کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
977041 933168 2007 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis
چکیده انگلیسی

Firm dynamics on a transaction network is considered from the standpoint of econophysics, agent-based simulations, and game theory. In this model, interacting firms rationally invest in a production facility to maximize net present value. We estimate parameters used in the model through empirical analysis of financial and transaction data. We propose two different methods (analytical method and regression method) to obtain an interaction matrix of firms. On a subset of a real transaction network, we simulate firm's revenue, cost, and fixed asset, which is the accumulated investment for the production facility. The simulation reproduces the quantitative behavior of past revenues and costs within a standard error when we use the interaction matrix estimated by the regression method, in which only transaction pairs are taken into account. Furthermore, the simulation qualitatively reproduces past data of fixed assets.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 375, Issue 2, 1 March 2007, Pages 651–667
نویسندگان
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