivos complejos emergen en sistemas sociales y económicos. En particular, nos centramos en tres temas principales: dinámica de opiniones, comportamiento gregario en mercados financieros y competición lingüística. Los modelos de dinámica de opiniones se centran en los procesos de formación de opiniones en el seno de una sociedad compuesta por un conjunto de individuos en interacción y con opiniones diversas. Uno de los principales problemas abordados por estos modelos es el de determinar si estos procesos de formación de opiniones llevan a la emergencia de un consenso en la sociedad, o si llevan a la segregación de los individuos en diferentes grupos. Nos interesamos aquí por situaciones en las que el asunto que se discute permite la existencia de un contínuo de opiniones y por tanto las opiniones pueden ser modeladas como variables reales. En particular, nos centramos en un modelo consistente en dos mecanismos para la evolución de las opiniones: un mecanismo de influencia social, por el cual dos agentes interaccionantes llegan a un compromiso en el punto medio entre sus opiniones, y un mecanismo de homofilia, por el cual dos agentes interaccionan únicamente si la diferencia entre sus opiniones es inferior a un cierto umbral. En este contexto, estudiamos la influencia de la distribución inicial de opiniones. Las series temporales financieras están caracterizadas por una serie de hechos estilizados o regularidades estadísticas no gaussianas observadas en un amplio rango de mercados, activos y períodos temporales, como el agrupamiento de la volatilidad o las distribuciones de retornos con colas pesadas. Un número creciente de contribuciones basadas en agentes heterogéneos en interacción han venido a ofrecer una interpretación de estos hechos estilizados como el resultado emergente de la diversidad entre actores económicos y de las interacciones y conexiones entre ellos. En particular, nos centramos aquí en un modelo estocástico de transmisión de información en mercados financieros basado en una competición entre interacciones de copia a pares entre agentes de mercado (comportamiento gregario) y cambios de estado aleatorios (comportamiento idiosincrático). Por un lado, desarrollamos una generalización de este modelo de comportamiento gregario para tener en cuenta la llegada de información desde fuentes externas y estudiamos la influencia de esta información entrante en el mercado. Por otro lado, estudiamos una versión en red del modelo de comportamiento gregario y nos centramos en la influencia de la topología subyacente en el comportamiento asintótico del sistema. Los modelos de competición lingüística abordan la dinámica del uso de lenguas en sistemas sociales multilingües debida a interacciones sociales. El principal objetivo de estos modelos es el de diferenciar entre aquellos mecanismos de interacción que llevan a la coexistencia de diferentes lenguas y aquellos que llevan a la extinción de todas menos una. Aunque tradicionalmente se ha conceptualizado como una propiedad del hablante, recientemente se ha propuesto que el uso de una lengua puede ser más claramente descrito como una propiedad de la relación entre dos hablantes ---un estado del enlace--- que como una propiedad de los hablantes ---un estado del nodo---. Inspirados por esta perspectiva, desarrollamos primero un modelo de coevolución que acopla una dinámica de estados en los enlaces basada en una regla de mayoría con la evolución de la topología de la red debida al re-enlace aleatorio de enlaces en una minoría local. Finalmente, desarrollamos un modelo en el que las dinámicas acopladas de uso de la lengua, como propiedad de los enlaces entre hablantes, y preferencia lingüística, como propiedad de los hablantes mismos, son consideradas en una topología de red fija.
Merlin, Giovanni Tondin. "Essays on heterogeneous agent models with entrepreneurship". reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/22066.
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This thesis is composed of three essays related to heterogeneous agent models with entrepreneurship. The first chapter adds aggregate uncertainty in a heterogeneous agent model with entrepreneurship and financial frictions, in order to evaluate the welfare effects of business cycles. The second chapter quantitatively assess the impact of The Brazilian Development Bank on the Brazilian economy, through subsidized credit supply. The third chapter uses a heterogeneous agent model to estimate effects of changes in the Brazilian tax composition on development and welfare.
Essa tese é composta por três ensaios cujo elemento em comum é a utilização de modelos de agentes heterogêneos com empreendedorismo. O primeiro capítulo adiciona incerteza agregada em um modelo de agentes heterogêneos com empreendedorismo e fricções financeiras, com o intuito de avaliar os efeitos de bem-estar dos ciclos de negócios. O segundo capítulo mensura os impactos do BNDES na economia Brasileira, através da oferta de crédito subsidiado. O terceiro capítulo utiliza um modelo de agentes heterogêneos para estimar os efeitos da composição tarifária no Brasil sobre o desenvolvimento e bem-estar.
Yan, Yonghe, e 嚴勇河. "A multi-agent based approach to transmission cost allocation". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B3124256X.
Texto completo da fonteGuidolin, Mariangela. "Aggregate and agent-based models for the diffusion of innovation". Doctoral thesis, Università degli studi di Padova, 2007. http://hdl.handle.net/11577/3425003.
Texto completo da fonte.
Koziol, Tina. "Heterogeneous agent models to determine spillover effects in the context of quantitative easing". Doctoral thesis, Faculty of Commerce, 2019. https://hdl.handle.net/11427/31762.
Texto completo da fonteAiyegbusi, Olufemi. "The Alberta carbon market : an exploration of alternative policy options through agent-based modeling". Thesis, Lethbridge, Alta. : University of Lethbridge, Faculty of Management, c2012, 2012. http://hdl.handle.net/10133/3434.
Texto completo da fontevii, 155 leaves ; 29 cm
Mazzotta, Matteo. "Le aste nel mercato elettrico: agent-based models e experimental economics a confronto". Doctoral thesis, Luiss Guido Carli, 2013. http://hdl.handle.net/11385/200832.
Texto completo da fonteNaumann-Woleske, Karl. "Scenario Discovery in a Complex Economy : Exploring the Parameter space of Agent-based Models". Electronic Thesis or Diss., Institut polytechnique de Paris, 2024. http://www.theses.fr/2024IPPAX005.
Texto completo da fonteThe economy, characterized by non-linearity, adaptability, and non-equilibrium dynamics, exhibits emergent phenomena, such as crises and inequalities, shaped by agents' reactions and policy interventions. Agent-based Modeling (ABM) is a recent modeling approach in macroeconomics that generates these phenomena from the ground up by simulating a multiplicity of heterogeneous interacting agents. While this method can generate emergent phenomena, it has often been critiqued as a black-box where causal mechanisms are unclear and there too vast set of generated dynamics. This thesis proposes a method to approach the fundamental question: What is the set of qualitatively different phenomena can an Macroeconomic Agent-based Model (MABM) generate, and what governs their transitions?Drawing on research in biophysics, the core idea posits that there are only a few critical parameter combinations that govern a specific outcome. Exploiting these with a gradient ascent algorithm, one can effectively uncover the set of different phenomena a MABM can recover. The significance of this approach lies in revealing a simpler structure beneath MABM complexity, paving the way for effective policies that address critical parameter directions. It also suggests that despite the complexity of an MABM and the high number of parameters, fitting these models requires only fitting critical directions to have predictive power.The first part of this thesis develops the methods behind the algorithm, highlighting its power on Kirman's Ants, a simple model of agent-herding. The algorithm is then demonstrated on the stylized Mark-0 MABM that has a rich phenomenology with a known set of phenomena. I show how we can recover this set of phenomena despite the complexity of the model's dynamics. The second part of this thesis actually adopts a reverse approach, embedding intra-agent interactions in equilibrium macroeconomic models, unveiling emergent phases and endogenous crises in these models. In its essence, this thesis navigates the intricate terrain of ABMs, unraveling their potential in generating different scenarios that can be used to inform policy decisions in dynamically complex systems
Pin, Paolo <1974>. "Four multi-agents economic models: from evolutionary competition to social interaction". Doctoral thesis, Università Ca' Foscari Venezia, 2007. http://hdl.handle.net/10579/396.
Texto completo da fonteTeixeira, 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
Metzig, Cornelia. "A Model for a complex economic system". Thesis, Grenoble, 2013. http://www.theses.fr/2013GRENS038/document.
Texto completo da fonteThe 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
Khezerian, Peiman. "Exploring theoretical models with an agent-based approach in two sided markets". Thesis, Södertörns högskola, Nationalekonomi, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-32737.
Texto completo da fonteGoldstein, Jonathan. "Rethinking Housing with Agent-Based Models| Models of the Housing Bubble and Crash in the Washington DC Area 1997-2009". Thesis, George Mason University, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10275284.
Texto completo da fonteThis dissertation presents a series of related agent-based models (ABMs) of the housing market in the Washington DC Metropolitan Statistical Area. The models investigate the causes of the housing market bubble and crash during the time period 1997-2009 and policies that could have avoided such a crisis. The work in this dissertation contributes to three research areas: understanding the underlying causes of the housing crisis, demonstrating the ability of ABMs to generate important macro phenomena, and improving ABM methodology.
Using the housing market models, I investigated counterfactual policies related to the causes of the crisis. I show that leverage and expectations are the two most prominent contributors to the bubble, but that other factors, such as interest rates, norms governing the share of income going to housing, and seller behavior all influence the bubble. I find that lending standards and refinance rules play almost no part in the bubble, contrary to some theories of the housing crisis. Towards the end of the dissertation, I pair the housing market with a model of mortgage-backed securities. I show that the increased velocity of lending made possible by securitization can increase the size of bubbles and make markets more fragile, increasing the likelihood of crashes.
The ABMs in this dissertation exploit multiple large, heterogeneous data sets and utilize behavioral rules that are more realistic than conventional neoclassical specifications to reproduce detailed housing market dynamics. Input data include loan level data, multiple listing service (MLS) records, and demographic information from a variety of sources. The ABMs exploit this data by choosing the precise areas of input distributions to use based on the context of the model. This allows the ABMs to match not only aggregate outputs, but intermediate outputs and data distributions. For example, the ABMs in this dissertation not only reproduce empirical macro phenomena, such as the shape of the house price index, but also intermediate variables (e.g., distribution of loan types, average leverage, average days on market, average ratio of sold price to original listing price) and output distributions (e.g., distribution of house prices).
Throughout the dissertation I follow several methodological principles in construction and analysis of the ABMs. First, I demonstrate the use of data to constrain the models. Next, I describe a sensitivity analysis methodology that goes beyond parametric variations, but also varies model rules in what I term a structural sensitivity analysis. I demonstrate how criticisms about ABMs with regard to their opacity, brittleness, and dependency on arbitrary modeling decisions can be resolved through such an analysis. I also describe the architectural design of the models, which makes explicit the theoretically-inspired behavioral rules, facilitating structural sensitivity analyses.
Cole, Verlan R. Cramer Jayson L. Hollingsworth L. Scott. "Solving the principal - agent problem in Iraq economic incentives create a new model for security /". Monterey, Calif. : Naval Postgraduate School, 2007. http://bosun.nps.edu/uhtbin/hyperion-image.exe/07Dec%5FCole%5FMBA.pdf.
Texto completo da fonteAdvisor(s): Melese, Francois ; Laverson, Alan J. "December 2007." "MBA professional report"--Cover. Description based on title screen as viewed on January 10, 2008. Includes bibliographical references (p. 105-114). Also available in print.
Cole, Verlan R., L. Scott Hollingsworth e Jayson L. Cramer. "Solving the principal - agent problem in Iraq: economic incentives create a new model for security". Thesis, Monterey, California. Naval Postgraduate School, 2007. http://hdl.handle.net/10945/10189.
Texto completo da fonteApproved for public release; distribution is unlimited
This paper offers a path for Iraqis to provide for their own security by ensuring each Iraqi citizen has a stake in Iraq's oil wealth. The hypothesis is that private, individual oil ownership provides dual incentives. First, each Iraqi citizen would have an interest in contributing to the security of Iraq's oil infrastructure and in monitoring the quality of investments, since they and their family would directly benefit. Second, if each Iraqi had the ability to convert some of their stake in Iraq's nonrenewable oil resources into renewable financial capital, then they would make entrepreneurial investments that could help diversify Iraq's economy and contribute to economic development. This report evaluates several alternatives that might be offered for consideration by Iraqi policy makers to distribute Iraq's oil wealth directly to the Iraqi people. The Alaska Permanent Fund dividend offers one potential model for Iraq. Other models explored in this study include the experience of Chad and various privatizations that took place in Eastern Europe. The advantages and disadvantages of alternative oil distribution schemes are explored in an effort to offer new insights and opportunities to policy makers. Several criteria were developed to evaluate the proposed alternatives. These criteria were an outgrowth of three main questions asked of each alternative: First, how efficiently would the model distribute oil ownership to the Iraqi people? Second, how effective is it likely to be in encouraging individuals to support increased security and stability? And finally, how effective is it likely to be in contributing to future economic development?
Silva, Thiago Cordeiro da. "Exploiting diversity in macroeconomic modeling : a comparative study between Agent-Based and DSGE macroeconomic models /". Araraquara, 2019. http://hdl.handle.net/11449/180819.
Texto completo da fonteBanca: Alexandre Sartoris Neto
Banca: Roseli da Silva
Resumo: A modelagem macroeconômica tem estado sob intenso escrutínio desde a Crise Financeira de 2007-2008, quando graves deficiências foram expostas na metodologia DSGE. Embora muitas dessas críticas tenham sido injustas ou desinformadas, elas enfatizaram a necessidade de considerar formas alternativas de modelagem macroeconômica e aprimorar abordagens estabelecidas, a fim de torná-las mais úteis para a compreensão de um mundo em recessão. Nesse sentido, argumentamos que explorar a diversidade na modelagem macroeconômica pode beneficiar a profissão e produzir resultados importantes em relação à formulação de políticas macroeconômicas. Uma maneira de explorar a diversidade na macroeconomia é investigar sistematicamente tanto os modelos DSGE quanto os modelos baseados em agentes, revelando suas forças e limitações relativas, e combinando essas duas abordagens diferentes, a fim de que possamos aprender uma com a outra e talvez produzir um modelo híbrido. Este trabalho dá o primeiro passo rumo a esse desafio. Acreditamos que uma abordagem interdisciplinar pode ajudar não só toda a agenda da pesquisa macroeconômica, mas também beneficiar a sociedade como um todo, permitindo a implementação de medidas políticas mais eficazes e aumentando a capacidade dos economistas em modelar a heterogeneidade social em um mundo complexo e em constante evolução.
Abstract: Macroeconomic modelling has been under intense scrutiny since the Financial Crisis of 2007-2008, when serious shortcomings were exposed in the DSGE methodology. Although many of these criticisms were unfair or uninformed, they did highlight the need of considering alternative forms of macroeconomic modelling and enhancing established approaches in order to make them more useful for understanding a world in recession. In this sense, we argue that exploiting diversity in macroeconomic modelling can benefit the profession and yield more fruitful developments regarding the formulation of macroeconomic policy. One way of exploring diversity in macroeconomics is by investigating systematically both the DSGE and the Agent-Based models, revealing their relative strengths and limitations, and combining these two different approaches, so that we can explore what one can learn from the other and perhaps yield a hybrid model. This work takes the first step towards this ultimate achievement. We believe that an interdisciplinary approach may help not only the entire macroeconomic research agenda, but also benefit society as a whole, allowing the implementation of more effective policy measures and by increasing the ability of economists to model social heterogeneity in a complex-evolving world.
Mestre
ERCOLI, ROBERTO. "Three Essays on Income Distribution and Economic Growth". Doctoral thesis, Università Politecnica delle Marche, 2018. http://hdl.handle.net/11566/260235.
Texto completo da fonteSubject of the thesis is the study of the relationship between income distribution and economic growth. The thesis consists of three chapters. The first chapter is a review of the theoretical and empirical literature. In the second chapter an analytical model is proposed. The purpose is to extend the Post-Keynesian model distinguishing the workers in two groups: the qualified ones and the unqualified ones. While the former enjoy an increase in productivity thanks to the accumulation of knowledge and succeed in bargaining higher wages, the latter are not able to benefit from it. The result of the model is that a faster accumulation of knowledge, financed through an increase in the taxation, can generate different effects on the growth and on the inequality within the working class depending on the model parameters relationship. In the third chapter the meaning of income distribution goes from the functional sense to the personal one. The methodology used is Agent-based modelling enriched by compliance with the constraints of the "Stock- Flow consistent" modelling. Peculiarities of the model are its intergenerational nature and the division of the population into three possible social classes: skilled workers, unskilled ones and pure capitalist with the possibility for each individual to move from a class to another during the simulation. Among the other results already known in the literature, main result is a low mobility between generations both considering income level and the social class of belonging. Furthermore, a sensitivity analysis shows that greater progressivity of the taxation system generates an increase in the level of production.
Queiroz, Marco Aurélio Lima de. "Business competition dynamics: agent-based modeling simulations of firms in search of economic performance". reponame:Repositório Institucional do FGV, 2010. http://hdl.handle.net/10438/8170.
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The intent of this work is to explore dynamics of business competition through agentbased modeling simulations of firms searching for performance in markets configured as fitness landscapes. Building upon a growing number of studies in management science that utilizes simulation methods and analogies to Kauffman´s model of biological evolution, we developed a computer model to emulate competition and observe whether different search methods matter, under varied conditions. This study also explores potential explanations for the persistence of above and below average performances of firms under competition.
A intenção deste trabalho é explorar dinâmicas de competição por meio de “simulação baseada em agentes”. Apoiando-se em um crescente número de estudos no campo da estratégia e teoria das organizações que utilizam métodos de simulação, desenvolveu-se um modelo computacional para simular situações de competição entre empresas e observar a eficiência relativa dos métodos de busca de melhoria de desempenho teorizados. O estudo também explora possíveis explicações para a persistência de desempenho superior ou inferior das empresas, associados às condições de vantagem ou desvantagem competitiva
Choi, Chung Ho. "Patient journey shortening using a multi-agent approach". HKBU Institutional Repository, 2010. http://repository.hkbu.edu.hk/etd_ra/1228.
Texto completo da fonteKRACHKOVSKAYA, INNA. "The regulation of financial derivates: an agent-based model approach". Doctoral thesis, Università degli Studi di Cagliari, 2015. http://hdl.handle.net/11584/266822.
Texto completo da fonteLUCCHESE, Gianfranco. "Multivariate hedonic models for heterogeneous product prices in dynamic supply chains". Doctoral thesis, Università degli studi di Bergamo, 2012. http://hdl.handle.net/10446/26713.
Texto completo da fonteLemoy, Rémi. "The City as a Complex System. Statistical Physics and Agent-Based Simulations on Urban Models". Phd thesis, Université Lumière - Lyon II, 2011. http://tel.archives-ouvertes.fr/tel-00634588.
Texto completo da fonteCRUCITTI, FRANCESCA. "HETEROGENEOUS FIRMS MODELS AND FINANCIAL MARKET FRICTIONS". Doctoral thesis, Università degli Studi di Milano, 2019. http://hdl.handle.net/2434/613188.
Texto completo da fonteBarney, Bradley John. "Accounting for Additional Heterogeneity: A Theoretic Extension of an Extant Economic Model". BYU ScholarsArchive, 2007. https://scholarsarchive.byu.edu/etd/1223.
Texto completo da fonteSteiglechner, Peter. "A Spatially Explicit Agent-Based Model of Human-Resource Interaction on Easter Island". Thesis, KTH, Numerisk analys, NA, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-277730.
Texto completo da fontePåsköns historia har, med dess kulturella och ekologiska mysterier, väckt intressen hos arkeologer, antropologer, ekologer och ekonomer. Trots de stora vetenskapliga ansträngningarna lämnar osäkerheten i de tillgängliga arkeologiska och palynologiska data ett antal kritiska frågor olösta och öppna för debatt. Den maximala storleken som den mänskliga befolkningen nådde före européernas ankomst, och avskogningens tidsmässiga dynamik, är några av de aspekter som fortfarande är fyllda med kontroverser. Genom att tillhandahålla en kvantitativ arbetsbänk för att testa hypoteser och scenarier är matematiska modeller ett värdefullt komplement till de observationsbaserade metoder som vanligtvis används för att rekonstruera öns historia. Tidigare modelleringsstudier har emellertid visat ett antal brister i fallet med Påskön, särskilt när de inte tar hänsyn till den stokastiska karaktären av befolkningsökningen i en tillfällig och rumsligt varierande miljö. Här presenters en ny stokastisk, agentbaserad modell som kännetecknas av (1) realistisk fysisk geografi av ön och andra miljömässiga begränsningar, (2) individuella beslutsprocesser av agenter, (3) icke-ergodicitet av agentens beteende och miljö och (4) randomiserade agent-miljöinteraktioner. Modellen används tillsammans med de bästa tillgängliga data för att bestämma rimliga rumsliga och temporära mönster av avskogning och andra socioekologiska egenskaper på Påskön före européers ankoms. Vidare identifieras några icke-triviala förbindelser mellan mikroskopiska beslut eller begränsningar (till exempel lokal inneslutning av agentens handlingar eller deras anpassningsstrategi till miljöförstöring) och makroskopiskt beteende hos systemet som inte lätt kan försummas i en diskussion om påsköns historia före europeisk kontakt.
Erazo, Jairo Daniel Chamorro Chamorro. "An agent-based model for lighting technology adoption in the residential sector: integration of social, technological and economic factors". Universidade de São Paulo, 2016. http://www.teses.usp.br/teses/disponiveis/100/100132/tde-02032017-225727/.
Texto completo da fonteA implementação de políticas públicas orientadas a incentivar a adopção de tecnologias de iluminação mais eficientes no setor residencial precisa de ferramentas analíticas capazes de descrever assertivamente as condições de mercado necessárias para uma penetração exitosa destas inovações. Este documento descreve, utilizando modelagem baseado em agentes, a relação entre os micro comportamentos dos usuários ao adotar as tecnologias de iluminação e as macro tendências agregadas de difusão no setor residencial brasileiro. O modelo também estuda a dinâmica existente entre a relação dos parâmetros das redes de interação e as caraterísticas emergentes no processo de difusão em diferentes cenários econômicos para os custos energéticos e tecnológicos.
ZENEZINI, GIOVANNI. "A new evaluation approach to City Logistics projects A business-oriented Agent-Based model". Doctoral thesis, Politecnico di Torino, 2018. http://hdl.handle.net/11583/2710999.
Texto completo da fonteLi, Qian. "Evaluation of Parking Guidance Information System with Multi-agent Based Simulation". 京都大学 (Kyoto University), 2014. http://hdl.handle.net/2433/188568.
Texto completo da fonteBoto, 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.
Texto completo da fonteApesar 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.
Bianchi, F. "THE SOCIAL FROM THE ECONOMIC: THE EMERGENCE OF SOLIDARITY WITHIN NETWORKS OF ECONOMIC EXCHANGE". Doctoral thesis, Università degli Studi di Milano, 2017. http://hdl.handle.net/2434/491473.
Texto completo da fonteDing, Deng. "An integrated modeling framework of socio-economic, biophysical, and hydrological processes in Midwest landscapes: remote sensing data, agro-hydrological model, and agent-based model". Diss., University of Iowa, 2014. https://ir.uiowa.edu/etd/1840.
Texto completo da fontePapa, Gianluca. "Essays on econometrics of panel data and treatment models". Doctoral thesis, Universite Libre de Bruxelles, 2013. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209408.
Texto completo da fonteThe first Chapter analyzes the investment behavior of a sample of R&D intensive firms which are quoted on the stock market from USA, UK and Japan for the period 1990-1998. By using an error correction model we test the elasticity of investment and R&D to cash flow in these countries to see by which measure different market institutions and corporate governance rules affects the cost of external financing. Contrary to previous studies, we find significant differences in the sensitivity to cash flow of the two types of investment, with R&D expenditure being much less sensitive than ordinary investment. This is not surprising given the more long-term nature of R&D expenditures. For what concerns the comparison between the different systems/countries, the USA stock markets confirms as the most efficient market providing outside financing at a much lower cost compared to other markets, especially for young, smaller firms.
The second Chapter is a joint work with Biagio Speciale. It uses the data on a panel of quoted UK firms over the period 1995–2002 to study the effects of financial leverage on managerial compensation. The change in the investors’ expectations that caused the recent collapse of the stock market tech bubble is a perfect example of natural experiment that has been used as a source of plausibly exogenous variation in the firm’s debt. The estimates show that pay-for-performance sensitivity is increasing in financial leverage, with the exception of the 10% most levered firms, giving rise at the end to a non-linear (inverted U-shape) relationship between the two variables. The chapter includes also a theoretical model accounting for this relationship where an higher leverage increases both the expected returns and the expected variance of investment returns: the first effect (determining increased pay-performance sensitivity) prevails for low leverage values and the second effect (determining decreased pay-performance sensitivity) prevails for high leverage values.
The third Chapter undertakes an empirical estimation of the additionality of public funding on both the propensity to initiate R&D activity and the intensity of R&D spending of Italian enterprises for the period 1998-2000, using data from the Third Community Innovation Survey and from firms' financial accounts. The chosen methodology (Endogenous Switching Type II-Tobit) takes into account the possibility that decisions about both starting an R&D activity (sample selection effect) and applying for/obtaining public funding (essential heterogeneity) are influenced by private knowledge of enterprises' idiosyncratic propensities in R&D spending. The present analysis shows that both these effects are indeed important and that they contribute to explain most of the additionality found with less sophisticated models.
The fourth Chapter investigates the underlying causes of variability of public health expenditure per capita (SSPC henceforth) between Italian regions. A fixed-effect panel data estimate on the SSPC (for the period 1997-2006) is used in the first part of the paper to account for regional differences in terms of physical, demographic, socio-economic characteristics and in terms of other variables that affect demand and supply of health services. In the second part, we take the ‘adjusted’ SSPC and proceed to estimate an "efficient production function" of the quality of health services through Data Envelopment Analysis. This procedure allows us to separate the share of expenditure used for the improvement of the quality from the one that can be traced only to an inefficient use of financial resources. A comparison of regional SSPC after factoring out the socio-economic factors and the quality of healthcare shows that big differences still remain and are even exacerbated, signalling big pockets of inefficiency and correspondingly a huge potential for cost savings. Finally, a preliminary analysis shows a positive correlation between the efficiency of regional public spending in healthcare and the level of social capital.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
Jochem, Patrick. "A CO2 emission trading scheme for German road transport assessing the impacts using a meso economic model with multi-agent attributes". Baden-Baden Nomos, 2009. http://d-nb.info/996210792/04.
Texto completo da fonteREISSL, SEVERIN DAVID. "La formazione delle aspettative modelli macroeconomici basati su agenti". Doctoral thesis, Università Cattolica del Sacro Cuore, 2020. http://hdl.handle.net/10280/87444.
Texto completo da fonteThe purpose of this thesis is to investigate the role of expectations formation in agent-based and stock-flow consistent macroeconomic models. While there have been considerable advances in the development of such models, research on the formation and role of beliefs and expectations within them remains underdeveloped. The thesis consists of three papers, each of which focuses on expectations formation in one particular economic sector and presents a range of experiments concerning the variation of expectations formation mechanisms, belief and sentiment dynamics, as well as policy applications. The thesis demonstrates the potentially strong influence of agents' expectations on macroeconomic volatility and shows that depending on their specification as well as the economic environment, expectations can be both a stabilising and destabilising factor. Moreover, through the wide range of policy experiments conducted, it serves to emphasise the important role of stabilisation policies in systems exhibiting endogenous fluctuations and chapter 4 in particular highlights the potential dependence of policy effectiveness on expectations. At the same time, some of the obtained results caution that in complex systems, policy interventions must be carefully calibrated lest they themselves become a source of instability.
REISSL, SEVERIN DAVID. "La formazione delle aspettative modelli macroeconomici basati su agenti". Doctoral thesis, Università Cattolica del Sacro Cuore, 2020. http://hdl.handle.net/10280/87444.
Texto completo da fonteThe purpose of this thesis is to investigate the role of expectations formation in agent-based and stock-flow consistent macroeconomic models. While there have been considerable advances in the development of such models, research on the formation and role of beliefs and expectations within them remains underdeveloped. The thesis consists of three papers, each of which focuses on expectations formation in one particular economic sector and presents a range of experiments concerning the variation of expectations formation mechanisms, belief and sentiment dynamics, as well as policy applications. The thesis demonstrates the potentially strong influence of agents' expectations on macroeconomic volatility and shows that depending on their specification as well as the economic environment, expectations can be both a stabilising and destabilising factor. Moreover, through the wide range of policy experiments conducted, it serves to emphasise the important role of stabilisation policies in systems exhibiting endogenous fluctuations and chapter 4 in particular highlights the potential dependence of policy effectiveness on expectations. At the same time, some of the obtained results caution that in complex systems, policy interventions must be carefully calibrated lest they themselves become a source of instability.
Jochem, Patrick. "A CO 2 emission trading scheme for German road transport : assessing the impacts using a meso economic model with multi-agent attributes /". Baden-Baden : Nomos, 2009. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=018655861&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Texto completo da fonteBevilacqua, Sara. "New biologically inspired models towards understanding the Italian Power Exchange market". Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018. http://amslaurea.unibo.it/15036/.
Texto completo da fonteBerger, Luiz Marcelo. "Um modelo baseado em agentes para estudo das propriedades emergentes decorrentes da aplicação da lei penal". reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2008. http://hdl.handle.net/10183/13831.
Texto completo da fonteAgent based models are considered a milestone in social sciences research mainly because it´s random behavior allows a variety of analysis that were impossible to make due to complexity constraints. The term complexity usually derives from a large number of interacting and dynamic variables which cannot be considered singularly, in order to keep the whole system attributes intact. For that matter, a systemic approach of analysis is required not only to keep this information within the framework of the system, but also to get the emergent properties that come along with the interaction, not observable singling out one or another factor. Considering these very specific characteristics an agent based model, or multiagent system turns to be a more suitable analysis than analytic counterparts due to its very particular capability to deal simultaneously with a large number of random variables. This research work develops an agent based model to study the emergent properties due to public enforcement of criminal law. In order to build a model of criminal behavior suitable to the project, well known theories about crime were taken in consideration, including Shavell and Polinsky (2000), Shavell (2004), Becker (1968), Cohen and Felson(1979) and Clarke (1995). The construct derived from the analysis is a model based on three interacting agents and the environment, namely: citizen-opportunity-state-environment (offender-victim-public enforcement of law-environment). These interacting agents have the ability to define the boundaries of any given offence, regardless the kind, being capable to cope with from a simple misdemeanor (e.g. a traffic violation) to a felony (e.g. a capital murder). Particularly, the citizen-agent behavior has been modeled according to Becker’s (1968) Crime and Punishment seminal work. These remarks explains why originally the term citizen has been used in first place, and not offender. Rational Choice theory says that anyone can be an offender, depending on certain conditions. The State performance regarding its economic impact in terms of the public enforcement of criminal law is seen through the lenses of Shavell and Polinsky’s theory (2000). The opportunity and environment agents’ behavior are mainly based on Cohen and Felson’s Routine Activity Theory (1979) and Clarke’s Rational Choice Theory (1995). The model was implemented using NetLogo 3.1.4 platform (WILENSKY,1999). The simulation program provides a wide range of dynamic options making it very easy to perform any kind of test in order to assess the behavior of a given criminal rule in its dynamic operation. Validation and experimental tests were performed. The resulting responses were very consistent with the theoretical basis on which de model was based on.
Kolb, Jakob J. "Heuristic Decision Making in World Earth Models". Doctoral thesis, Humboldt-Universität zu Berlin, 2020. http://dx.doi.org/10.18452/22147.
Texto completo da fonteThe trajectory of the Earth system in the Anthropocene is governed by an increasing entanglement of processes on a physical and ecological as well as on a socio-economic level. If models are to be useful as decision support tools in this environment, they ought acknowledge these complex feedback loops as well as the inherently emergent and heterogeneous qualities of societal dynamics. This thesis improves the capability of social-ecological and socio-economic models to picture emergent social phenomena and uses and extends techniques from dynamical systems theory and statistical physics for their analysis. It proposes to model humans as bounded rational decision makers that use (social) learning to acquire decision heuristics that function well in a given environment. This is illustrated in a two sector economic model in which one sector uses a fossil resource for economic production and households make their investment decisions in the previously described way. In the model economy individual decision making and social dynamics can not limit CO 2 emissions to a level that prevents global warming above 1.5 ◦ C. However, a combination of collective action and coordinated public policy actually can. A follow up study analyzes social learning of individual savings rates in a one sector investment economy. Here, the aggregate savings rate in the economy approaches that of an intertemporarily optimizing omniscient social planner if the social interaction rate is sufficiently low. Sumultaneously, a decreasing interaction rate leads to emergent inequality in the model in the form of a sudden transition from a unimodal to a strongly bimodal distribution of wealth among households. Finally, this thesis proposes a combination of different moment closure techniques that can be used to derive analytic approximations for such networked heterogeneous agent models where interactions between agents occur on an individual as well as on an aggregated level.
Garcia, Luiz Antonio Marques. "Analisando flutuações de um mercado financeiro artificial baseado na expectativa de riqueza dos agentes". reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2008. http://hdl.handle.net/10183/15532.
Texto completo da fonteThis work presents a new artificial stock market model for reproducing price time series of assets in such market model. For a suitable validation of the model, we verified several statistical and universal properties (called stylized facts in the Economics Literature) and similar results are obtained with data extracted from real stock markets. We investigate several properties including absence of autocorrelation for simple returns and the power behavior law of autocorrelation for absolute and quadratic returns, excess of kurtosis, aggregational gaussianity, and clustered volatility. It is important to mention that no other similar artificial model has investigated so many statistical universalities. Our synchronous model is based on agents negotiating risk assets through purchase and sale orders. These orders are stored in books for each simulation step. The weighted average volume of all orders negotiated by the agents determines the price of an asset. For the sake of simplicity, our model considers two kinds of strategies: 1. Fundamentalist - where one uses the dividends to calculate the expected return of an asset; 2. Trend predictor - where one obtains the expected returns directly from an analysis of the price time series. One of the main contributions of our model was to add a term that works as the expected wealth of an agent. This is considered an important psychological factor in the decision making process. In addition, we consider an income inequality index to analyze the wealth distribution of the agents: the Gini-coefficient, which predicts an inequality interval of [0 (society completely fair),1 (society completely unfair)]. We also study the influence of the dividends and risk free assets parameters on this coefficient. Finally, some evolutionary features of the model are analyzed. Our results show an increase in agent’s wealth when strategies are updated according to the following criteria: if expected wealth does not reach a given threshold, the agent changes his strategy from Fundamentalist to Trend Predictor or vice-versa. If the expected wealth reaches the specified threshold, the agent keeps his initial strategy. We tested different threshold values in this analysis and the conclusion was confirmed in all cases studied.