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A Competition on Market with Protection
Koubele, Jakub ; Gregor, Martin (advisor) ; Fišerová, Tereza (referee)
The aim of this thesis is to model a market with protection, where protection providers can compete for their clients by price competition, but also by military forces. Besides the analytical approach, we examine an agent-based computational model which simulate market with protection. We found out that ability of protection providers to take into account the long-term impact of their actions is necessary condition for emergence of tax competition, and we also described how various factors can influence behavior of protection providers. Powered by TCPDF (www.tcpdf.org)
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Agent-Based Modeling of the Financial Markets
Klejchová, Martina ; Teplý, Petr (advisor) ; Pertold-Gebicka, Barbara (referee)
The thesis deals with the Agent-based modeling of the financial markets which represent so called "bottom-up" approach in economics. In the first part of the thesis, the brief summary of the development of Agent-based approach and its application in the modeling of financial markets is provided. The main part of the thesis concerns the implementation of an existing asset pricing model of He, Hamill and Li (2008) and also the implementation of an extension to this model. The presented extension lies in the connecting of two sub-markets by a mutual correlation. The considered correlation is represented either by correlated dividends or by the common market maker who adjusts the prices on both markets. The influence of these two types of correlation on the overall performance of both sub-markets is then studied by analyzing the outcomes of performed simulations.
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Computer Modeling of Tissue Development
Bednář, Vojtěch ; Hedrlín, Zdeněk (advisor) ; Loebl, Martin (referee) ; Klika, Václav (referee)
Title: Computer Modeling of Tissue Development Author: Vojtěch Bednář Department: Department of applied mathematics Supervisor: Doc. RNDr. Zdeněk Hedrlín, CSc. Abstract: This thesis describes hybrid individual cell-based approach to modeling of systems of biological cells. In the first part reaction-diffusion model of environment is introduced together with vax equilibrium and model of a cell based on zygotic graph and cummulative states. Further, simulations modeling three biologically motivated situations are introduced: Lumen formation, tumor growth, and cellular migration in chronic inflammation. The first model shows a scenario of hollow structure formation based on directional division and cellular migration. The second model is concerned with the growth of a progeny of a slightly damaged cell. The resulting tumor exhibits three stages of malign transformation. Further, emergence of an aggressive tumor without detectable precursor is observed on one hand and a continual transformation of a benign neoplasm into a malign one is seen on the other hand. Each of these cases is a consequence of different parametrization of the model situation. The last model analyses the role of membrane enzymatic activity in migrating cells of the immune system in chronic inflammation. In this model it is observed that...
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A Competition on Market with Protection
Koubele, Jakub ; Gregor, Martin (advisor) ; Fišerová, Tereza (referee)
The aim of this thesis is to model a market with protection, where protection providers can compete for their clients by price competition, but also by military forces. Besides the analytical approach, we examine an agent-based computational model which simulate market with protection. We found out that ability of protection providers to take into account the long-term impact of their actions is necessary condition for emergence of tax competition, and we also described how various factors can influence behavior of protection providers. Powered by TCPDF (www.tcpdf.org)
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Agent-Based Modeling of the Financial Markets
Klejchová, Martina ; Teplý, Petr (advisor) ; Pertold-Gebicka, Barbara (referee)
The thesis deals with the Agent-based modeling of the financial markets which represent so called "bottom-up" approach in economics. In the first part of the thesis, the brief summary of the development of Agent-based approach and its application in the modeling of financial markets is provided. The main part of the thesis concerns the implementation of an existing asset pricing model of He, Hamill and Li (2008) and also the implementation of an extension to this model. The presented extension lies in the connecting of two sub-markets by a mutual correlation. The considered correlation is represented either by correlated dividends or by the common market maker who adjusts the prices on both markets. The influence of these two types of correlation on the overall performance of both sub-markets is then studied by analyzing the outcomes of performed simulations.
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Multiagent simulation - State interventions into rental housing market
Janovský, Lukáš ; Šalamon, Tomáš (advisor) ; Hradecká, Petra (referee)
The thesis focuses on the use of multiagent systems to model the rental housing market. At first the aim was to create the simulation, which would bring a new perspective on the development of the entire market. For this purpose I selected a relatively young methodology titled Agentology, which was subjected to the criticism of a model after finishing the model. That was a secondary principal objective of this thesis. The work is divided into two parts. In the first theoretical part the rental housing market is described and there are discussed the most important factors affecting its state. Simultaneously the chapter describes the most significant State interventions into the market, as we know them from the official housing policies. In the next stage the reader is made familiar with the basic principles of multi-agent modeling. In this chapter there is also an overview of selected methodologies of multiagent systems and one of them is selected and applied in further phases of this work. The second part refers to the multi-agent model. Using the Agentology methodology market model is assembled. The methodology accompanies all stages of model development from the task formulation, through conceptual and technological level to the final evaluation. This work strictly adheres to the methodology and all its recommendations. In the end, the result represents a model whose functionality has been verified by analyzing the output data. Finally the thesis deals with criticism of the Agentology methodology. This criticism is a result of experience gained from previous development. It concerns evaluation of concrete steps and also of methodology as a whole in terms of admittance, integrity and practicality.
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Vývoj agentních modelů pro ekonomickou simulaci
Šalamon, Tomáš ; Řepa, Václav (advisor) ; Hřebejk, Petr (referee) ; Král, Jaroslav (referee)
This thesis is about the development of agent-based models that are a method of simulation of economic processes and environments using multi-agent systems. Agent-based modeling seems to be an unappreciated approach that is expected and has a potential for a much wider application than it actually has. The purpose of thiswork is to evaluate the reasons for such situation and to offer solutions. The following were identified among the reasons for a low utilization of the method: a wide gap between theory and practice in the field, doubtful reliability of the method, lowconfidence in its results, complexity, missing methodologies, problems with suitable development frameworks, limitations of computational performance, a lack of awareness among the public and certain other problems. Agentology; (i.e. a methodology for the development of agent-based models) was proposed in this thesis in order to address issues regarding the development of agent-based models. There are six defined roles of project participants in the methodology: expert, analyst, modeler, platform specialist, programmer and tester. The design and development process consists of four phases and nine steps beginning with task formulation, conceptual modeling, and platformspecific modeling to the development of the system. For the design phases, agent modeling language for agent-based models was derived.
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