Essays about: "Agent based modelling"

Showing result 11 - 15 of 36 essays containing the words Agent based modelling.

  1. 11. Investigating the collective behaviour of the stock market using Agent-Based Modelling

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Christoffer Björklöf; [2022]
    Keywords : Stock market; Complex systems; Agent-Based Modelling; Financial Time Series; Kurtosis; Mean; Variance;

    Abstract : The stock market is a place in which numerous entities interact, operate, andchange state based on the decisions they make. Further, the stock market itselfevolves and changes its dynamics over time as a consequence of the individualactions taking place in it. In this sense, the stock market can be viewed andtreated as a complex adaptive system. READ MORE

  3. 12. Integration of Open Data in Disaggregate Transport Modelling : A Case Study of Uppsala

    University essay from KTH/Transportplanering

    Author : Iqbal Surahman; Gustav Wegner; [2022]
    Keywords : Agent-based; Disaggregate Transport Model; Open Data; OpenStreetMap; OSM; GTFS; Agentbaserad; Disaggregerad Transportmodell; OpenData; OpenStreetMap; OSM; GTFS;

    Abstract : Transport models are key in predicting travel behaviour and planning transport systems. Transport models can be either aggregated or disaggregated. Disaggregation means that travel behaviour is represented on an individual level, which can be beneficial because it offers a higher detail level and reduces aggregation bias. READ MORE

  4. 13. Modelling Financial Markets via Multi-Agent Reinforcement Learning : How nothing interesting happened when I made AI trade with AI

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Mikołaj Bocheński; [2022]
    Keywords : Financial markets; Reinforcement learning; Multi-agent systems; Deep learning; Finansiella marknader; Förstärkningsinlärning; Multi-agent system; Djupinlärning;

    Abstract : The numerous previous attempts to simulate financial markets tended to be based on strong assumptions about markets or their participants. This thesis describes a more general kind of model - one in which deep reinforcement learning is used to train agents to make a profit while trading with each other on a virtual exchange. READ MORE

  5. 14. Wine, climate, and institutions : exploring the role of endogenous institutional change on climate resilience with agent-based modelling

    University essay from SLU/Dept. of Economics

    Author : Matteo Bruno Ricozzi; [2021]
    Keywords : adaptation; agent-based; change; climate change; cooperatives; endogenous; geographical indications; institutions; modelling; resilience; viticulture;

    Abstract : The literature highlights how climate change might challenge the definitions of wine geographical indications (GIs) in Europe. The central issue addressed in this thesis is whether European GI viticultural systems could tackle climate change via initiating adaptive institutional change processes to relax the constraints imposed by GI production standards. READ MORE

  6. 15. Geopolitics of Finance; Modelling the role of states in the international financial system

    University essay from Lunds universitet/Statsvetenskapliga institutionen

    Author : Marcus Otto Syk; [2021]
    Keywords : geopolitics; international finance; international cooperation; political finance; complexity theory; agent based modelling; geofinance; Law and Political Science;

    Abstract : The thesis explores the interaction between finance and the state, how the conditions of that interaction has changed and how that may affect the international financial system. It combines an evolutionary approach to geopolitical theorizing and complexity theory to suggest a basic model for the system-level analysis of the interaction between states in the contemporary international financial system. READ MORE