Forecast of business performance using an agent-based model and its application to a decision tree Monte Carlo business valuation
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DOI: 10.1016/j.physa.2004.06.093
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- Levy, Haim & Levy, Moshe & Solomon, Sorin, 2000. "Microscopic Simulation of Financial Markets," Elsevier Monographs, Elsevier, edition 1, number 9780124458901.
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- Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei, 2007.
"Response of firm agent network to exogenous shock,"
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- Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma & Taisei Kaizoji, 2006. "Response of Firm Agent Network to Exogenous Shock," Papers physics/0607287, arXiv.org.
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Keywords
Particle dynamics; Decision theory and game theory; Stochastic analysis methods (Fokker–Planck; Monte Carlo methods; Classical statistical mechanics; Brownian motion;All these keywords.
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