General scientific concept: aims of SFB 010.- General scientific concept: aims of SFB 010.- Modeling Consumer Behavior.- Basic Concepts and a Discrete-Time Model.- A Continuous-Time ACM Model and Experiment.- Capturing Unobserved Consumer Heterogeneity Using the Bayesian Heterogeneity Model.- Modeling Financial Markets.- Non-linear Volatility Modeling in Classical and Bayesian Frameworks with Applications to Risk Management.- Expectation Formation and Learning in Adaptive Capital Market Models.- Agent-Based Simulation Models.- The Artificial Economy: A Generic Simulation Environment for Heterogeneous Agents.- Disruptive Technologies: the Threat and its Defense.- Agent-Based Simulation of Power Markets.- A Simulation Model of Coupled Consumer and Financial Markets.- Product Diversification in an Artificial Strategy Environment.- Statistical Modeling and Software Development.- Parameter Estimation and Forecasting under Asymmetric Loss.- Identification of multivariate state-space systems.- Factor Models for Multivariate Time Series.- Detecting Longitudinal Heterogeneity in Generalized Linear Models.- Ensemble Methods for Cluster Analysis.- Open and Extensible Software for Data Analysis in Management Science.
