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Agent-Based Simulation in Finance: An Application of Agent-Based Computational Economics Models to the U.S. Banking Market - Tapa blanda

Wilmans, Jason Thomas

 
9783639491135: Agent-Based Simulation in Finance: An Application of Agent-Based Computational Economics Models to the U.S. Banking Market
Tapa blanda
ISBN 10: 3639491130 ISBN 13: 9783639491135
Editorial: AV Akademikerverlag, 2014

Sinopsis

Mutli-agent based simulation models allow for the research of economic questions differently than before. This thesis builds a multi-agent based simulation model of the U.S. financial market, to examine the behavior of banks within it. Although the focus is on the credit market, a sub-goal is to build a complete model of the market. This is due to the observation, that in the 2007 financial crisis, seemingly small adjustments in one market of the U.S. led to a world-wide shock to the financial system. While designing, some existing ACE-models are adapted as well as new ones incorporated. The simulation model includes ideas for models of banks, hedge funds, the Federal Reserve System, a stock trading simulation, an information market and federal, as well as corporate and private household, credit customers.

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Reseña del editor

Mutli-agent based simulation models allow for the research of economic questions differently than before. This thesis builds a multi-agent based simulation model of the U.S. financial market, to examine the behavior of banks within it. Although the focus is on the credit market, a sub-goal is to build a complete model of the market. This is due to the observation, that in the 2007 financial crisis, seemingly small adjustments in one market of the U.S. led to a world-wide shock to the financial system. While designing, some existing ACE-models are adapted as well as new ones incorporated. The simulation model includes ideas for models of banks, hedge funds, the Federal Reserve System, a stock trading simulation, an information market and federal, as well as corporate and private household, credit customers.

Biografía del autor

Jason Thomas Wilmans was born 1985 in Kiel. After finishing high school he initially spent a few years working in the social sector. He started studying applied computer sciences at the University of Applied Sciences Hamburg in 2010. Since starting his master studies he specializes in distributed, large scale, agent-based, socio-economic models.

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Editorial
AV Akademikerverlag
Año de publicación
2014
Idioma
Inglés
ISBN 10 
3639491130
ISBN 13 
9783639491135
Encuadernación
Tapa blanda
Número de páginas
68
Contacto del fabricante
no disponible
Persona responsable
no disponible