3 citations · 7 across the 14 of their papers we have counts for
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econ.GN2018★ 1 cited
Simulation of Stylized Facts in Agent-Based Computational Economic Market Models
Maximilian Beikirch, Simon Cramer, Martin Frank +3
We study the qualitative and quantitative appearance of stylized facts in several agent-based computational economic market (ABCEM) models. We perform our simulations with the SABC…
q-fin.PM2018★ 2 cited
A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality
Torsten Trimborn
We introduce a microscopic model of interacting financial agents, where each agent is characterized by two portfolios; money invested in bonds and money invested in stocks. Further…
q-fin.CP2018
SABCEMM-A Simulator for Agent-Based Computational Economic Market Models
Torsten Trimborn, Philipp Otte, Simon Cramer +3
We introduce the simulation tool SABCEMM (Simulator for Agent-Based Computational Economic Market Models) for agent-based computational economic market (ABCEM) models. Our simulati…