Local environmental quality and heterogeneity in an OLG agent-based model with spatial externalities [0.03%]
含空间外部性的OLG Agent-Based模型及其局部环境质量与异质性研究
Andrea Caravaggio,Mauro Sodini
Andrea Caravaggio
Most of the theoretical contributions on the relationship between economy and environment assume the environment as a good distributed homogeneously among agents. The aim of this work is to relax this hypothesis and to consider that the env...
Endogenous viral mutations, evolutionary selection, and containment policy design [0.03%]
内源性病毒突变、进化选择与防控策略设计
Patrick Mellacher
Patrick Mellacher
How will the novel coronavirus evolve? I study a simple epidemiological model, in which mutations may change the properties of the virus and its associated disease stochastically and antigenic drifts allow new variants to partially evade im...
The complex nature of financial market microstructure: the case of a stock market crash [0.03%]
金融市场的微观结构的复杂性：股市崩溃案例分析
Feng Shi,John Paul Broussard,G Geoffrey Booth
Feng Shi
This paper uses multivariate Hawkes processes to model the transactions behavior of the US stock market as measured by the 30 Dow Jones Industrial Average individual stocks before, during and after the 36-min May 6, 2010, Flash Crash. The b...
Economic policy uncertainty, investor sentiment and financial stability-an empirical study based on the time varying parameter-vector autoregression model [0.03%]
基于时间varying参数向量自回归模型的经济政策不确定性、投资者情绪与金融稳定的实证研究
Xin-Zhou Qi,Zhong Ning,Meng Qin
Xin-Zhou Qi
This paper applies the time varying parameter-vector autoregression model to explore the dynamic relationship between economic policy uncertainty, investor sentiment and financial stability in China in different periods and at different tim...
A simulation of the insurance industry: the problem of risk model homogeneity [0.03%]
保险业的仿真研究——风险模型同质化问题
Torsten Heinrich,Juan Sabuco,J Doyne Farmer
Torsten Heinrich
We develop an agent-based simulation of the catastrophe insurance and reinsurance industry and use it to study the problem of risk model homogeneity. The model simulates the balance sheets of insurance firms, who collect premiums from clien...
The effect of social distancing on the reach of an epidemic in social networks [0.03%]
社交距离在社会网络中对疫情传播范围的影响
Gregory Gutin,Tomohiro Hirano,Sung-Ha Hwang et al.
Gregory Gutin et al.
How does social distancing affect the reach of an epidemic in social networks? We present Monte Carlo simulation results of a susceptible-infected-removed with social distancing model. The key feature of the model is that individuals are li...
Angelo Antoci,Paolo Russu,Pier Luigi Sacco et al.
Angelo Antoci et al.
Overtourism is an increasingly relevant problem for tourist destinations, and some cities are starting to take extreme measures to counter it. In this paper, we introduce a simple mathematical model that analyzes the dynamics of the populat...
Piero Ferri,Fabio Tramontana
Piero Ferri
The paper presents a medium-run growth model driven by autonomous demand, where aggregate demand and supply interact and unemployment is present and plays different roles. In particular, it generates a feedback from supply to aggregate dema...
Ricardo Arlegi,Juan M Benito-Ostolaza,Nuria Osés-Eraso
Ricardo Arlegi
We use public goods games to experimentally investigate the effect of granularity (i.e., the degree of divisibility of the space of feasible contribution options) on participation (whether individuals contribute or not to the public good) a...
Troy Tassier,Philip Polgreen,Alberto Segre
Troy Tassier
We use a newly collected data set coupled with an agent-based model to study the spread of infectious disease in hospitals. We estimate the average and marginal infections created by various worker groups in a hospital as a function of thei...