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Uncertainty analysis of simple macroeconomic models using Angel-Daemon games

Autor
Gabarro, J.; Serna, M.
Tipus d'activitat
Document cientificotècnic
Data
2016-09-19
Projecte finançador
ALGORISMIA, BIOINFORMÀTICA, COMPLEXITAT I METODES FORMALS (ALBCOM)
Modelos y métodos computacionales para datos masivos estructurados
URL
https://arxiv.org/abs/1609.06153 Obrir en finestra nova
Resum
We propose the use of an angel-daemon framework to perform an uncertainty analysis of short-term macroeconomic models with exogenous components. An uncertainty profile ¿ is a short and macroscopic description of a potentially perturbed situation. The angel-daemon framework uses ¿ to define a strategic game where two agents, the angel and the daemon, act selfishly having different goals. The Nash equilibria of those games provide the stable strategies in perturbed situations, giving a natural e...
Paraules clau
Computational Engineering, Finance, Science
Grup de recerca
ALBCOM - Algorismia, Bioinformàtica, Complexitat i Mètodes Formals

Participants