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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...
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...
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,...
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 ...
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...

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