5 citations · 8 across the 5 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…
math.NA2018★ 2 cited
A Structured Approach to the Construction of Stable Linear Lattice-Boltzmann Collision Operators
Philipp Otte, Martin Frank
We introduce a structured approach to the construction of linear BGK-type collision operators ensuring that the resulting Lattice-Boltzmann methods are stable with respect to a wei…
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…