Dataset for Simulation of Stylized Facts in Agent-Based Computational Economic Market Models

Beikirch, Maximilian; Otte, Philipp Joachim; Cramer, Simon; Frank, Martin; Trimborn, Torsten; Pabich, Emma

doi:10.18154/RWTH-2018-230430

Dataset for Simulation of Stylized Facts in Agent-Based Computational Economic Market Models

Beikirch, Maximilian ; Cramer, Simon ; Frank, Martin ; Otte, Philipp Joachim ; Pabich, Emma ; Trimborn, Torsten (Corresponding author)^RWTH*

2018

Online
DOI: 10.18154/RWTH-2018-230430
URL: http://publications.rwth-aachen.de/record/749924/files/stylized-facts-cross.tar.xz
URL: http://publications.rwth-aachen.de/record/749924/files/new-model-wealth-evolution.tar.xz
URL: http://publications.rwth-aachen.de/record/749924/files/new-model-sde-discretization.tar.xz
URL: http://publications.rwth-aachen.de/record/749924/files/stylized-facts-harras.tar.xz
URL: http://publications.rwth-aachen.de/record/749924/files/stylized-facts-lls.tar.xz
URL: http://publications.rwth-aachen.de/record/749924/files/Datadescription.pdf
URL: http://publications.rwth-aachen.de/record/749924/files/stylized-facts-fw.tar.xz

Einrichtungen

Inhaltliche Beschreibung (Schlagwörter)
agent-based models, Monte-Carlo simulations, economic market models, stylized facts, SABCEMM, finite size effects, simulator (frei)

Kurzfassung
This is the corresponding dataset to the publication "Simulation of Stylized Facts in Agent-Based Computational Economic Market Models" (see related paper below). To enable other researchers to reproduce our results the code of our simulator is available at https://github.com/SABCEMM/SABCEMM. Further we publish this dataset to facilitate an open discussion about our findings.In the dataset description we briefly explain the data format and how the files relate to our publication.

OpenAccess:
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PDF
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