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Editor: Christopher F. Baum
Description: Papers presented at Sixth International Conference on Computing in Economics and Finance, Barcelona, July 2000
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Christopher F Baum .
Series handle: RePEc:sce:scecf0
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Content
2000
- 381 Yield Management And Pricing
by Kalyan Talluri & G. van Ryzin
- 380 Stocking Under Dynamic Choice
by Garett van Ryzin & Siddarth Mahajan
- 378 The Fiscal Costs Of Debt Limits
by Albert Marcet & Andrew Scott
- 377 Disequilibrium Economics And Development
by Fernando Thome & Silvia London
- 376 Bounded Rationality And Economic Evolution
by Silvia London
- 372 The Budgetary And Economic Consequences Of Ageing In The Netherlands
by Leon Bettendorf & R. Beetsma & P. Broer
- 370 Genetic Drift In A Model With Strategic Complementarities
by Jasmina Arifovic
- 369 Stochastic Growth With Heterogeneous Agents
by Paul McNelis
- 368 Model Uncertainity And Liquidity
by Bryan R. Routledge, Stanley E. Zin
- 366 Closed Form Integration Of Artificial Neural Networks With Some Applications To Finance
by Christian Haefke & Halbert White & Andreas Gottschling
- 365 Intergenerational Persistence Of Income: Sources And Policy
by Carlos Urrutia & Diego Restruccia
- 364 Asset Prices And Business Cycles Under Market Incompleteness
by Eva Carceles
- 362 A Suite Of Dynamic Equilibrium Problems
by Kenneth L. Judd
- 361 Monetary Policy Rules For An Open Economy
by Nicoletta Batini & Stephen P. Millard & Richard Harrison
- 360 Break Up The Bottleneck: An Economic Model Of China' S Electronic Commerce Markets After Deregulation
by Gouking Chen & Mingzhi Li
- 358 Increasing The Efficiency Of Online Negotations Without Revealing Information
by Bernanrdo A. Huberman & Tad Hogg & Rajan M. Lukose & Eytan Adar
- 357 The Competitive Dynamics Of Web Sites
by Sebastian M. Maurer & Eytan Adar & Bernardo A. Huberman
- 356 Encourage Online Complaints: A Duopolistic Model With Consumers' Information Exchange
by Mingzhi Li & Dale O. Stahl & Andrew B. Whinston
- 355 Why Are Asset Returns More Volatile During Recessions? A Theoretical Explanation
by Monique Ebell
- 353 On The Impact Of A Tax Reform Package In Portugal
by Pedro G. Rodrigues & Alfredo M. Pereira
- 352 Marriage, Fertility And Divorce: A Dynamic Equilibrium Analysis Of Social Policy In Canada
by Nezih Guner & John Knowles
- 351 Optimal Fiscal Policy In A Business Cycle Model: Alternative Identifications Of The Optimal Expost Capital Income Tax Rates
by Baltasar Manzano & Jess Ruz
- 350 Social Security In A Model With Altruistic Bequest And Differential Lifetime Uncertainty And Ability
by Luisa Fuster & Selahattin Imrohoroglu & Ayse Imrohoroglu
- 349 The Importance Of The Number Of Different Agents In A Heterogeneous Asset-Pricing Model
by Wouter J. Denhaan
- 348 Statistical Mechanics Of Stylized Models Of Financial Markets With Many Heterogeneous Adaptive Agents
by Matteo Marsili
- 347 Solving Large Incomplete Markets Models By Using Perturbative Expansions
by Mico Mrkaic
- 346 Capital Versus Labor Income Taxation With Heterogeneous Agents
by Jonathan Heathcote & David Domeij
- 344 Credit Market Risk And Small Firm Share: A Numerical General Equilibrium Analysis
by Rajeev Dhawan
- 342 A Simple Option Pricing Model With Heterogeneous Agents
by Frank Niehaus
- 339 Neighbors: A Locational Model Of Human Capital Formation
by George McCandless
- 338 Toward An Integration Of Social Learning And Individual Learning In Agent-Based Computational Stock Markets:The Approach Based On Population Genetic Programming
by Chia-Hsuan Yeh & Shu-Heng Chen
- 336 Semiotic Tools For Economic Model Building
by Ana Marostica & Fernando Tohme
- 335 A Stochastic Neural Network For Forecasting Financial Chaotic Time Series: New Approach
by Chokri Slim
- 334 A Numerical Study On The Evolution Of Portfolio Rules
by Guido Caldarelli & M. Piccioni & E. Sciubba
- 333 Cash Flow Planning And Optimization Through Genetic Algroritms
by Marco Aurelio Pacheco & Mara Noronha & Marley Vellasco & Carlos Lopes
- 332 Reducing Failures In Investment Recommendations Using Genetic Programming
by Jin Li & Edward P. K. Tsang
- 331 Evaluation Of Forecasts Produced By Genetically Evolved Models
by M. A. Kaboudan
- 329 On Bargaining Strategies In The Sfi Double Auction Tournaments: Is Genetic Programming The Answer?
by Shu-Heng Chen
- 328 On The Emergent Properties Of Artificial Stock Markets: Some Initial Evidences
by Shu-Heng Chen & Chung-Chi Liao & Chi-Hsuan Yeh
- 327 Learning And Adaptive Artificial Agents: An Analysis Of Evolutionary Economic Models
by Jie-Shin Lin & Chris Birchenhall
- 326 Market Structure, Price Discovery And Neural Learning In An Artificial Fx Market
by Jing Yang
- 325 Explaining Exchange Rate Volatility With A Genetic Algorithm
by Frank Westerhoff & Claudia Lawrenz
- 324 International Financial Crises In An Interacting Agent Model
by Taisei Kaizoji
- 323 Equilibrium Selection In Evolutionary Bargaining Models
by D.D.B. Bragt, van & J. A. La Poutr & E. H. Gerding
- 322 Emergence Of Coordination In Evolutionary Games
by Claudia Lawrenz
- 321 A Model Of Boundedly Rational Consumer Choice
by Thomas Riechman
- 320 Requiem For The Representative Consumer? Aggregate Implications Of Microeconomic Consumption Behavior
by Christopher Carroll
- 319 Asset Prices And Business Cycles Under Limited Commitment
by Juha Seppala
- 318 Endogenous Credit Constraints And Human Capital Formation
by Alex Monge & Lance Lochner
- 317 Hedging House Price Risk With Incomplete Markets
by Joao Cocco
- 316 Exhuming Q: Market Power Versus Capital Market Imperfections
by Joao Ejarque & Russell Cooper
- 315 Do Adjustment Costs Explain Investment-Cash Flow Insensitivity?
by Sangeeta Pratap
- 313 The Welfare Cost Of Market Incompleteness: Optimal Financial Contracts With Non-Enforceability Constraints
by Vincenzo Quadrini, Thomas Cooley & Ramon Marimon
- 311 Social Security Reform Through Increases In The Statutory Entitlement Ages For Old Age Insurance: Optimal Magnitude And Timing
by Serdar Sayan & Gonul Turhan-Sayan
- 310 Computing Higher Moments In The Linear-Quadratic-Exponential-Gaussian Optimal Control Problem
by Baoline Chen, Peter A. Zadrozny
- 309 Evaluating Real Business Cycle Models Using Likelihood Methods
by John Landon-Lane
- 308 Beyond Newton: Robust Methods For Solving Large Nonlinear Models In Troll
by Peter Hollinger
- 306 Optimal Monetary Policy In A Model With Habit Formation
by Jeff Fuhrer
- 304 Medium Term Dynamics In A Rational Expectation Model With Vintage Capital And Appropriability
by Loic Cadiou, Stphane Des & Jean-Pierre Laffargue
- 303 Monetary Policy In An Estimated Optimization-Based Model With Sticky Prices And Wages
by Jeffery Amato, Thomas Laubach
- 302 Monetary Policy Attenuation As Robust Response To Misspecified Dynamics In A Forward Looking Model
by Robert Tetlow, Peter von zur Muehlen
- 301 Heterogeneous Expectations And Market Dynamics: A Non-Linear Version
by Sang Joon Baak
- 300 Evolution Of Beliefs And The Optimality Of Monetary Policy Rules
by Fabio Scacciavillani & Jasmina Arifovic
- 299 Learning-Induced Securities Price Volatility
by Peter Bossaerts
- 297 Portfolio Choice And Liquidity Constraints
by Michael Haliassos, Alexander Michaelides
- 296 Asset Price Dynamics And Aggregation
by Michael Binder, M.Hashem Pesaran
- 295 Proxying Inflation Forecasts With Fuller/Roy-Type Median Unbiased Near Unit Root Coefficient Estimates
by Huston McCulloch, Jeffery A. Stec
- 294 Testing The Expectations Hypothesis Of The Term Structure Of Interest Rates In The Presence Of A Potential Regime Shift
by Markku Lanne
- 293 The Term Structure Of Expected Inflation
by Sharon Kozicki, P.A. Tinsley
- 289 Heuristic Approaches For Portfolio Optimization
by Manfred Gilli, Evis Kellezi
- 288 A Two-Factor Model Of Danish Mortgage Loans
by Soren S. Nielsen, Rolf Poulsen
- 287 The Evaluation Of Multiasset European And American Options Via Fourier Hermite Series Expansions
by Carl Chiarella, Nadima El-Hassan & Adam Kucera
- 286 Parallel Monte Carlo Methods For Security Pricing
by Giorgio Pauletto
- 284 The Evolution Of Industrial Clusters- Simulating Spatial Dynamics
by Thomas Brenner, Niels Weigelt, -DISCUSSANT: Gianfranco Guilioni
- 282 Financial Fragility, Patterns Of Firms' Entry And Exit And Aggregate Dynamics
by Domenico Delli Gatti, Mauro Gallegati, Gianfranco Giulioni, Antonio Palestrini, -DISCUSSANT: Thomas Brenner
- 281 Simfirms - Simulating The Spatial Demography Of Firms, With An Application In The Netherlands
by Leo van Wissen & -DISCUSSANT: Max Keilbach
- 279 Collective Action, Free Riding And Evolution
by Juan D. Montoro-Pons
- 278 A Note On Agent-Based Imperfect Competition
by Xavier Vila & Francesc Rocher
- 277 Towards A New Experimental Economics: Complex Behaviour In Bargaining
by Adolfo Lopez Paredes & Cesreo Hernndez Iglesias
- 276 A Decentralized Agent-Based Platform For Automated Trade And Its Simulation
by Erich Kutschinski & Thomas Uthmann & Daniel Polani
- 275 Computational Approach To Organizational Design
by Alexander Arenas & Roger Guimera & Joan R. Alabart & Hans-Joerg Witt & Albert Diaz-Guilera
- 274 Spatial Restrictions And Coalition Formation: A Computational Approach
by Benjamin Alamar
- 273 Self-Organizing Production And Exchange
by Allen Wilhite
- 272 Was Hayek An Ace?
by Nick Vriend
- 271 Self-Organized Critical Evolution In Economic Systems That Display Local Complementarities
by Alexander Arenas & Fernando Vega-Redondo & Conrad J. Perez & Albert Diaz-Guilera
- 270 Road Rage: Imitative Learning Of Self-Destructive Behavior In An Agent-Based Simulation
by Roger A. McCain
- 269 A Theory Of Corruption
by Rajesh Chakrabarti
- 267 Computability And The Local Theory Of Variation
by Kislaya Prasad
- 266 Undecidable Economic Dynamics
by K. Vela Velupillai
- 261 Computing Traditions
by Felipe Cucker
- 260 Computable Demand
by Marcel K. Richter & Kam-Chau Wong
- 259 Gauss Programming For Econometricians And Financial Analysts
by Khuan-Pin Lin
- 258 Visualising A Forward-Shooting Solution For The Computation Of Model Dynamics Using Matlab
by Ric D. Herbert & Rod D. Bell, Peter J. Stemp
- 257 A Series Solution To A Second-Order Quasi-Linear Pde Using Mathematica
by Mark Fisher
- 255 Recovering Local Volatility Functions Of Forward Libor Rates
by Grace Kuan
- 254 Estimating The Accuracy Of Numerical Solutions To Dynamic Optimization Problems
by Michael Reiter
- 253 Macroeconomic Effects Of Sectoral Shocks In Us, Uk And Germany: A Bvar-Garch-M Approach
by Gianluigi Pelloni & Wolfgang Polasek
- 250 Optimized Search Heuristics
by Helena Ramalhinho
- 248 Modeling And Estimation Of The Investment And Budget Policy In Western Siberia Regions
by Natalia Khorunzhina
- 246 Simulating Computable Overlapping Generations Models With Troll
by Frederic Docquier & Philippe Ligeois
- 245 The Chaos Degree Of Both Shenzhen And Shanghai Stock Markets And Its Controlling Methods
by Song Xuefeng & Gu Shiqing
- 242 Optimal Fiscal Policy With Rationing In The Labor Market
by Arantza Gorostiaga
- 241 Detection Of Structural Change In Economical Time Series
by M. Yarmohammadi
- 240 Information, Technology, Embodiment And Growth
by Raouf Boucekkine
- 239 Learning And Endogenous Scrapping In The Machine Replacement Model
by Juan M. Ruiz & Joao Ejarque
- 238 Analytical And Numerical Methods For The Analysis Of Vintage Capital Models In Continuous Time
by Luis Puch
- 237 Sensitivity Of Dynamic Optimal Portfolio Investments By Simulation
by Iwona Konarzewska
- 235 An Analytical Method To Calculate The Ergodic And Difference Matrices Of The Discounted Markov Decision Processes
by Jan Kaluski
- 234 On A Complex Microeconomical Model For The Optimal Control Of A Concern
by Susanne Winderl
- 233 A Markovian Approximated Solution To A Portfolio Management Problem
by Jacek B. Krawczyk
- 230 Adaptive System Of The Creditworthiness Evaluation Constructed On The Basis Of Artificial Neural Networks
by Dorota Witkowska
- 228 A Stochastic Volatility Model With Long Memory For Option Pricing
by V.V. Anh & C.N. Nguyen
- Z226 Is It Possible To Study Jointly Chaotic And Arch Behaviour? Application Of A Noisy Mackey-Glass Equation With Heteroskedastic Errors To The Paris Stock Exchange
by Catherine Kyrtsou & Michel Terraza
- 225 The Blanchard And Kahn' S Conditions In Macro-Econometric Models With Perfect Foresight
by Jean-Pierre Laffargue
- 224 A Stochastic Cartel Market Process
by Armin Haas
- 223 A Multivariate Garch Model For Exchange Rates In The Us, Germany And Japan
by Lei Ren & Wolfgang Polasek
- Z223 Reinforcement Learning And Coordination In Nonstationary Environment: The El Farol Problem
by Anna Maria Bell
- 221 Nonlinear Dynamic Models And Numerical Solution Techniques: Representation Of Innovations In The Model Of Regional Development
by Vladimir Gurman & Elena Ryumina
- 218 Expectations Of Learning Agents And Stability Of Perfect Foresight Equilibria In Discrete Time Dynamic Economic Models
by Domenico Colucci & Vicenzo Valori
- 217 Global Dynamics In Macroeconomics: A General Equilibrium Example
by Pedro Gomis-Porqueras
- 216 The Problem Of Backward Dynamics In Economics
by Alfredo Medio
- 215 Periodic Solutions As First-Best Paths In The Aggregative Model Of Growth
by Pietro Senesi & Giancarlo Marini
- 214 On Paying-As-You-Go In An Explicit Overlapping Generations Model
by Marji Lines & Monica Cantarutti
- 213 Growth With Technical Change And Human Capital: Transition Dynamics Versus Steady State Predictions
by Fidel Perez & Chris Papageorgiou
- 212 The Impact Of Capital And Income Risk On Long-Run Growth
by Christiane Clemens
- 211 Microscopic Replicator Dynamics
by Akira Namatame & Saori Iwanaga
- 209 Impact Of Buyer Search Costs On Sellers Strategies: Simulation Of An Internet Agent-Based Market
by Paraschiv Corina & Mathieu Latourette & Laurent Deveaux
- Z209 The Range Inter-Event Process In A Symmetric Birth Death Random Walk
by Charles S. Tapiero
- 208 Learning To Be Leader
by Christopher Deissenberg & F. lvarez
- 207 Exploiting Model Structure In Numerically Solving Macrodynamics
by Ric D. Herbert & Peter J. Stemp
- 204 On The Computation Of Value Correpondences Of Dynamic Games
by Sevin Yeltekin & Chris Sleet
- 203 The Performance Of Forecast-Based Monetary Policy Rules Under Model Uncertainty
by Andrew Levin & Volker Wieland & John Williams
- 202 The Fed Is Not As Ignorant As You Think
by Robert Tetlow
- 201 Monetary Authorities' Forecasts And The Inflation Targeting Monetary Policy
by Vincenzo Valori & Emilio Barucci
- 200 The Implications Of Parameter Uncertainty For Fiscal Planning
by Doug Hostland & David Dupuis
- 199 The Transitional Dynamics Of Fiscal Policy; Long-Run Capital Accumulation And Growth
by Stephen J. Turnovsky
- 198 A Dynamic Non-Tatonnement Macroeconomic Model With Stochastic Rationing
by Luca Colombo & G. Weinrich & F. Bignami
- 197 Fiscal/Monetary Policy And The Price Level In An Open Economy
by Peter Mikek
- 196 Monetary Policy, Multiple Equilibria And Hysteresis Effects On The Labor Market
by Willi Semmler & Alfred Greiner
- 195 Diffusion Processes For Asset Prices Under Bounded Rationality
by Roberto Monte & Emilio Barucci
- 191 Spillover Effects, Adaptive Learning And Long Run Market Shares
by Herbert Dawid & M. Kopel & G.-I. Bischi
- 190 Dynamic Programming And Social Learning Via Replicator Dynamics
by Erdem Basci
- 188 Stochastic Consistent Expectations Equilibria
by Cars Hommes
- 187 A Simple Estimated Euro Area Model With Rational Expectations And Nominal Rigidities
by Gunter Coenen & Volker Wieland
- 186 Optimal Monetary Policy In An Open Economy
by Raf Wouters & Frank Smets
- 184 An Encompassing Framework For Evaluating Simple Monetary Policy Rules
by Karen Dury & Ray Barell & Ian Hurst
- 183 Learning, Uncertainty And Central Bank Activism In An Economy With Strategic Interactions
by Martin Ellison & Natacha Valla
- 182 Mitigation Of The Lucas Critique With Stochastic Control Methods
by Hans Amman & David Kendrick
- Z182 A Nonparametric Approach To Pricing And Hedging Options Via Genetic Regressions
by N.K. Chidambaran
- 181 Probing Potential Output: Monetary Policy, Credibility And Optimal Learning Under Uncertainty
by James Yetman
- 180 Inflation Targeting Under Potential Output Uncertainty
by Benjamin Hunt
- 178 Ingenue, A Multi-Regional Overlapping Generations Model
by Group INGENUE, V. Touz & R. Breton & R. Arezki & M. Juillard & M. Aglietta & J. LeCacheux & J. Fayolle & C. Lacu & B. Rzepkowski
- Z178 Simulation Of Non-Linear Models: Testing The Approximation
by Fabrice Collard & Patrick Fve & Michel Juillard
- 176 Nonlinear Stochastic Dynamics For Supply Counterfeiting In Monopolistic Markets
by Marco Corazza & Marco Corazza
- Z175 Scaling And Multi-Scaling Analysis In A Market Model With Endogenous Threshold Dynamics
by Giulia Iori
- 175 Search In Artificial Labour Markets: A Simulation Study
by Magda Fontana, Massimo Daniele Sapienza
- 174 Information Technology And The Vertical Organization Of Industry
by Christoph Schlueter-Langdon
- 173 Sum: A Surprising (Un)Realistic Market - Building A Simple Stock Market Structure With Swarm
by Pietro Terna
- 172 Stabilization Of Tag-Mediated Interaction By Sexual Reproduction In An Evolutionary Agent System
by F. Alkemade & J.A. La Poutre & D.D.B. van Bragt
- 171 Simulation Of Coalition Formation With Heterogeneous Agents By Swarm
by Davide Fiaschi & Pier Mario Pacini & Nicolas Garrido
- 170 Foundational Problems Of Simulation Approaches To Economics Exemplified Through Swarm Models
by Charlotte Bruun
- 169 Technical Trading Versus Market Efficiency-A Genetic Programming Approach
by J.P. Marney & H. Tarbert & C. Fyfe
- 167 Kernel Discrimination Of Time Series Data
by Rahim Chiniparadaz
- 161 Applications Of Public Global Optimization Software To Difficult Econometric Functions
by Max Jerrell
- 160 A Comparative Study Of Alternative Econometric Packages: An Application To Italian Deposit Interest Rates
by Ricardo De Bonis & Giuseppe Bruno
- 159 Semiparametric Representation Of A Generalized Stochastic Volatility Model And Hidden Markov Approximation
by Henry Z. Li
- 158 Testing For Parameter Instability In Garch Models
by Guillermo Llorente & J. del Hoyo
- 157 Simulation-Based Exact Tests For Structural Discontinuities With Unidentified Nuisance Parameters: An Application To Commodities Spot Prices
by Lynda Khalaf & Jean-Franois Bilodeau & Jean-Daniel Saphores
- 155 Unit Roots And Multiple Structural Breaks In Real Ouput: How Long Does An Economy Remain Stationary?
by Antonio E. Noriega
- 154 An Investigation Of An Unbiased Corection For Heteroskedasticity And The Effects Of Misspecifying The Skedastic Function
by David A. Belsley
- 153 Rank Test Based Matrix Perturbation Theory
by Zaka Ratsmalahelo
- 152 Numerical Solution Of Sure Models Deriving From Var(P) Processes
by Paolo Foschi & Erricos J. Kontoghiorghes
- 151 Time Series Simulation With Quasi-Monte Carlo Methods
by Peter Winker & Jenny Li
- 150 Filtering With Wavelets May Be Worse Than You Think
by Ignacio Olmeda & Eugenio Fernndez
- 148 Wavelet-Based Estimation Procedures For Seasonal Long-Memory Models
by Brandon Whitcher
- 147 Value At Risk Incorporating Dynamic Portfolio Management
by Stephen Lawrence
- 146 Aggregation Of Dependent Risks With Marginals In Johnson System And Given Correlation Matrix
by Paola Palmitesta & Corrado Provasi
- 145 Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk
by K. Van Dijk & Luc Bauwens & Charles Bos
- 144 Computational Tools For The Analysis Of Market Risk
by Alberto Suarez & Santiago Carrillo
- 143 Block Parallel Algorithms For Solving The General Linear Model
by Erricos J. Kontoghiorghes & Berc Rustem
- 142 A Systematic Comparison Of Alternative Linear Rational Expectation Model Solution Techniques
by Gary S. Anderson
- 141 Sample Selection Problems In A Macroeconometric Model Context -- Some Further Results
by Gyrgy Barabas & Ullrich Heilemann
- 140 A Numerical Algorithm For The Efficient Estimation Of Band-Tar Models
by Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley
- 138 Fractional Cointegrating Regression In The Presence Of Linear Time Trends
by Uwe Hassler & Francesc Marmol & C. Velasco
- 137 Semivariogram Estimation And Panel Data Structure In Spatial Models
by Theophile Azomahou
- 134 Predicting Uk Business Cycle Regimes
by Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn
- 133 Estimated U.S. Manufacturing Capital And Productivity Based On An Estimated Dynamic Economic Model
by Baoline Chen & A. Zadrozny
- Z133 Ipos And The Growth Of Firms
by Gian Luca Clementi
- 132 This Is What The Leading Indicators Lead
by Maximo Camacho & Gabriel Perez-Quiros
- 131 Bifurcation Methods For Asset Market Equilibrium Analysis
by Kenneth L. Judd & Sy-Ming Guu
- 130 Incomplete Markets, Transitory Shocks And Welfare
by Felix Kubler & Karl Schmedders
- 129 Monopolistic Security Design In Finance Economies
by Karl Schmedders
- 128 A Dynamic Model Of Labor Supply, Consumption/Saving, And Annuity Decisions Under Uncertainty
by Hugo Benitez-Silva
- 127 Visualizing Multi-Dimensional Functions In Economics
by William L. Goffe
- 124 Effectiveness Of Price Limits In Controlling Daily Stock Price Volatility: Evidence From An Emerging Market
by Seza Danisoglu Rhoades & Nuray Gner
- 121 Nonlinear Mean Reversion In The Term Structure Of Interest Rates
by Byeongseon Seo
- 119 Solution Algorithms For Dynamic Choquet Expected Utility
by Stanley A. Zin, Bryan Routledge
- 117 Risk Neutral Forecasting
by Spyros Skouras
- 114 Optimal Life-Cycle With Active Learning
by Arik Sadeh
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