A kinetic description of the impact of agent competence and psychological factors on investment decision-making
C Hu, H Chen - Chinese Physics B, 2023 - iopscience.iop.org
The kinetic theory is employed to analyze influence of agent competence and psychological
factors on investment decision-making. We assume that the wealth held by agents in the …
factors on investment decision-making. We assume that the wealth held by agents in the …
Scalable high-dimensional dynamic stochastic economic modeling
We present a highly parallelizable and flexible computational method to solve high-
dimensional stochastic dynamic economic models. Solving such models often requires the …
dimensional stochastic dynamic economic models. Solving such models often requires the …
Rethinking large-scale economic modeling for efficiency: Optimizations for gpu and xeon phi clusters
We propose a massively parallelized and optimized framework to solve high-dimensional
dynamic stochastic economic models on modern GPU-and KNL-based clusters. First, we …
dynamic stochastic economic models on modern GPU-and KNL-based clusters. First, we …
A dynamic model of education level choice: application to Brazilian states
WL Maldonado, IM Marques… - Revista Brasileira de …, 2012 - SciELO Brasil
Using the education level/wage distribution curve of the Brazilian States we define a
dynamic programming problem to determine the optimal choice of education level of the …
dynamic programming problem to determine the optimal choice of education level of the …
Numerical Policy Error Bounds for -Concave Stochastic Dynamic Programming with Non-interior Solutions
H Li - Computational Economics, 2015 - Springer
This paper derives explicit error bounds for numerical policies of η η-concave stochastic
dynamic programming problems, without assuming the optimal policy is interior. We …
dynamic programming problems, without assuming the optimal policy is interior. We …
[图书][B] Linear investment policy function iteration for solving dynamic economic problems
MD Higgins - 2004 - search.proquest.com
This report analyzes the classic dynamic programming problem that arises frequently in
dynamic economic models. It uses projection methods to solve the residual problem. It …
dynamic economic models. It uses projection methods to solve the residual problem. It …
[图书][B] Firm Dynamics, Financing and Aggregate Productivity
H Li - 2015 - search.proquest.com
Financial frictions can reduce aggregate productivity, in particular when firms with high
productivity cannot borrow against their earnings. This paper investigates the quantitative …
productivity cannot borrow against their earnings. This paper investigates the quantitative …
Controle de erros de aproximação da função política com utilidades recursivas e previsão de recessões a partir da Curva Yield
LFVN Pereira - 2012 - bdtd.ucb.br
Ano de defesa: 2012. Quantidade de folhas: 75. Tese de Doutorado (Economia)–
Universidade Católica de Brasília, Brasília, 2012. No primeiro capítulo deste trabalho nós …
Universidade Católica de Brasília, Brasília, 2012. No primeiro capítulo deste trabalho nós …
Accuracy of policy function approximations for strongly concave recursive problems
WL Maldonado, O Candido… - International Journal of …, 2019 - Wiley Online Library
Under the hypotheses of strong concavity of the aggregator function and concavity of the
stochastic operator which define the objective function of the stochastic dynamic …
stochastic operator which define the objective function of the stochastic dynamic …
[PDF][PDF] Scalable High-Dimensional Dynamic Stochastic
JBDM Simon - Journal of Mathematical Chemistry, 1999 - academia.edu
We present a highly parallelizable and flexible computational method to solve high-
dimensional stochastic dynamic economic models. Solving such models often requires the …
dimensional stochastic dynamic economic models. Solving such models often requires the …