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Simulation modelling in accounting and finance: current practices and advances in input modelling
Citation Link: https://doi.org/10.15480/882.3688
Publikationstyp
Doctoral Thesis
Date Issued
2021
Sprache
English
Author(s)
Advisor
Referee
Title Granting Institution
Technische Universität Hamburg
Place of Title Granting Institution
Hamburg
Examination Date
2020-11-05
Institut
TORE-DOI
TORE-URI
Citation
Technische Universität Hamburg (2021)
Peer Reviewed
false
Simulation modelling in accounting and finance represents an important research method, this dissertation contributes to its understanding along several lines. It quantifies the method’s impact on the discipline, the type of usage among researchers as well as quantifying its diffusion across research clusters. Furthermore, this dissertation contributes to simulation input modelling with a method based on Bayesian updating that aggregates different information sources to be used in simulation models. Finally, this dissertation introduces a new metric that captures simulation modelling risk due to epistemic uncertainty of input parameters in a single number.
Subjects
simulation methodology
Simulation Modelling
Bayesian updating
Modelling and simulation
Bibliometric analysis
DDC Class
330: Wirtschaft
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Name
Dissertation Daniel Chorzelski.pdf
Size
6.32 MB
Format
Adobe PDF