agent-based modelling

Managing Material Risk
Current methods of assessing market and portfolio risk focus on short-term risk and cannot account for long-term dynamics of market risk and personal risk. This paper uses additional factors to extend current methods for long-term risks.
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Managing Material Risk
Good speciation paper now accepted at J.Stat.Mech
Paper announcement.
Last updated on Jun 8, 2021 1 min read
Good speciation paper now accepted at J.Stat.Mech
Paper on Economic recovery after Covid 19 now published at PLoS One
Paper announcement .
Last updated on Mar 4, 2023 1 min read
V-, U-, L-, or W-shaped economic recovery after COVID-19: Insights from an Agent Based Model
We study the impact of the coronavirus induced economic shocks and possible recovery scenarios using an agent-based model. We show that depending on the shock parameters(amplitude and duration), the economy can show V-shaped, U-shaped and L-shaped recoveries.
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V-, U-, L-, or W-shaped economic recovery after COVID-19: Insights from an Agent Based Model
What recovery after COVID-19? Paper now available on Covid-Economics
Paper announcement .
Last updated on Jun 8, 2021 1 min read
Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model
Prototype macroeconomic agent-based model with a constraint-satisfaction problem at its core.
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Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model