Artificial Markets Modeling Methods and Applications /

Agent-based computational modeling with its intrinsic multidisciplinary approach is gaining increasing recognition in the social sciences, particularly in economics, business and finance. The methodology is now widely used to compute analytical models numerically and test them for departures from th...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Consiglio, Andrea (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
Σειρά:Lecture Notes in Economics and Mathematical Systems, 599
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 04315nam a22004935i 4500
001 978-3-540-73135-1
003 DE-He213
005 20151204165245.0
007 cr nn 008mamaa
008 100301s2007 gw | s |||| 0|eng d
020 |a 9783540731351  |9 978-3-540-73135-1 
024 7 |a 10.1007/978-3-540-73135-1  |2 doi 
040 |d GrThAP 
050 4 |a HB139-141 
072 7 |a KCH  |2 bicssc 
072 7 |a BUS021000  |2 bisacsh 
082 0 4 |a 330.015195  |2 23 
245 1 0 |a Artificial Markets Modeling  |h [electronic resource] :  |b Methods and Applications /  |c edited by Andrea Consiglio. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg,  |c 2007. 
300 |a XV, 279 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Lecture Notes in Economics and Mathematical Systems,  |x 0075-8442 ;  |v 599 
505 0 |a Macroeconomic Issues -- Beyond the Static Money Multiplier: In Search of a Dynamic Theory of Money -- Macroeconomic Effects of the Interest Rate Level: Growth and Fluctuations in an Economy with Bank Capital Adequacy Standards -- Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages -- Market Mechanisms and Agents Behavior -- Testing Double Auction as a Component Within a Generic Market Model Architecture -- A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis -- Which Market Protocols Facilitate Fair Trading? -- Market Dynamics and Efficiency -- An Artificial Economics View of the Walrasian and Marshallian Stability -- The Performance of Option—Trading Software Agents: Initial Results -- Studies on the Impact of the Option Market on the Underlying Stock Market -- On Rational Noise Trading and Market Impact -- Analysis of Economic and Social Networks -- A Note on Symmetry in Job Contact Networks -- Innovation and Knowledge Spillovers in a Networked Industry -- Heterogeneous Agents with Local Social Influence Networks: Path Dependence and Plurality of Equilibria in the ACE Noiseless Case -- Economy-Driven Shaping of Social Networks and Emerging Class Behaviors -- Group Effect, Productivity and Segregation Optimality -- The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process -- Methodological Issues and Applications -- Market Selection of Competent Venture Capitalists -- A Binary Particle Swarm Optimization Algorithm for a Double Auction Market -- Better-Reply Strategies with Bounded Recall. 
520 |a Agent-based computational modeling with its intrinsic multidisciplinary approach is gaining increasing recognition in the social sciences, particularly in economics, business and finance. The methodology is now widely used to compute analytical models numerically and test them for departures from theoretical assumptions, and to provide stand-alone simulation models for problems that are analytically intractable.This volume is devoted to recent contributions to the field from both the social sciences and computer sciences. It presents applications of agent-based computational methodologies and tools in the social sciences, focusing strongly on the uses, requirements and constraints of agent-based models employed by social scientists. Topics include agent-based macroeconomics, the emergence of norms and conventions, the dynamics of social and economic networks, and behavioral models in financial markets. 
650 0 |a Computers. 
650 0 |a Application software. 
650 0 |a Economic theory. 
650 0 |a Econometrics. 
650 1 4 |a Economics. 
650 2 4 |a Econometrics. 
650 2 4 |a Theory of Computation. 
650 2 4 |a Economic Theory/Quantitative Economics/Mathematical Methods. 
650 2 4 |a Computer Appl. in Social and Behavioral Sciences. 
700 1 |a Consiglio, Andrea.  |e editor. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783540731344 
830 0 |a Lecture Notes in Economics and Mathematical Systems,  |x 0075-8442 ;  |v 599 
856 4 0 |u http://dx.doi.org/10.1007/978-3-540-73135-1  |z Full Text via HEAL-Link 
912 |a ZDB-2-SBE 
950 |a Business and Economics (Springer-11643)