1 citations · 1 across the 3 of their papers we have counts for
3 papers
Learning to Manage Investment Portfolios beyond Simple Utility Functions
Maarten P. Scholl, Mahmoud Mahfouz, Anisoara Calinescu +1
While investment funds publicly disclose their objectives in broad terms, their managers optimize for complex combinations of competing goals that go beyond simple risk-return trad…
Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model
Samuel Wiese, Jagoda Kaszowska-Mojsa, Joel Dyer +6
In the last few years, economic agent-based models have made the transition from qualitative models calibrated to match stylised facts to quantitative models for time series foreca…
The Reality Game
Dmitriy Cherkashin, J. Doyne Farmer, Seth Lloyd
We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different obje…