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sbenthall
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SHARKFin
Simulating Heterogeneous Agents with Finance
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AMMPS condition that would increase the impact of the consumers on the market.
#225
sbenthall
opened
1 year ago
0
Lightweight AMMPS configuration that gets stylized facts
#224
sbenthall
opened
1 year ago
0
Operationalize asset bubble hypothesis
#223
sbenthall
opened
1 year ago
1
Add r^2 of closing prices and dividend to the sim_stats output
#222
sbenthall
closed
1 year ago
3
First test simulation for combine AMMPS/SHARKFin SPARK run
#221
sbenthall
closed
1 year ago
3
Instrument the frequency with which the risky expectations grid is violated
#220
sbenthall
closed
1 year ago
1
switch agent_pop
#219
alanlujan91
closed
1 year ago
4
Run a Lucas Shark Simulation With AMMPS Only
#218
mesalas
closed
1 year ago
2
Switch to HARK version of AgentPopulation
#217
sbenthall
closed
1 year ago
1
Default CRRA and DiscFac for SPARK SHARK?
#216
sbenthall
closed
1 year ago
5
Scaling the dividend process relative to the S&P500
#215
sbenthall
closed
1 year ago
3
All agents in the AgentPopulation have the same random seed
#214
sbenthall
closed
1 year ago
4
Determing Risky expectations grid for Spark
#213
sbenthall
opened
1 year ago
2
DoW realistic population
#212
sbenthall
opened
1 year ago
0
Fancy math for expectation switching
#211
sbenthall
opened
1 year ago
0
individualized inferential expectations
#210
sbenthall
closed
1 year ago
2
Broker rounds down fractional share trades, losing them from the system
#209
sbenthall
opened
1 year ago
0
Zero labor income for LUCAS0 population
#208
sbenthall
closed
1 year ago
22
Lucas0 writeup
#207
sbenthall
closed
1 year ago
1
Send 'market_broker_arg' when closing
#206
mesalas
closed
1 year ago
1
Set starting aNrm for Lucas population near equilibrium
#205
sbenthall
opened
1 year ago
19
test_simulation.py runs very slowly
#204
sbenthall
closed
1 year ago
3
Experiment: Plot bid-ask spread against internalization
#203
sbenthall
closed
1 year ago
2
Population size is scaling with ex post heterogeneous distribution approximation sizes
#202
sbenthall
opened
1 year ago
2
[WIP] create explode_agents method
#201
alanlujan91
closed
1 year ago
8
Set up and run a ggshark simulation
#200
mesalas
closed
1 year ago
4
Calibration/structural estimation of retail order participation
#199
sbenthall
closed
1 year ago
16
Use execution price in SHARKFin
#198
sbenthall
opened
1 year ago
3
Compute price-dividend ratio using correct formula
#197
sbenthall
closed
1 year ago
24
fix 193
#196
alanlujan91
closed
1 year ago
1
Increasing the agent population size : agent_data and AgentCount
#195
sbenthall
closed
1 year ago
3
update cycles = 0
#194
alanlujan91
closed
1 year ago
3
ValueError: No group keys passed! on Lucas simulation
#193
sbenthall
closed
1 year ago
0
create solution object when there is no merge
#192
alanlujan91
closed
1 year ago
0
Update HARK/pre/0.13
#191
alanlujan91
closed
1 year ago
0
Update to work with HARK 0.13.0
#190
sbenthall
closed
1 year ago
1
AgentPopulationSolution assumes that there are labels to merge_by
#189
sbenthall
closed
1 year ago
2
Broker can charge markup to consumers
#188
sbenthall
opened
1 year ago
3
Parameter sweep over Broker's ability to clear buy/sell orders internally
#187
sbenthall
closed
1 year ago
4
Lucas 0 should use infinite horizon agents
#186
sbenthall
closed
1 year ago
4
[WIP] Lucas MockMarket and USUAL setup
#185
sbenthall
closed
1 year ago
4
MockMarket to take dividend-to-price function
#184
sbenthall
opened
1 year ago
0
New Market subclass wrapping Lucas Walrasian auctioneer
#183
sbenthall
opened
1 year ago
2
MockMarket and Usual Expectations syncing on Lucas Expectations
#182
sbenthall
closed
1 year ago
4
Lucas Asset Pricing Test Case
#181
sbenthall
closed
1 year ago
3
Expose the II price variance and MM Lucas weight a parameters
#180
sbenthall
closed
1 year ago
14
Way of configuring AgentPopulation from command line or config inputs
#179
sbenthall
opened
1 year ago
2
Individualized inferential expectations
#178
sbenthall
closed
1 year ago
5
WIP: AdaptiveExpectations : Usual/Strange regimes
#177
sbenthall
closed
1 year ago
1
escape sim_stats in run_any_simulation output so that it can be parsed!
#176
sbenthall
closed
2 years ago
0
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