Abstract-Band - Fakultät für Informatik, TU Wien - Technische ...

Institut für Wirtschaftsmathematik
Michael Kratochvila
Endogenous Social Networks: An agent-based model of the formation of the
loyalty in markets.
Studium: Masterstudium Wirtschaftsinformatik
Betreuerin: Univ.Prof. Dr. Alexia Fürnkranz-Prskawetz
In various markets customers behave loyal to specific sellers. The purpose of
this thesis is to replicate an agent-based model that explains the emergence
of loyalty between buyers and sellers, where buyers learn to become loyal
and sellers learn to offer advantages to loyal buyers. Both, sellers and buyers,
use reinforcement learning to adapt their behaviour towards an optimal one
for them. Furthermore, different network structures as well as mechanisms for
modelling endogenous interactions are described and an overview of agentbased
modelling is provided. Finally, this thesis examines how information
spread between buyers affects the formation of loyalty. First, the agent-based
model about loyalty was implemented in NetLogo to verify its results with the
findings of the original model. Afterwards, the model was extended by
allowing the buyers to spread and receive information about sellers, which
influenced the seller-choosing process of the buyers. Therefore buyers were
endowed with temporal spatial social networks, which were formed by their
actual neighbours of the sellers queue. Furthermore, buyers had the
possibility to learn the importance of received information to incorporate
them accordingly into their sellers-choosing process. The replicated model
successfully reproduced the outcomes about loyalty. The results of the
extended model showed that positive information about other sellers
reduced the loyalty, whereas negative information about other sellers had no
effects on the emerged level of loyalty. Moreover, buyers learned to put high
attention to received positive information.
Carl Sawerthal
Österreichs Bankensektor im Vergleich zu ausgewählten Instituten Osteuropas
Studium: Masterstudium Wirtschaftsinformatik
Betreuer: Ao.Univ.Prof. Gerhard Hanappi
Die Beurteilung bzw. Analyse der Geschäftstätigkeit von Banken stellt ein
relativ junges Fach- bzw. Forschungsgebiet dar. Trotzdem stellen diese
Institute die Finanzdrehscheibe vieler Länder bzw. der ganzen Welt dar. In
den Jahren 2007 bis 2009 konnte man sehen, in welchem Ausmaß Probleme
im Bereich dieser Institute Einfluss auf die Weltwirtschaft haben können. Aus
diesen Überlegungen resultiert die Frage, wie sich der österreichische
Bankensektor über die Jahre vor der Krise, in der Krise und über die Zeit
danach entwickelt hat. Daraus resultierten die Jahre 2005 bis 2010. Eine
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