Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Tomas Ramanauskas"'
Publikováno v:
Baltic Journal of Economics, Vol 19, Iss 2, Pp 296-333 (2019)
By the act of lending banks do not actually intermediate pre-accumulated real resources but rather create new financial resources in the form of deposits. Therefore, bank credit needs to be modelled as a monetary phenomenon, which directly fuels dome
Externí odkaz:
https://doaj.org/article/8608e141dfeb4a4394ea5cf07ade3832
Publikováno v:
Journal of Business Economics and Management, Vol 10, Iss 4 (2009)
In this paper we propose an artificial stock market model based on interaction of heterogeneous agents whose forward‐looking behaviour is driven by the reinforcement‐learning algorithm combined with some evolutionary selection mechanism. We use t
Externí odkaz:
https://doaj.org/article/663f9928259c4d57b56443a0164a3996
Publikováno v:
Baltic journal of economics 2019, Vol. 19, no. 2, p. 296-333.
Baltic journal of economics, Abingdon : Routledge journals, Taylor & Francis Group, 2019, vol. 19, iss. 2, p. 296-333
Baltic Journal of Economics, Vol 19, Iss 2, Pp 296-333 (2019)
Baltic journal of economics, Abingdon : Routledge journals, Taylor & Francis Group, 2019, vol. 19, iss. 2, p. 296-333
Baltic Journal of Economics, Vol 19, Iss 2, Pp 296-333 (2019)
By the act of lending banks do not actually intermediate pre-accumulated real resources but rather create new financial resources in the form of deposits. Therefore, bank credit needs to be modelled as a monetary phenomenon, which directly fuels dome
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5de94b3804d5f76f588c1dc101a9ea6e
https://www.lituanistika.lt/content/83780
https://www.lituanistika.lt/content/83780
Autor:
Tomas Ramanauskas
In this paper we analyse determinants of the recent boom-and-bust cycle of the Lithuanian economy with the help of a medium-sized macroeconometric model that incorporates a functional financial block. Special emphasis is put on the role of credit mar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::e07beca7f743de66525f64298663383b
http://www.lb.lt/en/publications/no-10-what-caused-the-recent-boom-and-bust-cycle-in-lithuania-evidence-from-a-macromodel-with-the-financial-sector
http://www.lb.lt/en/publications/no-10-what-caused-the-recent-boom-and-bust-cycle-in-lithuania-evidence-from-a-macromodel-with-the-financial-sector
Autor:
Tomas Ramanauskas
In this paper we provide a brief introduction to the literature on agent-based financial modelling and, more specifically, artificial stock market modelling. In the selective literature review two broad categories of artificial stock market models ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::0b880b7def7addeff7468087f1106f8c
http://www.lb.lt/en/publications/no-3-agent-based-financial-modelling-a-promising-alternative-to-the-standard-representative-agent-approach
http://www.lb.lt/en/publications/no-3-agent-based-financial-modelling-a-promising-alternative-to-the-standard-representative-agent-approach
Publikováno v:
Journal of business economics and management 2009, Vol. 10, no. 4, p. 329-341.
Straipsnyje pasiūlytas dirbtinis akcijų rinkos modelis, pagrįstas heterogeninių agentų, kurių ateitį numatantis elgesys yra sąlygotas sustiprinto mokymosi algoritmo, sujungto su tam tikru evoliucinės atrankos mechanizmu, tarpusavio sąveika.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::fbdd7f75e1cea0db7da34643ad7b0325
https://www.lituanistika.lt/content/23260
https://www.lituanistika.lt/content/23260
Autor:
Tomas Ramanauskas
Publikováno v:
Rapid Credit Growth in Central and Eastern Europe ISBN: 9781349356362
The dynamic developments in the Lithuanian credit market have attracted observers’ attention. The rate of banking intermediation growth, unthinkable for mature economies, is to a large extent justified on the grounds of financial convergence, impro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::857d8bd4c7820ba539aa3cb540145617
https://doi.org/10.1057/9781137001542_11
https://doi.org/10.1057/9781137001542_11