Davide Pirino, Fabrizio Lillo, J. Doyne Farmer, PeterKlimek, SebastianPoledna, StefanThurner
D8-4.pdf download View | Download
Summary: In this deliverable we collect two papers published in the Journal of Economic Dynamics and Control.
Categories: Deliverables
Francesco Zamponi, Jean-Philippe Bouchaud, Marco Tarzia, Stanislao Gualdi
D7-3.pdf download View | Download
Summary: In this deliverable, we carry out monetary policy experiments in the stylized ABM presented in a previous paper (see deliverable D7.1). From these experiments we infer recommendations for the central bank.
Categories: Deliverables
L. Gulyás, T. Mahr
D6-4.pdf download View | Download
Summary: This paper describes the software of the CRISIS economic simulator. It has been submitted to the Journal of Artificial Societies and Social Simulation (JASSS) and is currently under review.
Categories: Deliverables
G. Iori, J. D. Farmer
Summary: This is a collection of papers published or submitted to top ranking journals. It reflects a research activity that has been more productive than expected and required by the DoW. Edited by G. Iori and J.D. Farmer D2 4
Categories: Deliverables
Christoph Aymanns, David Pugh, Domenico Delli Gatti, G. Iori, J. Doyne Farmer, J. K. Phillips, Jakob Grazzini, James Porter, Milan Lovric, Olaf Bochmann, Peter Klimek, Ross E. Richardson, Sebastian Poledna, Stefan Thurner
Summary: Here we give an up-to-date description of our simulation platform of final model incorporating the real economy. This deliverable builds on previous deliverables 8.2 and 8.3. In this document we describe the changes we have made to the system since November 2013, which for clarity of presentation we have integrated together with the description of […]
Categories: Deliverables
F. Lillo, G. Iori, J. D. Farmer, S. Thurner
Summary: In this deliverable, we collect five papers which present major findings on the issues listed in the title. D2.5
Categories: Deliverables
D. Delli Gatti, J. Grazzini, T. Assenza
Summary: In this document we present a basic MUlti-country Macroeconomic Agent-Based Model (MU-MABM) based on a streamlined version of the MABM developed for CRISIS. We consider a simplified symmetric currency union in which two countries, A and B, interact through international trade. In each country firms may produce either internationally tradable goods (sector 1) or domestic […]
Categories: Deliverables
C. H. Hommes, D. Massaro, L. Gulyás, T. Mahr
Summary: The document contains a general guide on how to programlaboratory experiments using the PET software. Moreover, we present a learning to forecast experiment developed using the PET technology. D4 4
Categories: Deliverables
C. H. Hommes, D. Massaro, Damien Challet, J.-P. Bouchaud, Joao Gama Batista
Summary: In this deliverable we report on a large scale trading experiment which favours full investment in a risky asset. Without trading, the subjects would gain about 600%. Because of market impact, the higher their activity, the smaller the overall gain of the traders. On average, subjects traded so much that they achieved a meagre 0.75% […]
Categories: Deliverables
C. H. Hommes, D. Massaro
Summary: The document contains an explanation of the data contained in the attached zip file ‘D4.6 dataset.zip’. D4 6
Categories: Deliverables