Then carries on the simulation simulation using the Swarm platform, gathers the influence from the trade degree of freedom and the information overflow intensity two factors to the finance in the analysis to draw the conclusion: The trade degree of freedom is bigger, the local market effect, the...
摘要: Simulation Analysis Based on the East Asian Macroeconometric Model : China-Japan-US-Korea 4-Country Model Taiyo Ozaki Journal of the faculty of economics Kyoto Gakuen University 19(2), 57-113, 2010-03关键词: East Asian Macroeconometric Model forward-looking model bi-lateral trade stimulus...
OPTIONS (Finance)INVESTMENT analysisModels in asset management require consideration of uncertainty. Monte Carlo simulation is a popular quantitative tool that assigns random values to input variables in order to draw inferences about an uncertain outcome. This article explains and illustrates the main ...
Using a sample of 495 project finance loan tranches (worth $151 billion) to borrowers in 61 different countries, we examine the relation between legal risk... Esty,Benjamin,C. - 《Journal of Financial & Quantitative Analysis》 被引量: 620发表: 2003年 Commodities and commodity derivatives : mo...
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JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational economics. agentfinancesimulationeconomicsagent-based-modelinglimit-order-bookmulti-agent-systemsorderbookcomputational-financecomputational-economicsmulti-agent-simulation ...
Le Roux, Stochastic simulation analysis of sustainable public debt in Zimbabwe. Journal of Economics and International Finance, 7(5),... M Nebson,RP Le - 《Journal of Economics & International Finance》 被引量: 4发表: 2015年 Conditional LAS stochastic simulation of regionalized variables in ...
To this end, Microsoft Research developed the LMM and the MarS, which financial researchers can use to customize generative models for various applications, thus fostering a new paradigm of generative solutions for all downstream tasks in finance. This has th...
Lévy driven term structure models have become an important subject in the mathematical finance literature. This paper provides a comprehensive analysis of... Damir Filipovi,S Tappe - 《Finance & Stochastics》 被引量: 85发表: 2008年 Simulation and inference for stochastic volatility models driven by...
Power analysis for zero-inflated Poisson and negative binomial generalized linear models using Monte Carlo simulation Trent Dennis,Jordan Rubin-McGregor&Michael J. O’Connell Pages: 868-885 Published online:13 Dec 2024 Abstract|Full Text|References|PDF (2 MB)|EPUB ...