[VFN] 2003-12-03, Vortrag: Dr. Brian Sallans, OFAI, Wien (fwd)

VFN-L admin * Andreas Schamanek vfn-admin@fam.tuwien.ac.at
Wed, 26 Nov 2003 00:52:44 +0100 (CET)


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From: Walter Schachermayer <wschach@fam.tuwien.ac.at>
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Date: Tue, 25 Nov 2003 17:12:56 +0100
From: OeFAI Information Server <oefaiinf@ai.univie.ac.at>
Subject: 20031203.VORTRAG: Dr. Brian Sallans, OFAI, Wien

                                VORTRAG
                                *******

Oesterreichisches Forschungsinstitut fuer Artificial Intelligence(OeFAI)
                      Freyung 6/6, A-1010 Wien
 Tel.: +43-1-53361120,  Fax: +43-1-5336112-77,  Email: sec@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/