Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling > C63 - Computational Techniques; Simulation Modeling"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators Name | Language
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | V | W | Y | Z
Number of items at this level: 316.

A

Aguirregabiria, Victor (2009): Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application.

Aguirregabiria, Victor and Ho, Chun-Yu (2009): A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments.

Albers, Scott (2014): On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings.

Albers, Scott (2014): Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit.

Albu, Lucian-Liviu (2003): Estimating contribution of factors to long-term growth in Romania. Published in: Revue Roumaine des Sciences Economiques , Vol. 48, No. 2 : pp. 197-206.

Albu, Lucian-Liviu (1991): Le Rapport Industrie - Agriculture Et Le Developpement Economique. Published in: Doctoral Thesis: "Raportul industrie-agricultura si dezvltarea economica" (1991)

Albu, Lucian-Liviu (2006): Non-linear models: applications in economics.

Alfarano, Simone and Eva, Camacho and Josep, Domènech (2010): Estimation of a simple genetic algorithm applied to a laboratory experiment.

Amundsen, Eirik S. and Baldursson, Fridrik M. (2003): Kvikt likan af vistvænum raforkumarkadi. Published in: Icelandic Journal of Science and Mathematics , Vol. 1, No. 2 (2003): pp. 1-9.

Amundsen, Eirik S. and Lønning, Dag and Rasmussen, Heine (1995): An Analysis of International CO2 agreements.

Angle, John (2013): How To Win Acceptance Of The Inequality Process As Economics? Forthcoming in: Society and Management Review

Angle, John (2010): The Inequality Process vs. The Saved Wealth Model. Two Particle Systems of Income Distribution; Which Does Better Empirically?

Arias-R., Omar Fdo. (2014): A condition for determinacy of optimal strategies in zero-sum convex polynomial games.

Aroche-Reyes, Fidel and García Muñiz, Ana Salomé (2012): Modelling economic structures from a Qualitative Input-Output Perspective: Greece in 2005 and 2010.

Artzrouni, Marc and Tramontana, Fabio (2013): The debt trap: a two-compartment train wreck...and how to avoid it.

Attar, M. Aykut (2013): Growth and Demography in Turkey: Economic History vs. Pro-Natalist Rhetoric.

Ausloos, Marcel and Vandewalle, N. and Ivanova, K. (2000): Time is money. Published in: in "Noise, Oscillators and Algebraic Randomness. From Noise in Communication Systems to Number Theory", M. Planat, Ed., , Vol. 50, No. Lect. Notes Phys. (2000): pp. 156-171.

Azzato, Jeffrey D. and Krawczyk, Jacek (2008): InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem.

Azzato, Jeffrey D. and Krawczyk, Jacek (2007): Using a finite horizon numerical optimisation method for a periodic optimal control problem.

Azzato, Jeffrey D. and Krawczyk, Jacek B. (2009): InfSOCSol2 An updated MATLAB Package for Approximating the Solution to a Continuous-Time Infinite Horizon Stochastic Optimal Control Problem with Control and State Constraints.

Azzato, Jeffrey D. and Krawczyk, Jacek B. (2006): SOCSol4L: An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem.

Azzato, Jeffrey D. and Krawczyk, Jacek B. (2008): A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem.

Azzato, Jeffrey D. and Krawczyk, Jacek B. (2008): A report on using parallel MATLAB for solutions to stochastic optimal control problems.

B

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest.

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest.

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in contagion model: with volatilities and correlation of spread and interest.

Barnett, William and Ghosh, Taniya (2013): Bifurcation Analysis of an Endogenous Growth Model.

Bazhanov, Andrei (2005): Variation principles for modeling in resource economics. Published in: Vestnik DVO RAN No. 6 (December 2006): pp. 5-13.

Behrooz Hassani-Mahmooei, Behrooz and Vahabi, Mehrdad (2013): Identity, Authority and Evolution of Order: the trajectory of dueling simulated.

Bell, Peter N (2013): New Testing Procedures to Assess Market Efficiency with Trading Rules.

Bell, Peter N (2014): Optimal Use of Put Options in a Stock Portfolio.

Bell, Peter N (2014): A Method for Experimental Events that Break Cointegration: Counterfactual Simulation.

Bell, William Paul (2008): Adaptive interactive profit expectations using small world networks and runtime weighted model averaging. Published in: Biomedical Applications of Micro- and Nanoengineering IV and Complex Systems (Proceedings Volume) , Vol. 7270, (30. December 2008)

Bell, William Paul (2009): Network Averaging: a technique for determining a proxy for the dynamics of networks.

Bernardo, Giovanni and D'Alessandro, Simone (2014): Transition to sustainability? Feasible scenarios towards a low-carbon economy.

Bessenyei, István and Horváth, Márton (2012): Economic growth with incomplete financial discipline. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 307-314.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1983): Analysis and measurement of the uncertainty in Mini-Dms model for the French economy.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1988): A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions. Published in: Atti del Dodicesimo Convegno A.M.A.S.E.S. No. Palermo, 14-16 Settembre 1988 (14. September 1988): pp. 185-217.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio and Panattoni, Lorenzo (1987): Forecast variance in simultaneous equation models: analytic and Monte Carlo methods. Published in: INSEE, Paris, France No. Paper presented at the Seminaire d'Econometrie de Malinvaud (February 1987): pp. 1-19.

Bianchi, Carlo and Calzolari, Giorgio (1983): Confidence intervals of forecasts from nonlinear econometric models. Published in: paper presented at The Third International Symposium on Forecasting. Philadelphia: The Wharton School, June 5-8 (5. June 1983): pp. 1-20.

Bianchi, Carlo and Calzolari, Giorgio (1978): La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana.

Bianchi, Carlo and Calzolari, Giorgio (1979): Simulation of a nonlinear econometric model. Published in: Simulation of Systems '79, ed. by L. Dekker, G. Savastano, and G. C. Vansteenkiste (1980): pp. 105-113.

Bianchi, Carlo and Calzolari, Giorgio (1980): A simulation approach to some dynamic properties of econometric models. Published in: Mathematical Programming and its Economic Application, ed. by G. Castellani, and P. Mazzoleni No. Milano: Franco Angeli Editore (1981): pp. 607-621.

Bianchi, Carlo and Calzolari, Giorgio and Ciriani, Tito A. and Corsi, Paolo and Cleur, Eugene M. and Sitzia, Bruno and Romagnoli, Gian C. (1976): Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971. Published in: Teoria dei Sistemi ed Economia, a cura della Segreteria del G.E.S., prefazione di S. Lombardini e A. Ruberti No. Bologna: Il Mulino (1976): pp. 193-219.

Bianchi, Carlo and Calzolari, Giorgio and Cleur, Eugene M. and Gambetta, Guido and Stagni, Anna and Sterbenz, Frederic (1978): Stochastic simulation and dynamic properties of the new version of the Italian model.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Monte Carlo methods in econometrics: a package for the stochastic simulation. Published in: Paper presented at the Congres Europeen des Statisticiens. Universite Scientifique et Medicale de Grenoble, (September 1976): pp. 1-10.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1978): Stochastic simulation: a package for Monte Carlo experiments on econometric models. Published in: IBM Technical Disclosure Bulletin , Vol. 20, No. 10 (March 1978): pp. 3972-3975.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1977): The asymptotic distribution of impact multipliers for a non-linear structural econometric model,. Published in: Seminari di Econometria e di Matematica Applicata. Universita' degli Studi di Modena: Istituto Statistico-Matematico, Facolta' di Economia e Commercio, (1979): pp. 1-24.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Panattoni, Lorenzo (1980): Significance of the characteristic roots of linearized econometric models. Published in: Paper presented at the Economics and Control Conference, Princeton University (4. June 1980): pp. 1-14.

Bianchi, Carlo and Calzolari, Giorgio and Sterbenz, Frederic P. (1991): Simulation of interest rate options using ARCH. Published in: Universita' di Messina, Istituto di Economia, Statistica e Analisi del Territorio No. Quaderno No. 10, presented at the European Meeting of the Econometric Society, Cambridge, U.K. (1991): pp. 1-28.

Bicaba, Zorobabel (2011): Growth and financial reforms trajectory: an optimal matching sequence analysis approach.

Blake, David and Wright, Douglas and Zhang, Yumeng (2011): Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion.

Blanco, Iván (2005): The silence that precedes hypocrisy: a formal model of the spiral of silence theory.

Bocharnikov, Victor and Sveshnikov, Sergey (2007): Algorithm of arithmetical operations with fuzzy numerical data.

Bonaventura, Luigi (2006): Simulating the enforcement policies for irregular sector in the Italian labour reform.

Bonaventura, Luigi and Orlando, Danilo (2007): Enforcement of Regulation, Irregular Sector, and Firm Performance.

Brenner, Thomas and Werker, Claudia (2009): Policy Advice Derived From Simulation Models.

Brillet, Jean-Louis and Calzolari, Giorgio and Panattoni, Lorenzo (1986): Coherent optimal prediction with large nonlinear systems: an example based on a French model.

Buda, Rodolphe (2002): ECHANGE 2.0 - Marché sur réseau - Guide d'installation et manuel d'utilisation.

Buda, Rodolphe (1994): La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement.

Buda, Rodolphe (2001): Les algorithmes de la modélisation : une analyse critique pour la modélisation économique.

Buda, Rodolphe (2000): Pédagogie des comptes nationaux et "esprit économique critique".

Buda, Rodolphe (1999): Quantitative Economic Modeling vs Methodological Individualism ? Published in: Working Paper MODEM , Vol. 00, No. 09 (2000)

Buda, Rodolphe (2004): SINGUL 2.0 : les équations et les programmes.

Buer, Tobias and Kopfer, Herbert (2012): A Pareto-metaheuristic for a bi-objective winner determination problem in a combinatorial reverse auction.

Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:

Burnecki, Krzysztof and Janczura, Joanna and Weron, Rafal (2010): Building Loss Models.

Burnecki, Krzysztof and Weron, Rafal (2010): Simulation of Risk Processes.

Buzaglo, Jorge and Calzadilla, Alvaro (2010): La pobreza y las clases: Dinámicas y estrategias en Bolivia.

Buzaglo, Jorge and Calzadilla, Alvaro (2008): Simulating extended reproduction: Poverty reduction and class dynamics in Bolivia.

C

Cakir, Murat (2005): Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz.

Calzolari, Giorgio (2012): Econometric notes.

Calzolari, Giorgio (1979): Stochastic simulation experiments on Model 5 of Bonn University. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 102 (August 1979): pp. 1-28.

Calzolari, Giorgio (1979): The asymptotic distribution of power spectra in dynamic econometric models. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 101 (August 1979): pp. 1-21.

Calzolari, Giorgio (1979): The deterministic simulation bias in the Klein-Goldberger model. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 100 (July 1979): pp. 1-6.

Calzolari, Giorgio and Bianchi, Carlo and Corsi, Paolo and Panattoni, Lorenzo (1982): Uncertainty of policy recommendations for nonlinear econometric models: some empirical results. Published in: paper presented at the 1982 Conference on Economic Dynamics and Control, "Decision Making Under Uncertainty", Washington DC: Federal Reserve Board, June 9-11. (9. June 1982): pp. 1-20.

Calzolari, Giorgio and Fiorentini, Gabriele and Panattoni, Lorenzo (1993): Alternative estimators of the covariance matrix in GARCH models. Published in: Universita' di Messina, Istituto di Economia, Statistica e Analisi del Territorio No. Quaderno No. 11 (1993): pp. 1-33.

Calzolari, Giorgio and Panattoni, Lorenzo (1988): Coherent Forecast with Nonlinear Econometric Models. Published in: paper presented at The Eighth International Symposium on Forecasting. Universiteit van Amsterdam and Vrije Universiteit Amsterdam, June 12-15. (12. June 1988): pp. 1-6.

Calzolari, Giorgio and Panattoni, Lorenzo (1984): Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix. Published in: paper presented at The Fourth International Symposium on Forecasting. London Business School, July 8-11 (8. July 1984): pp. 1-33.

Calzolari, Giorgio and Panattoni, Lorenzo (1985): Gradient methods in FIML estimation of econometric models. Published in: Developments of control theory for economic analysis, ed. by C.Carraro and D.Sartore No. Dordrecht: Martinus Nijhoff, Kluwer Academic Publishers (1987): pp. 143-153.

Calzolari, Giorgio and Panattoni, Lorenzo (1983): Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study.

Calzolari, Giorgio and Panattoni, Lorenzo (1988): Mode predictors in nonlinear systems with identities. Published in: International Journal of Forecasting. Working paper presented at the European Meeting of the Econometric Society, Bologna, 1988. pp.1-29 No. 6 (1990): pp. 317-326.

Calzolari, Giorgio and Panattoni, Lorenzo (1984): A Simulation Study on FIML Covariance Matrix. Published in: paper presented at the European Meeting of the Econometric Society. Universidad Autonoma de Madrid, September 3-7. (3. September 1984): pp. 1-44.

Calzolari, Giorgio and Sampoli, Letizia (1989): Instrumental variables interpretations of FIML and nonlinear FIML.

Cerqueti, Roy and Falbo, Paolo and Pelizzari, Cristian (2010): Relevant States and Memory in Markov Chain Bootstrapping and Simulation.

Ch'ng, Kean Siang (2007): Evolutionary Concept, Genetic Algorithm and Exhibition Contract in Movie Industry.

Ch'ng, Kean Siang and Zaharim, Norzarina (2009): Learning to be Biased.

Chen, Pu (2012): Common factors and specific factors.

Chen, Pu (2010): A Grouped Factor Model.

Chen, Pu (2010): A grouped factor model.

Chilarescu, Constantin and Viasu, Ioana Luciana (2011): Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres.

Chodak, Grzegorz (2008): Model dropshippingu w sklepie internetowym. Published in: Metody symulacyjne w badaniu organizacji i w dydaktyce menedżerskiej (2008): pp. 110-124.

Chodak, Grzegorz (2004): Symulator obrotów magazynowych w sklepie internetowym - propozycja implementacji. Published in: Gospodarka Materiałowa i Logistyka No. 8 (August 2004): pp. 2-10.

Cockshott, W. Paul (2007): Mises, Kantorovich and Economic Computation.

Cocozza, Rosa and De Simone, Antonio (2011): One numerical procedure for two risk factors modeling.

Contreras, Javier and Krawczyk, Jacek and Zuccollo, James (2008): Can planners control competitive generators?

Contreras, Javier and Krawczyk, Jacek and Zuccollo, James (2008): The invisible polluter: Can regulators save consumer surplus?

Corbin, Charles (2014): Assessing Impact of Large-Scale Distributed Residential HVAC Control Optimization on Electricity Grid Operation and Renewable Energy Integration. Published in: (14. May 2014)

Corniglion, Sébastien and Turnois, Nadine (2011): Simulating tourists' behaviour using multi-agent modelling. Published in: Research Challenges in Information Science (RCIS), 2011 Fifth International Conference on (19. May 2011): pp. 1-9.

Corsini, Lorenzo and Pacini, Pier Mario and Spataro, Luca (2010): An Assessment of the Italian 2007 Second Pillar Reform: a simulation approach.

Costa Junior, Celso Jose and Sampaio, Armando Vaz and Gonçalves, Flávio de Oliveria (2012): Income Transfer as Model of Economic Growth. Published in: Revista Economia & Tecnologia , Vol. 8, (2012): pp. 17-32.

D

Daianu, Daniel and Albu, Lucian-Liviu (1996): Strain and the inflation - unemployment relationship: a conceptual and empirical investigation. Published in: Ace Project Memoranda, Department of Economics, University of Leicester , Vol. 96, No. 15 : pp. 1-39.

Devine, Mel and Farrell, Niall and Lee, William (2014): Managing investor and consumer exposure to electricity market price risks through Feed-in Tariff design.

Diagne, Youssoupha S and Fall, Alsim (2009): La spéculation contribue- t- elle à expliquer la dynamique des prix des produits alimentaires au Sénégal ? Published in: http://www.dpee.sn/IMG/pdf/145_112_redaction.pdf

Diallo, Ibrahima Amadou (2014): The environmental Kuznets curve in a public spending model of economic growth.

Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.

Douch, Mohamed (2004): Equity Premiums In Small Open Economy.

Douch, Mohamed (2004): Equity Premiums In a Small Open Economy.

de Rigo, Daniele and Rizzoli, Andrea Emilio and Soncini-Sessa, Rodolfo and Weber, Enrico and Zenesi, Pietro (2001): Neuro-dynamic programming for the efficient management of reservoir networks. Published in: Proceedings of MODSIM 2001, International Congress on Modelling and Simulation , Vol. 4, (December 2001): pp. 1949-1954.

E

Emura, Takeshi and Lin, Yi-Shuan (2013): A comparison of normal approximation rules for attribute control charts. Forthcoming in: Quality and Reliability Engineering International

Evans, Richard W. and Phillips, Kerk L. (2010): OLG life cycle model transition paths: alternate model forecast method.

F

Fent, Thomas (1999): Adaptive agents in the House of Quality.

Fent, Thomas (2006): Collective Social Dynamics and Social Norms.

Fent, Thomas (1999): Using Genetics Based Machine Learning to find Strategies for Product Placement in a dynamic Market.

Fent, Thomas (2000): Wissen gewinnen und gewinnen durch Wissen.

Figueiredo, Annibal and Gleria, Iram and Matsushita, Raul and Da Silva, Sergio (2006): The Levy sections theorem revisited.

Filippou, Miltiades and Zervopoulos, Panagiotis (2011): Developing a hybrid comparative optimization model for short-term forecasting: an ‘idle time interval’ roadmap for operational units’ strategic planning.

Fioretti, Guido (2008): Individual Contacts, Collective Patterns. Prato 1975-97, a story of interactions.

Foschi, Paolo and Pieressa, Luca and Polidoro, Sergio (2008): Parametrix approximations for non constant coefficient parabolic PDEs.

Franke, Reiner and Sacht, Stephen (2010): Some observations in the high-frequency versions of a standard New-Keynesian model.

G

Geweke, John and Houser, Dan and Keane, Michael (1999): Simulation Based Inference for Dynamic Multinomial Choice Models. Published in: Companion to Theoretical Econometrics No. Blackwell (2001): pp. 466-493.

Geweke, John and Keane, Michael and Runkle, David (1994): Recursively Simulating Multinomial Multiperiod Probit Probabilities. Published in: Proceedings of the American Statistical Association No. Business and Economic Statistics Section (1994): pp. 1-6.

Giglio, Ricardo and Matsushita, Raul and Figueiredo, Annibal and Gleria, Iram and Da Silva, Sergio (2008): Algorithmic complexity theory and the relative efficiency of financial markets - Updated.

Gilbert, Nigel and Schuster, Stephan and den Besten, Matthijs and Yang, Lu (2005): Environment design for emerging artificial societies. Published in: Proceedings of the Socially Inspired Computing Joint Symposium AISB 2005 (2005): pp. 57-64.

Giovanis, Eleftherios (2008): Additional Smoothing Transition Autoregressive Models.

Giovanis, Eleftherios (2008): Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis.

Giovanis, Eleftherios (2008): Neuro-Fuzzy approach for the predictions of economic crisis.

Giovanis, Eleftherios (2008): Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization.

Giovanis, eleftheios (2008): A Neuro-Fuzzy Approach in the Prediction of Financial Stability and Distress Periods.

Gliksberg, Baruch (2010): The Role of Consumption-Labor Complementarity as a Source of Macroeconomic Instability.

Gräbner, Claudius (2014): Agent-Based Computational Models - A Formal Heuristic for Institutionalist Pattern Modelling?

Guizani, Brahim (2014): Capital Requirements, Banking Supervision and Lending Behavior: Evidence from Tunisia.

Guvenir, H. Altay and Cakir, Murat (2009): Voting Features based Classifier with Feature Construction and its Application to Predicting Financial Distress.

Guzman, Giselle C. (2007): Using sentiment to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.

H

Haider, Adnan (2005): Using Genetic Algorithms to Develop Strategies for the Prisoners Dilemma. Published in: Asian Journal of Information Technology , Vol. 5, No. 8 (5. August 2006): pp. 866-871.

Halkos, George and Tsilika, Kyriaki (2014): Analyzing and visualizing the synergistic impact mechanisms of climate change related costs.

Halkos, George and Tsilika, Kyriaki (2012): Constructing a Generator of Matrices with Pattern. Published in: International Journal of Information Science and Computer Mathematics , Vol. 4, No. 2 (2011): pp. 101-117.

Halkos, George and Tsilika, Kyriaki (2012): Programming identification criteria in simultaneous equation models.

Halkos, George and Tsilika, Kyriaki (2012): Stability analysis in economic dynamics: A computational approach.

Halkos, George and Tzeremes, Nickolaos (2007): Examining the relationship between firm internationalization and firm performance: A nonparametric analysis.

Halkos, George and Tzeremes, Nickolaos (2009): Exploring the effect of countries’ economic prosperity on their biodiversity performance.

Hanappi, Hardy and Hanappi-Egger, Edeltraud (2004): New Combinations :Taking Schumpeter's concept serious.

Hassani Mahmooei, Behrooz and Parris, Brett (2012): Dynamics of effort allocation and evolution of trust: an agent-based model.

Hassani Mahmooei, Behrooz and Parris, Brett (2012): Why might climate change not cause conflict? an agent-based computational response.

Heinrich, Torsten (2014): Resource Depletion, Growth, Collapse, and the Measurement of Capital.

Henrard, Marc (2007): CMS swaps in separable one-factor Gaussian LLM and HJM model.

Henrard, Marc (2007): Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options.

Hwang, In Chang (2014): A recursive method for solving a climate-economy model: value function iterations with logarithmic approximations.

I

Isaac, Alan G (2006): Social Consequences of Commitment.

Izquierdo, Luis R. (2008): Advancing Learning and Evolutionary Game Theory with an Application to Social Dilemmas.

ilya, gikhman (2006): Some critical comments on credit risk modeling.

J

Janek, Agnieszka (2011): The vanna - volga method for derivatives pricing.

Janek, Agnieszka and Kluge, Tino and Weron, Rafal and Wystup, Uwe (2010): FX Smile in the Heston Model.

K

Kakarot-Handtke, Egmont (2013): The Ideal Economy: A Prototype.

Kakarot-Handtke, Egmont (2013): Say’s Law: A Rigorous Restatement.

Kangpenkae, Popon (2012): Kullback-Leibler Simplex. Forthcoming in:

Kangpenkae, Popon (2011): Kullback-Leibler simplex. Forthcoming in:

Khondker, Bazlul Haque and Raihan, Selim (2008): Macroeconomic framework for the economy of Bangladesh.

Klima, Grzegorz and Retkiewicz-Wijtiwiak, Kaja (2014): On automatic derivation of first order conditions in dynamic stochastic optimisation problems.

Kopecky, Karen A. and Suen, Richard M. H. (2009): Finite State Markov-Chain Approximations to Highly Persistent Processes.

Kopecky, Karen A. and Suen, Richard M. H. (2009): Finite State Markov-Chain Approximations to Highly Persistent Processes.

Korobilis, Dimitris (2014): Data-based priors for vector autoregressions with drifting coefficients.

Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors.

Kowal, Pawel (2007): Higher order approximations of stochastic rational expectations models.

Krawczyk, Jacek and Zuccollo, James (2006): NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games.

Krawczyk, Jacek B. and Azzato, Jeffrey D. (2006): A report on NISOCSol: An algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints.

Kwasnicki, Witold (2011): China, India and the future of the global economy. Forthcoming in: Ekonomia, Wroclaw University of Economics

Kwasnicki, Witold (1995): Innovation regimes, entry and market structure. Published in: Journal of Evolutionary Economics , Vol. 6, No. 4 (1996): pp. 375-409.

L

LI, Wu (2012): A Study on the Dynamics of Interest Rate.

Laabas, Belkacem and Razzak, Weshah (2010): A Contribution Towards New Zealand’s Tax Reform.

Laib, Fodil and Radjef, MS (2010): Automatizing Price Negotiation in Commodities Markets.

Lamieri, Marco and Ietri, Daniele (2004): Innovation creation and diffusion in a social network: an agent based approach.

Lanne, Markku and Luoto, Jani and Saikkonen, Pentti (2010): Optimal Forecasting of Noncausal Autoregressive Time Series.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets.

Li, Jia (2008): The Financial Social Accounting Matrix for China, 2002, and Its Application to a Multiplier Analysis. Published in: Forum of International Development Studies , Vol. 36, (March 2008): pp. 215-239.

Li, Minqiang (2008): An Adaptive Succesive Over-relaxation Method for Computing the Black-Scholes Implied Volatility.

Li, Minqiang (2009): A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes.

Lin, Hwan C. (2012): Switching from Patents to an Intertemporal Bounty in a Non-Scale Growth Model.

Lobianco, Antonello and Esposti, Roberto (2010): The Regional Multi-Agent Simulator (RegMAS): an open-source spatially explicit model to assess the impact of agricultural policies. Published in: Computers and Electronics in Agriculture , Vol. 72, No. 1 (June 2010): pp. 14-26.

Lord, Roger and Fang, Fang and Bervoets, Frank and Oosterlee, Kees (2007): A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes.

M

Makowsky, Michael (2009): Religion, Clubs, and Emergent Social Divides.

Makowsky, Michael (2009): Religious Extremism, Clubs, and Civil Liberties: A Model of Religious Populations.

Mathur, Sudhanshu and Morozov, Sergei (2009): Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control.

Matsushita, Raul and Gleria, Iram and Figueiredo, Annibal and Da Silva, Sergio (2007): Are Pound and Euro the Same Currency? - Updated.

Mazilescu, Vasile (2010): The Relationship between Fuzzy Reasoning and its Temporal Characteristics for Knowledge Management Systems.

Mazilescu, Vasile (2010): The Semantic Web Paradigm for a Real-Time Agent Control (Part I).

Mazilescu, Vasile (2010): The Semantic Web Paradigm for a Real-Time Agent Control (Part II).

McCoy, Daire and Lyons, Sean (2014): The diffusion of electric vehicles: An agent-based microsimulation.

McDonald, Stuart (2006): Finite Difference Approximation for Linear Stochastic Partial Differential Equations with Method of Lines.

Meinhardt, Holger Ingmar (2014): A Note on the Computation of the Pre-Kernel for Permutation Games.

Mele, Antonio (2010): Repeated moral hazard and recursive Lagrangeans.

Mele, Antonio (2011): Repeated moral hazard and recursive Lagrangeans.

Minqiang Li, Li (2009): Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison.

Mishra, SK (2006): The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods.

Mishra, SK (2007): A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis.

Mishra, SK (2007): Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program.

Mishra, SK (2012): Construction of Pena’s DP2-based ordinal synthetic indicator when partial indicators are rank scores.

Mishra, SK (2006): Estimation of Zellner-Revankar Production Function Revisited.

Mishra, SK (2006): Estimation of Zellner-Revankar Production Function Revisited.

Mishra, SK (2006): Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization.

Mishra, SK (2006): Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization.

Mishra, SK (2006): Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions.

Mishra, SK (2006): Global Optimization by Particle Swarm Method:A Fortran Program.

Mishra, SK (2012): Global optimization of some difficult benchmark functions by cuckoo-host co-evolution meta-heuristics.

Mishra, SK (2006): Least Squares Fitting of Chacón-Gielis Curves by the Particle Swarm Method of Optimization.

Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization.

Mishra, SK (2007): Least squares estimation of joint production functions by the Differential Evolution method of global optimization.

Mishra, SK (2008): On construction of robust composite indices by linear aggregation.

Mishra, SK (2004): On generating correlated random variables with a given valid or invalid Correlation matrix.

Mishra, SK (2008): On the optimality of academic rankings of regions with RePEc data.

Mishra, SK (2007): Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves.

Mishra, SK (2007): Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves.

Mishra, SK (2006): Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions.

Mishra, SK (2006): Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions.

Mishra, SK (2006): Performance of the Barter, the Differential Evolution and the Simulated Annealing Methods of Global Optimization on Some New and Some Old Test Functions.

Mishra, SK (2009): Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses.

Mishra, SK (2006): Repulsive Particle Swarm Method on Some Difficult Test Problems of Global Optimization.

Mishra, SK (2008): Robust Two-Stage Least Squares: some Monte Carlo experiments.

Mishra, SK (2006): Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization.

Mishra, SK (2009): The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization.

Mishra, SK (2007): The nearest correlation matrix problem: Solution by differential evolution method of global optimization.

Mishra, SK (2008): A new method of robust linear regression analysis: some monte carlo experiments.

Mishra, SK (2014): A note on Poincaré recurrence in Anosov diffeomorphic transformation of discretized outline of some plant leaves.

Mishra, SK (2012): A note on construction of heuristically optimal Pena’s synthetic indicators by the particle swarm method of global optimization.

Mishra, SK (2007): A note on least squares fitting of signal waveforms.

Mishra, SK (2009): A note on positive semi-definiteness of some non-pearsonian correlation matrices.

Mishra, SK (2009): A note on the ordinal canonical correlation analysis of two sets of ranking scores.

Mishra, SK (2008): A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores.

Mishra, Sudhanshu (2006): Some new test functions for global optimization and performance of repulsive particle swarm method.

Mishra, Sudhanshu K (2014): What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?

Morozov, Sergei and Mathur, Sudhanshu (2009): Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control.

Mostafavi, Moeen and Fatehi, Ali-Reza and Shakouri G., Hamed and Von zur Muehlen, Peter (2011): A predictive multi-agent approach to model systems with linear rational expectations. Forthcoming in:

Mrad, Moez and Triki, Racem (2011): Fine-tuning the equivalent strike framework for bespoke cdo tranches pricing.

Mukherjee, Krishnendu and Sarkar, Bijon and Bhattacharyya, Ardhendu (2012): Supplier selection by F-compromise method: a case study of cement industry of NE India. Published in: Int. J. Computational Systems Engineering , Vol. 1, No. 3 (2013): pp. 162-174.

Mullat, Joseph E. (2010): How to arrange a Singles Party.

Muteba Mwamba, John and Suteni, Mwambi (2010): An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio.

mercado, p. ruben (2003): Empirical economywide modeling in argentina.

N

Najeeb, Syed Faiq and Bacha, Obiyathulla and Masih, Mansur (2014): Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis.

Narayanan, K. and Sahu, Santosh Kumar (2012): Energy Consumption Response to Climate Change under Globalization: Options for India.

Neamtu, Mihaela and Opris, Dumitru and Chilarescu, Constantin (2005): Hopf bifurcation in a dynamic IS-LM model with time delay. Published in: Chaos, Solitons and Fractals , Vol. 34, No. 2 (2007): pp. 519-530.

Neugart, Michael (2006): Labor market policy evaluation with an agent-based model.

Nonejad, Nima (2014): Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks.

Nonejad, Nima (2014): Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox.

Nwaobi, Godwin (2012): Monetary Policies and Nigerian Economy:Simulations from Dynamic Stochastic General Equilibrium(DSGE)Model.

O

Oeffner, Marc (2008): Agent–Based Keynesian Macroeconomics - An Evolutionary Model Embedded in an Agent–Based Computer Simulation.

Olenev, H.H. and Pechenkin, R.V. and Chernecov, A.M. (2007): Параллельное программирование в MATLAB м его приложения. Published in: (15. May 2007): pp. 1-120.

Olenev, Nicholas (2008): Параллельные вычисления в идентификации динамических моделей экономики // Параллельные вычислительные технологии (ПаВТ'2008): Труды международной научной конференции (Санкт-Петербург, 28 января – 1 февраля 2008 г.). – Челябинск: Изд. ЮУрГУ, 2008. – 599 с. C.207-214. Published in: (January 2008): pp. 207-214.

Onour, Ibrahim and Abdalla, Abdelgadir (2011): Technical efficiency analysis of banks in major oil exporting Middle East countries.

P

PANDEY, KRISHAN and Tikkiwal, G.C. (2010): Generalized class of synthetic estimators for small areas under systematic sampling scheme. Published in: STATISTICS IN TRANSITION-new series, , Vol. 11, No. 1 (15. October 2010): pp. 75-89.

Paolo, Foschi (2005): Estimating regressions and seemingly unrelated regressions with error component disturbances.

Pape, Andreas and Kurtz, Kenneth (2013): Evaluating Case-based Decision Theory: Predicting Empirical Patterns of Human Classification Learning (Extensions).

Piccinini, Livio Clemente and Lepellere, Maria Antonietta and Chang, Ting Fa Margherita (2011): Partitioned Frames in Bak Sneppen Models.

Q

Qian, Hang (2011): Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction.

R

Radax, Wolfgang and Rengs, Bernhard (2009): Replication of the Demographic Prisoner’s Dilemma.

Razzak, W A (2010): A contribution towards New Zealand's tax reform.

Rennard, Jean-Philippe (2006): Artificiality in Social Sciences. Published in: Rennard, J.-P. (Ed.), Handbook of Research on Nature Inspired Computing for Economics and Management, IGR (2006): pp. 1-15.

Riccetti, Luca and Russo, Alberto and Gallegati, Mauro (2012): An Agent Based Decentralized Matching Macroeconomic Model.

Riccetti, Luca and Russo, Alberto and Gallegati, Mauro (2013): Financialisation and Crisis in an Agent Based Macroeconomomic Model.

Riccetti, Luca and Russo, Alberto and Mauro, Gallegati (2013): Financial Regulation in an Agent Based Macroeconomic Model.

Robalino, David and Lempert, Robert (2000): Carrots and sticks for new technology: Abating greenhouse gas emissions in a heterogeneous and uncertain world. Published in: Integrated Assessment , Vol. 1, No. 1 (January 2000): pp. 1-19.

Rumyantsev, Mikhail I. (2008): Моделирование деятельности финансово-кредитного учреждения средствами системной динамики. Published in: Belorusskij ekonomicheskij zhurnal [Belarusian Economic Journal] No. 3(44) (20. October 2008): pp. 103-111.

Rumyantsev, Mikhail I. (2006): Обобщенная математическая модель коммерческого банка. Published in: Georgian Electronic Scientific Journal: Computer Sciences and Telecommunications No. 4 (11) (30. December 2006): pp. 44-48.

Rumyantsev, Mikhail I. (2007): К проблеме формализации бизнес-процессов коммерческого банка. Published in: Kultura narodov Prichernomor’ya [Culture of the peoples of Prichernomorye] No. 120 (2007): pp. 137-141.

Russo, Alberto (2013): Financial Fragility and Macroeconomic Instability in a Heterogeneous Interacting Agents Framework.

Russo, Alberto (2011): Towards a stochastic model with heterogeneous agents and class division.

Russo, Alberto and Riccetti, Luca and Gallegati, Mauro (2013): Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model.

S

Saglam, Ismail (2013): Simple heuristics as equilibrium strategies in mutual sequential mate search.

Sakellaris, Kostis (2010): Modeling Electricity Markets as Two-Stage Capacity Constrained Price Competition Games under Uncertainty.

Sakellaris, Kostis and Vlachos, Andreas and Perrakis, Kostis and Caramanis, Michael C. and Deb, Sidart (2008): Developing a simulator for the Greek electricity market.

Salerno, Gillian and Beard, Rodney and McDonald, Stuart (2007): Rent Seeking Behavior and Optimal Taxation of Pollution in Shallow Lakes.

Sambracos, Evangelos and Ramfou, Irene (2013): The effect of freight transport time changes on the performance of manufacturing companies.

Schinaia, Giuseppe and Parisi, Valentino (2014): Quantitative Evaluation of Prevention Strategies in Public Health.

Schuster, Stephan (2009): An Algorithm for the Simulation of Bounded Rational Agents.

Schuster, Stephan (2012): Applications in Agent-Based Computational Economics.

Schuster, Stephan (2010): Network Formation with Adaptive Agents.

Schuster, Stephan and Gilbert, Nigel (2004): Simulating Online Business Models. Published in: 5th workshop on agent-based simulation (Lisbon, Portugal): Society for Modeling and Simulation International (2004): pp. 55-61.

Sinha, Pankaj and Bansal, Vishakha (2012): Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation.

Sinha, Pankaj and Chandwani, Abhishek and Sinha, Tanmay (2013): Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm.

Sinha, Pankaj and Goyal, Lavleen (2012): Algorithm for construction of portfolio of stocks using Treynor’s ratio.

Sinha, Pankaj and Johar, Archit (2009): Algorithm for payoff calculation for option trading strategies using vector terminology.

Sinha, Pankaj and Johar, Archit (2010): Hedging Greeks for a portfolio of options using linear and quadratic programming.

Situngkir, Hokky (2006): Advertising in Duopoly Market. Published in: Working Paper BFI No. WPG2006 (10. November 2006)

Situngkir, Hokky (2010): Landscape in the Economy of Conspicuous Consumptions. Published in: BFI Working Paper Series , Vol. WP-E-2, (7. May 2010)

Spiliopoulos, Leonidas (2008): Humans versus computer algorithms in repeated mixed strategy games.

Spiliopoulos, Leonidas (2009): Pattern recognition and subjective belief learning in repeated mixed strategy games.

Steinbacher, Matjaz and Steinbacher, Mitja and Steinbacher, Matej (2013): Credit Contagion in Financial Markets: A Network-Based Approach.

Suchánek, Petr and Vymětal, Dominik and Dolák, Radim (2009): The Systematization of Disturbances Act upon E-commerce Systems. Published in: Workshop Information Logistic. The College of Informatics and Management, Bielsko-Biała (23. September 2009): pp. 44-50.

Sveshnikov, Sergey and Bocharnikov, Victor (2007): Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno.

Sveshnikov, Sergey and Bocharnikov, Victor (2009): Modeling risk of international country relations.

T

Taha, Raghda and Abdallah, Khaled and Sadek, Yomma and El-Kharbotly, Amin and Afia, Nahid (2014): Design of Supply Chain Networks with Supply Disruptions using Genetic Algorithm. Published in: 25th annual POMS conference proceedings (5. May 2014)

Takahashi, Taiki and Hadzibeganovic, Tarik and Cannas, Sergio and Makino, Takaki and Fukui, Hiroki and Kitayama, Shinobu (2009): Cultural neuroeconomics of intertemporal choice.

Teneng, Dean (2013): NIG-Levy process in asset price modeling: case of Estonian companies. Published in: Proceedings of 30th International Conference Mathematical Methods in Economics , Vol. 2, (11. September 2012): pp. 891-896.

Thapar, Rishi and Minsky, Bernard and Obradovic, M and Tang, Qi (2009): Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation.

Todorova, Tamara (2013): An Easy Way to Teach First-order Linear Differential and Difference Equations with a Constant Term and a Constant Coefficient.

Toth, Bence and Scalas, Enrico and Huber, Juergen and Kirchler, Michael (2006): The value of information in a multi-agent market model.

Tutino, Antonella (2008): Processing savings and work decisions through Shannon's channels.

V

Valadkhani, Abbas and Worthington, Andrew (2006): Assessing the Research Performance of Australian Universities. Published in: Global Business & Economics Anthology , Vol. 2, (2006): pp. 557-566.

Vargas Barrenechea, Martin (2007): First Derivatives of the log-L for the multivariate probit model.

Vargas Barrenechea, Martin (2007): First Derivatives of the log-L for the multivariate probit model.

Vassilopoulos, Achilleas and Drichoutis, Andreas and Nayga, Rodolfo and Lazaridis, Panagiotis (2011): Does the Food Stamp Program Really Increase Obesity? The Importance of Accounting for Misclassification Errors.

Vatuiu, Teodora (2008): The utilization of the executive informatics systems for management challenge implementation. Published in: Annals of Constatin Brancusi University , Vol. 2, (2008): pp. 245-251.

Vatuiu, Teodora and Lungu, Ion (2008): Oracle HRMS for the human resources management in the public sector. Published in: Annals of the University of Petrosani , Vol. 2, (2008): pp. 363-369.

Vatuiu, Teodora and Popeanga, Vasile (2008): The role in enabling government to organize and operate itself in a more efficient and cost effective manner by using the information technology. Published in: Annals of the Oradea University , Vol. 17, (1. October 2008): pp. 1499-1503.

Voudouris, V and Di Maio, C (2010): The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production. Published in: CIBS Working Papers Series (5. August 2010)

Vymetal, Dominik and Ježek, Filip (2014): Demand function and its role in a business simulator.

W

Weihs, Claus and Calzolari, Giorgio and Roehl, Michael C. (1998): Variance reduction with Monte Carlo estimates of error rates in multivariate classification. Published in: Technical Report 44/1999 No. Universitaet Dortmund, SFB 475 (August 1999): pp. 1-12.

Wiederhold, gio (2005): What is Your Software Worth? Published in: Communications of the ACM , Vol. 2006, No. 9 (September 2006): pp. 65-74.

Willenbockel, Dirk (2007): The Impact of China's Import Demand Growth on Sectoral Specialization in Brazil: A CGE Assessment. Forthcoming in: Proceedings International Conference on Policy Modeling Sao Paulo (December 2007)

Wittkowski, Knut M. (2005): Towards Novel Nonparametric Statistical Methods and Bioinformatics Tools for Clinical and Translational Sciences. Published in:

Y

Youssef, Ahmed H. and Abonazel, Mohamed R. (2009): A Comparative Study for Estimation Parameters in Panel Data Model. Published in: InterStat Journal , Vol. 2009, No. May, No. 2 (9. May 2009): pp. 1-17.

Z

Zagaglia, Paolo (2009): Monetary Asset Substitution in the Euro Area.

Zhang, Lin (2013): Model projections and policy reviews for energy saving in China's service sector. Forthcoming in: Journal of Energy Policy (2013)

Zhang, Yuzhe (2012): Characterization of a Risk Sharing Contract with One-Sided Commitment. Published in: Journal of Economic Dynamics and Control (2013)

Zhorin, Victor and Stef-Praun, Tiberiu (2008): Grid-enabled estimation of structural economic models.

This list was generated on Fri Oct 31 20:10:54 2014 CET.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.