search

sbenthall / SHARKFin

Simulating Heterogeneous Agents with Finance
6 stars 5 forks source link

Instrument the frequency with which the risky expectations grid is violated #220

Closed sbenthall closed 1 year ago

sbenthall commented 1 year ago

It would be good to have, as a simulation statistic, some information about the frequency/rate at which the risky expectations grid is being overshot by the computed risky expectations in the STRANGE case.

We would expect that in the most haywire cases, the grid is overshot, the agents extrapolate badly, and this contributes to further haywire behavior.

sbenthall commented 1 year ago

Going to start with the mean and standard deviation of the Risky expectations (mean and std) at the end of the simulation, as it's easy to compute. That's a 2x2.