Forecast of business performance using an agent-based model and its application to a decision tree Monte Carlo business valuation

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 87-94

  Ikeda, Y ^a   Kubo, O ^a   Kobayashi, Y ^a  

^a HITACHI LTD   (Japan)

Author keywords

Brownian motion; Classical statistical mechanics; Decision theory and game theory; Monte Carlo methods; Particle dynamics; Stochastic analysis methods (Fokker Planck, Langevin, etc.

Indexed keywords

APPROXIMATION THEORY; BROWNIAN MOVEMENT; DECISION THEORY; FORECASTING; GAME THEORY; MONTE CARLO METHODS; STATISTICAL MECHANICS;

CLASSICAL STATISTICAL MECHANICS; DECISION THEORY AND GAME THEORY; PARTICLE DYNAMICS; STOCHASTIC ANALYSIS METHODS;

RANDOM PROCESSES;

EID: 5444263213     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.093     Document Type: Conference Paper

References (6)

1. Y. Ikeda, et al., Asia-Pacific financial markets, submitted for publication.
2. R. Gibbons, Game Theory For Applied Economists, Princeton University Press, Princeton, NJ, 1992.
3. F. Schweitzer, Brownian Agents and Active Particles, Collective Dynamics in the Natural and Social Sciences, Springer, Berlin, 2003.
4. M. Levy, H. Levy, S. Solomon, Microscopic Simulation of Financial Markets, From Investor Behavior to Market Phenomena, Academic Press, San Diego, 2000.
5. L. Trigeorgis, Real Options, Managerial Flexibility and Strategy in Resource Allocation, The MIT Press, Cambridge, MA, 1996.
6. B.F. Baird, Managerial Decisions Under Uncertainty, An Introduction to the Analysis of Decision Making, Wiley, New York, 1989.