rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Artificial Markets Modeling
    sub title: Methods and Applications
  name:
    name part: Consiglio, Andrea.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2007
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XV, 279 p. online resource.
  abstract: 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.
  table of contents: 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.
  note: edited by Andrea Consiglio.
  subject:
    topic: Computers
  subject:
    topic: Application software
  subject:
    topic: Economic theory
  subject:
    topic: Econometrics
  subject:
    topic: Economics
  subject:
    topic: Econometrics
  subject:
    topic: Theory of Computation
  subject:
    topic: Economic Theory/Quantitative Economics/Mathematical Methods
  subject:
    topic: Computer Appl. in Social and Behavioral Sciences
  classification: HB139-141
  classification: 330.015195
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Lecture Notes in Economics and Mathematical Systems, 599
  identifier: 9783540731351
  identifier: http://dx.doi.org/10.1007/978-3-540-73135-1
  record info:
    record creation date: 100301
    record change date: 20151204165245.0
    record identifier: 978-3-540-73135-1