Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Lorenzo Cerboni Baiardi"'
Autor:
Lorenzo Cerboni Baiardi, Massimo Costabile, Domenico De Giovanni, Fabio Lamantia, Arturo Leccadito, Ivar Massabó, Massimiliano Menzietti, Marco Pirra, Emilio Russo, Alessandro Staino
Publikováno v:
Risks, Vol 8, Iss 3, p 71 (2020)
This paper provides an econometric analysis aiming at evidencing the dynamics showed by the S&P 500 market index during the period of 4 January 2001–28 April 2020, in which the subprime crisis has taken place and the COVID-19 crisis has begun. In p
Externí odkaz:
https://doaj.org/article/6c729b93844c43c591eb673d349ccd2e
Publikováno v:
Decisions in Economics and Finance. 44:507-531
In this paper, we consider the nonlinear discrete-time dynamic model proposed by Bischi and Baiardi (Chaos Solitons Fractals 79:145-156, 2015a). The model considers players with adaptive adjustment mechanisms towards the best reply and a form of iner
Publikováno v:
Nonlinear Dynamics. 102:1111-1127
We consider the two-dimensional map introduced in Bischi et al. (J Differ Equ Appl 21(10):954–973, 2015) formulated as a model for a renewable resource exploitation process in an evolutionary setting. The global dynamic scenarios displayed by the m
Scalarization and robustness in uncertain vector optimization problems: a non componentwise approach
The robust optimization approach can be used to tackle uncertain vector problems by considering worst case scenarios. In this context, notions of robust efficient solutions which are coherent with a set-valued minimization process have been introduce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4e868f697232ae453669ff742fae6499
http://hdl.handle.net/11585/864633
http://hdl.handle.net/11585/864633
Publikováno v:
Decisions in Economics and Finance. 43:769-786
We consider the overlapping generation model formulated in Dioikitopoulos (J Econ Dyn Control 93:260–276, 2018). Its innovative approach involves endogenous adaptations of the deficit/surplus to debt and income levels through an empirically estimat
Publikováno v:
Chaos, Solitons & Fractals. 158:112057
Publikováno v:
Applied Mathematics and Computation. 336:193-205
Imitation-based behaviors are considered in economics with significant contributions in reference to homogeneous populations where players are characterized by the same decisional processes (see for example [42,48]). However, the presence of imitatio
Autor:
Fabio Lamantia, Massimiliano Menzietti, Emilio Russo, Ivar Massabò, Massimo Costabile, Marco Pirra, Domenico De Giovanni, Lorenzo Cerboni Baiardi, Arturo Leccadito, Alessandro Staino
Publikováno v:
Risks, Vol 8, Iss 71, p 71 (2020)
This paper provides an econometric analysis aiming at evidencing the dynamics showed by the S&P 500 market index during the period of 4 January 2001–28 April 2020, in which the subprime crisis has taken place and the COVID-19 crisis has begun. In p
We establish a relationship between the robust counterpart of an uncertain cone-convex vector problem and the optimistic counterpart of its uncertain dual. Along the line marked by Beck and Ben-Tal (2009) in the scalar case, we show that operating in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b63e1c6d1a90ebc54fd9f8d06fdce667
http://hdl.handle.net/11585/864092
http://hdl.handle.net/11585/864092
We consider a Minskyan type model of a closed economy with autonomous public expenditure formulated in a discrete time framework, where an endogenous debt adjustment process is considered and where income variations account for real world physical an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::707378e03b13fc41e65aaba42c232ac3
http://hdl.handle.net/11585/864054
http://hdl.handle.net/11585/864054