Pages that link to "Item:Q1623959"
From MaRDI portal
The following pages link to Emergent dynamics of a macroeconomic agent based model with capital and credit (Q1623959):
Displaying 13 items.
- Agent based-stock flow consistent macroeconomics: towards a benchmark model (Q1655744) (← links)
- Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
- The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (Q1657375) (← links)
- Stabilizing an unstable complex economy on the limitations of simple rules (Q1657378) (← links)
- Income inequality, consumption, credit and credit risk in a data-driven agent-based model (Q2002661) (← links)
- Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations (Q2078650) (← links)
- Modeling of the financial market using the two-dimensional anisotropic Ising model (Q2147667) (← links)
- Price dynamics of the financial markets using the stochastic differential equation for a potential double well (Q2150039) (← links)
- Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process (Q2160077) (← links)
- The differentiated effect of administrative policy in China's housing market -- based on the heterogeneous households multi-agent model (Q2179655) (← links)
- Estimation of agent-based models using Bayesian deep learning approach of BayesFlow (Q2246641) (← links)
- Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market (Q2661645) (← links)
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks (Q6106655) (← links)
