- Quantitative agent-based models: a promising alternative for macroeconomics
2025/01/01 by J. Doyne Farmer, J Doyne Farmer · 2 voices · 4 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #Leverage (statistics) #Mainstream #Market Dynamics and Volatility #Maximization #Point (geometry) #Rational expectations #Utility maximization #Work (physics)
- Maximization of Non-Concave Utility Functions in Discrete-Time Financial Market Models
2013/02/01 by Laurence Carassus, Miklós Rásonyi, Miklos Rasonyi +2 · 1 citation
Economics, Econometrics and Finance · Mathematics · #28B20 #91B16 Secondary 91G10 #91B70 #Computer science #Concave function #Discrete time and continuous time #Domain (mathematical analysis) #Economic theories and models #Economics #Elasticity (physics) #FOS: Economics and business #FOS: Mathematics #Finance #Financial market #Function (biology) #Horizon #Mathematical analysis #Mathematical economics #Mathematical optimization #Mathematics #Maximization #Monetary Policy and Economic Impact #Optimization and Control (math.OC) #Physics #Portfolio Management (q-fin.PM) #Primary 93E20 #Simple (philosophy) #Stochastic processes and financial applications #Terminal (telecommunication) #Time horizon #Utility maximization #Utility maximization problem #math.OC #msc:28B20 #msc:91B16 #msc:91B70 #msc:91G10 #msc:93E20 #q-fin.PM
- The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan
2008/08/12 by Lutz Kilian, LUTZ KILIAN, SIMONE MANGANELLI +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · #Central bank #Downside risk #Dual (grammatical number) #Econometrics #Economic Theory and Policy #Economics #Financial economics #Generalization #Global Financial Crisis and Policies #Inflation (cosmology) #Interest rate #Mathematical economics #Mathematics #Maximization #Microeconomics #Monetary Policy and Economic Impact #Monetary economics #Monetary policy #Output gap #Price of stability #Quadratic equation #Taylor rule #Utility maximization
- DISCRETE CHOICE MODELS WITH MULTIPLE UNOBSERVED CHOICE CHARACTERISTICS*
2007/11/01 by Susan Athey, Guido W. Imbens · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #Choice set #Computer science #Consumer Market Behavior and Pricing #Discrete choice #Econometrics #Economic and Environmental Valuation #Economics #Economics of Agriculture and Food Markets #Function (biology) #Machine learning #Mathematical economics #Mathematics #Maximization #Microeconomics #Monotone polygon #Multinomial distribution #Multinomial logistic regression #Revealed preference #Utility maximization
- Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem
2006/10/25 by Marie-Amelie Morlais, Marie-Amélie Morlais, Morlais, Marie-Amelie · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #91B28 #Applied mathematics #Economic theories and models #Economics #Exponential function #FOS: Economics and business #FOS: Mathematics #Logarithm #Martingale (probability theory) #Mathematical analysis #Mathematical economics #Mathematical optimization #Mathematics #Maximization #Portfolio #Portfolio Management (q-fin.PM) #Probability (math.PR) #Quadratic equation #Risk and Portfolio Optimization #Stochastic differential equation #Stochastic processes and financial applications #Uniqueness #Utility maximization #Utility maximization problem #math.PR #msc:91B28 #q-fin.PM
- Rationality as Conditional Expected Utility Maximization
1995/03/01 by Robert Grafstein · 1 citation
Economics, Econometrics and Finance · Social Sciences · Arts and Humanities · Psychology · #Economic Theory and Institutions #Political Philosophy and Ethics #Philosophy and History of Science #Rationality #Maximization #Utility maximization #Psychology #Social psychology #Mathematical economics #Econometrics #Positive economics #Economics #Epistemology #Philosophy
- A foundation of location theory: Consumer preferences and demand
1988/04/01 by Marcus Berliant, Thijs ten Raa · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #Commodity #Computer science #Consumer Market Behavior and Pricing #Consumer demand #Economic geography #Economic theories and models #Economics #Economics of Agriculture and Food Markets #Foundation (evidence) #Geography #Location theory #Mathematical economics #Mathematical optimization #Mathematics #Maximization #Microeconomics #Space (punctuation) #Topology (electrical circuits) #Utility maximization