UAB Digital Repository of Documents 3 records found  Search took 0.00 seconds. 
14 p, 655.2 KB A note on Julia and MPI, with code examples / Creel, Michael (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
This note explains how MPI may be used with the Julia programming language. An example of a simple Monte Carlo study is presented, with code. The code is intended to serve as a general purpose template for more relevant applications. [...]
2016 - 10.1007/s10614-015-9516-5
Computational economics, Vol. 48 (2016) , p. 535-546  
29 p, 946.5 KB The role of bank central operating procedures in an economy with productive government spending. / Caballé, Jordi (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada) ; Hromcová, Jana (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada)
We reexamine some of the issues related to the choice of the monetary policy instrument in a dynamic general equilibrium model exhibiting endogenous growth in which a fraction of productive government spending is Önanced by means of issuing currency. [...]
2011 - 10.1007/s10614-010-9198-y
Computational economics, Vol. 37 (2011) , p. 39-65  
22 p, 726.0 KB Tracing the temporal evolution of clusters in a financial stock market / Arratia, Argimiro (Universitat Politècnica de Catalunya. Departament de Llenguatges i Sistemes Informàtics) ; Cabaña Nigro, Alejandra (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, which can be interpreted as problems relevant to portfolio design and investment strategies. [...]
2013 - 10.1007/s10614-012-9327-x
Computational economics, Vol. 41, Num. 2 (2013) , p. 213-231  

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