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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Consiglio, Andrea (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Edición:1st ed. 2007.
Colección:Lecture Notes in Economics and Mathematical Systems, 599
Temas:
Econometrics.
Computer science.
Social sciences > Data processing.
Theory of Computation.
Quantitative Economics.
Computer Application in Social and Behavioral Sciences.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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