Search results for "Agent-Based model"
showing 3 items of 53 documents
SimFeodal: an agent-based model to explore the combined effects of social and demographic changes on the hierarchy of rural settlement patterns in No…
2019
International audience; In North-Western Europe, regional settlement patterns that were dispersed in 800 CE became much more concentrated and hierarchical in 1200 CE (Tannier et al. 2014). This phenomenon occurred in all regions but the resulting level of concentration and hierarchy of settlement patterns differed notably among the regions. Several processes jointly explain this major transition (Cura et al. 2017). •The dismantling of the Carolingian Empire and the dissipation of powers induced struggles among lords and thus a rise in violence. The result of this was the creation of castles as well as an increase of the need of protection for peasant households•The militarisation of the soc…
Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO)
2012
A database driven multi-agent model has been developed with automated access to US bank level FDIC Call Reports that yield data on balance sheet and off balance sheet activity, respectively, in Residential Mortgage Backed Securities (RMBS) and Credit Default Swaps (CDS). The simultaneous accumulation of RMBS assets on US banks' balance sheets and also large counterparty exposures from CDS positions characterized the $2 trillion Collateralized Debt Obligation (CDO) market. The latter imploded at the end of 2007 with large scale systemic risk consequences. Based on US FDIC bank data, that could have been available to the regulator at the time, the authors investigate how a CDS negative carry …