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AI and Macroeconomic Modeling: Deep Reinforcement Learning in an RBC Model
Language: en
Pages: 31
Authors: Tohid Atashbar
Categories: Business & Economics
Type: BOOK - Published: 2023-02-24 - Publisher: International Monetary Fund

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This study seeks to construct a basic reinforcement learning-based AI-macroeconomic simulator. We use a deep RL (DRL) approach (DDPG) in an RBC macroeconomic mo
Deep Reinforcement Learning: Emerging Trends in Macroeconomics and Future Prospects
Language: en
Pages: 32
Authors: Tohid Atashbar
Categories: Business & Economics
Type: BOOK - Published: 2022-12-16 - Publisher: International Monetary Fund

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The application of Deep Reinforcement Learning (DRL) in economics has been an area of active research in recent years. A number of recent works have shown how d
The Future of Finance
Language: en
Pages: 318
Authors: Henri Arslanian
Categories: Business & Economics
Type: BOOK - Published: 2019-07-15 - Publisher: Springer

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This book, written jointly by an engineer and artificial intelligence expert along with a lawyer and banker, is a glimpse on what the future of the financial se
Computational Economics: Heterogeneous Agent Modeling
Language: en
Pages: 836
Authors: Cars Hommes
Categories: Business & Economics
Type: BOOK - Published: 2018-06-27 - Publisher: Elsevier

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Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroecono
Advances in Credit Risk Modeling and Management
Language: en
Pages: 190
Authors: Frédéric Vrins
Categories: Business & Economics
Type: BOOK - Published: 2020-07-01 - Publisher: MDPI

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Credit risk remains one of the major risks faced by most financial and credit institutions. It is deeply connected to the real economy due to the systemic natur