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Agent-based Model Construction in Financial Economic System
artificial stock market agent based model statistical facts of stock market
2015/7/30
The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic post-statistical-data and micro-simulation a...
A Large-Scale Agent-Based Model of Taxpayer Reporting Compliance
Tax compliance tax gap agent-based modeling Repast MASON.
2014/8/8
This paper describes the development of the Individual Reporting Compliance Model (IRCM), an agent-based model for simulating tax reporting compliance in a community of 85,000 U.S. taxpayers. Design f...
An Agent-based Model of the Nasdaq Stock Market: Historic Validation and Future Directions.
Nasdaq Stock Market Historic Validation
2014/8/8
This paper presents an agent-based model of a dealer-mediated
market, similar to Nasdaq
1
. We outline the overall model and represen-
tation of the market rules and order handling infrastructure,...
Microscopic understanding of heavy-tailed return distributions in an agent-based model
Microscopic understanding of heavy-tailed return distributions agent-based model
2012/9/14
The distribution of returns in nancial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby ...
Agent-Based Model Approach to Complex Phenomena in Real Economy
Agent-Based Model Complex Phenomena Real Economy
2010/10/29
An agent-based model for rms' dynamics is developed. The model consists of rm
agents with identical characteristic parameters and a bank agent. Dynamics of those agents
is described by their balan...