Complex Systems Modeling and Simulation in Economics and Finance
This title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and...
Συγγραφή απο Οργανισμό/Αρχή: | |
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Άλλοι συγγραφείς: | , , , |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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Έκδοση: | 1st ed. 2018. |
Σειρά: | Springer Proceedings in Complexity,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Agent-Based Macro Models
- Laboratory Experiments
- Expectations and Learning
- The Cross-Strait: Computational and Behavioral Approach to Economics
- Quantitative Finance
- Theory of Heterogeneous Agents
- Modelling Economic Networks
- Computational Methods
- Agent-Based Models and Policy Design
- Agent-Based Models: Econometric issues and Validation
- Machine Learning in Finance
- Systemic Risks and Network Resilience
- House Prices and Mortgage Debt
- Dynamics of limit order markets
- Asset pricing and portfolio optimization
- Measuring risks in financial assets.