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101.
Complex dynamics in equilibrium asset pricing models with boundedly rational,heterogeneous agents
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We study a simple model based upon the Lucas framework where heterogeneous agents behave rationally in a fully intertemporal setting but do not know other investors' personal preferences, wealth or investment portfolios. As a consequence, agents initially do not know the equilibrium asset pricing function and must make guesses, which they update via adaptive learning with constant gain. We demonstrate that even in this simple environment the economy can, depending on parameters, exhibit either stable convergence to equilibrium, or chaotic dynamical behavior of asset prices and trading volume without converging to the rational expectations equilibrium of the Lucas model. This contradicts the assertion that the Lucas model is stable in the face of modest deviations from the strong assumptions required to compute the equilibrium. © 2013 Wiley Periodicals, Inc. Complexity 19: 38–55, 2014 相似文献
102.
《Journal of Pure and Applied Algebra》2019,223(11):4677-4688
In this paper, we prove a conjecture by T. Suzuki, which says if a smooth Fano manifold satisfies some positivity condition on its Chern characters, then it can be covered by rational N-folds. We prove this conjecture by using purely combinatorial properties of Bernoulli numbers. 相似文献
103.
Alberto García‐Peñas José M. Gómez‐Elvira Ernesto Pérez María L. Cerrada 《Journal of polymer science. Part A, Polymer chemistry》2013,51(15):3251-3259
Terpolymers based on propylene with 1‐pentene and 1‐hexene as comonomeric units are satisfactorily synthesized using a metallocene catalyst. Thus, several terpolymers are prepared with distinct overall compositions in comonomers as well as three different 1‐pentene/1‐hexene ratios at a given composition to evaluate the influence on polymerization activity, intrinsic viscosity, and microstructural details. The new trigonal δ polymorph is observed in those quenched terpolymers with a global content in comonomers of about 14 mol %, independently of the ratio between both comonomers. However, preliminary results indicate a profound influence of that ratio on the crystallization rate. © 2013 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2013, 51, 3251–3259 相似文献
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The spectrum change of a Gaussian pulse in the far field is studied with the Fresnel diffraction integral when it is incident on an aperture with Gaussian form transmittance. It is found that the side-lobes of the diffracted spectral intensity, which exist in a normal circular aperture with unit transmittance, can be eliminated completely under such a condition. Also, the red shift and blue shift of the spectral intensity maximum of the incident pulse are presented. 相似文献
108.
Monica Roşiu 《复变函数与椭圆型方程》2015,60(2):181-190
We extend the notion and basic properties of quadratic differential divisors to a Klein surface, using the corresponding form’s divisors from the double cover of the Klein surface. 相似文献
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Shigekazu Usuda Kenichiro Yasuda Yoko Saito-Kokubu Fumitaka Esaka Chi-Gyu Lee Masaaki Magara 《International journal of environmental analytical chemistry》2013,93(9):663-675
From a viewpoint of physical and chemical form estimation, ultra-trace analytical techniques of nuclear materials in environmental samples for safeguards have been investigated at Japan Atomic Energy Research Institute. This article deals with (1) an outline of the developed techniques for bulk and particle analyses of uranium and plutonium in the safeguards environmental samples; (2) current R&D on techniques relating to estimation of the physical and chemical form, such as SEM images and EDX spectra for fine particles of nuclear materials and fission track observation applicable to fissile materials; and (3) possible analytical methodologies, as future works, applicable to ultra-trace amounts of nuclear materials in environmental samples. 相似文献