Titlebook: Computational Science – ICCS 2020; 20th International C Valeria V. Krzhizhanovskaya,Gábor Závodszky,Jo?o T Conference proceedings 2020 Spri

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NATAL

https://doi.org/10.1057/9781137459145eory. The motivation for such a framework is illustrated on a artificial market functioning with canonical asset pricing models, showing that dependencies specified by copulas can enrich agent-based models to capture both micro-macro effects (e.g. herding behaviour) and macro-level dependencies (e.g

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Sustainable Development and Quality of Life in time complexity not worse than ., where . is the number of nodes and . is the dimensionality of the singularity. In particular, we show that this formula does not change depending on the spatial dimensionality of the mesh. We also show the relationship between the time complexity and the Kolmogo

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GEAR

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https://doi.org/10.1057/9781137459145cies specified by copulas can enrich agent-based models to capture both micro-macro effects (e.g. herding behaviour) and macro-level dependencies (e.g. asset price dependencies). In doing that, the paper highlights the theoretical challenges and extensions that would complete and improve the proposal as a tool for risk analysis.

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Integrating Agent-Based Modelling with Copula Theory: Preliminary Insights and Open Problemscies specified by copulas can enrich agent-based models to capture both micro-macro effects (e.g. herding behaviour) and macro-level dependencies (e.g. asset price dependencies). In doing that, the paper highlights the theoretical challenges and extensions that would complete and improve the proposal as a tool for risk analysis.

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https://doi.org/10.1007/b138239nalysis with respect to analytic solutions. An application example of seismic waves scattering around the Zugspitze in the Bavarian Alps demonstrates the capabilities of our implementation to solve geophysics problems fast.