Complex Systems Modeling and Simulation in Economics and Finance
Springer International Publishing (Verlag)
978-3-319-99622-6 (ISBN)
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 addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an interdisciplinary approach and simulation remains the unifying theme for these papers as they deal with a wide range of topics in economics. The text is a valuable addition to the efforts in promoting the complex systems view in economic science. The computational experiments reported in the book are both transparent and replicable.
Complex System Modeling and Simulation in Economics and Finance is useful for graduate courses of complex systems, with particular focuson economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic.
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.
| Erscheinungsdatum | 24.11.2018 |
|---|---|
| Reihe/Serie | Springer Proceedings in Complexity |
| Zusatzinfo | VIII, 307 p. 71 illus., 51 illus. in color. |
| Verlagsort | Cham |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 637 g |
| Themenwelt | Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik |
| Wirtschaft ► Volkswirtschaftslehre | |
| Schlagworte | Agent-Based Computational Economics • CEF2015 proceedings • Complex Adaptive Systems • Complex Economic Systems • Data-driven Science, Modeling and Theory Building • Evolutionary dynamics in economics • evolutionary game theory • Machine learning in finance • Modelling economic networks • Quantitative finance and big data • Social networks and social simulation |
| ISBN-10 | 3-319-99622-3 / 3319996223 |
| ISBN-13 | 978-3-319-99622-6 / 9783319996226 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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