---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Tue, 25 Nov 2003 17:12:56 +0100
From: OeFAI Information Server <oefaiinf(a)ai.univie.ac.at>
Subject: 20031203.VORTRAG: Dr. Brian Sallans, OFAI, Wien
VORTRAG
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Oesterreichisches Forschungsinstitut fuer Artificial Intelligence(OeFAI)
Freyung 6/6, A-1010 Wien
Tel.: +43-1-53361120, Fax: +43-1-5336112-77, Email: sec(a)oefai.at
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Dr. Brian Sallans
Oesterreichisches Forschungsinstitut
fuer Artificial Intelligence (OeFAI)
AN AGENT-BASED MODEL OF INTERACTING MARKETS
With the increase in available computational power, agent-based
economic models have grown in prominence as a supplement to analytic
models and empirical studies. I will describe an agent-based discrete-
time model of interacting consumer and financial markets. The two
markets are linked through the behavior of boundedly-rational,
learning firms. The firms compete in the consumer market, and try to
satisfy both their customers and their shareholders. The model also
includes stock traders and simple consumers. I will give an overview
of the model, discuss validation and model exploration methods, and
show how the model can be used to investigate stock-option-based
management compensation.
Zeit: Mittwoch, 3.12.2003, 18:30 Uhr pktl.
Ort: Oesterreichisches Forschungsinstitut
fuer Artificial Intelligence
FREYUNG 6/6, 1010 Wien.
OESTERREICHISCHES FORSCHUNGSINSTITUT
FUER ARTIFICIAL INTELLIGENCE
o.Univ.-Prof. Ing. Dr. Robert Trappl
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[added by Andreas Schamanek:]
OeFAI --
http://www.oefai.at/