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Economics with heterogeneous interacting agents : a practical guide to agent-based modeling /
This book offers a practical guide to Agent Based economic modeling, adopting a "learning by doing" approach to help the reader master the fundamental tools needed to create and analyze Agent Based models. After providing them with a basic "toolkit" for Agent Based modeling, it p...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Switzerland :
Springer,
[2016]
|
| Colección: | New economic windows.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Economics with heterogeneous interacting agents : |b a practical guide to agent-based modeling / |c Alessandro Caiani, Alberto Russo, Antonio Palestrini, Mauro Gallegati, editors. |
| 264 | 1 | |a Switzerland : |b Springer, |c [2016] | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a New economic windows | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Online resource; title from PDF title page (EBSCO, viewed September 30, 2016). | |
| 505 | 0 | |a Foreword; Contents; Contributors; Introduction; 1 Getting Started: The Aggregation Conundrums and Basic Toolkits of Agent Based Modeling; 1.1 Understanding Heterogeneity and Interaction in Economic Models; 1.1.1 Aggregate Models with Boundlessly Rational Agents; 1.1.2 The Aggregation Problem; 1.1.3 The Standard Approach and the Aggregation Problem; 1.1.4 A Didactic Example Comparing ABM with the Standard Approach; 1.1.5 Behavioral Rules and Aggregation in ABM; 1.1.6 Aggregation in ABM with Network Effects; 1.2 Basic Macroeconomic Agent Based Tools; 1.2.1 Macroeconomic Building Blocks. | |
| 505 | 8 | |a 1.2.2 Expectations1.2.3 Production and Credit; 1.2.4 Innovation; 1.2.5 Consumption; 1.2.6 Government and Central Bank; 1.2.7 Exit and Enter; 1.3 Basic Financial Agent Based Tools; 1.3.1 Financial Building Blocks; 1.3.2 Microfoundations and Behavioural Rules; 1.3.3 Market Microstructure; 2 A Simple Model of Business Fluctuations with Heterogeneous Interacting Agents and Credit Networks; 2.1 Getting Started: Implementing a Toy Model; 2.1.1 Model Theoretical Setup; 2.1.2 Implementing the Model Using R; 2.1.3 Simulating the Model; 2.1.4 Some Variations; 2.1.5 Multiple Simulations. | |
| 505 | 8 | |a 2.1.6 A #x8D;Large#x8E; Computational Experiment2.1.7 Sensitivity Analysis; 2.1.8 A Policy Experiment; 2.2 Going Further: Heterogeneous Agents and Credit Networks; 2.2.1 Model Setup; 2.2.2 Implementing the Model with R; 2.2.3 Implementing the Model in R; 2.2.4 Sensitivity; 2.2.5 Policy Experiment; 2.2.6 Network Analysis; 2.2.7 Network Statistics; 2.3 A Calibration Experiment; 2.4 Exercise; 3 Modeling Financial Markets in an Agent-Based Framework; 3.1 Introduction; 3.2 The Model; 3.2.1 The Market Microstructure; 3.2.2 The Communication Network; 3.3 Implementing the Financial Model: Preliminary Steps. | |
| 505 | 8 | |a 3.4 Order of Events in the Simplified Financial Model3.5 Implementing the Model in C; 3.5.1 Basic Structure of a C Source Code; 3.6 Implementing the C Source Code; 3.6.1 Introduction; 3.6.2 Initialize Variables; 3.6.3 The Matrix Functions; 3.6.4 The Trade Function; 3.6.5 The Check_Book Function; 3.7 Simulations and Results; 3.7.1 Returns and Volatility; 3.7.2 Book and Order Flows; 3.7.3 Discussion: The Network Analysis; 3.8 Exercises; 3.9 Appendix: Hill Estimator; 3.10 Appendix: Modified R/S and Long Memory; 4 Heavy-Tailed Distributions for Agent-Based Economic Modelling; 4.1 Introduction. | |
| 505 | 8 | |a 4.2 Heavy-Tailed Distributions4.3 Power-Law Distributions; 4.3.1 Some Basic Definitions and Properties; 4.3.2 Recognizing Power-Law Distributions; 4.3.3 Estimating Power-Law Distributional Parameters; 4.3.4 Testing a Set of Data for Power-Law Distribution; 4.3.5 Models of Generation of Power-Law Distributions; 4.4 The Laplace Distribution; 4.5 Exercise; Conclusion; References; Index. | |
| 520 | |a This book offers a practical guide to Agent Based economic modeling, adopting a "learning by doing" approach to help the reader master the fundamental tools needed to create and analyze Agent Based models. After providing them with a basic "toolkit" for Agent Based modeling, it present and discusses didactic models of real financial and economic systems in detail. While stressing the main features and advantages of the bottom-up perspective inherent to this approach, the book also highlights the logic and practical steps that characterize the model building procedure. A detailed description of the underlying codes, developed using R and C, is also provided. In addition, each didactic model is accompanied by exercises and applications designed to promote active learning on the part of the reader. Following the same approach, the book also presents several complementary tools required for the analysis and validation of the models, such as sensitivity experiments, calibration exercises, economic network and statistical distributions analysis. By the end of the book, the reader will have gained a deeper understanding of the Agent Based methodology and be prepared to use the fundamental techniques required to start developing their own economic models. Accordingly, "Economics with Heterogeneous Interacting Agents" will be of particular interest to graduate and postgraduate students, as well as to academic institutions and lecturers interested in including an overview of the AB approach to economic modeling in their courses.-- |c Provided by publisher. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Econometric models. | |
| 650 | 0 | |a Economics |x Mathematical models. | |
| 650 | 6 | |a Modèles économétriques. | |
| 650 | 6 | |a Économie politique |x Modèles mathématiques. | |
| 650 | 7 | |a Microeconomics. |2 bicssc | |
| 650 | 7 | |a 3D graphics & modelling. |2 bicssc | |
| 650 | 7 | |a Society & social sciences. |2 bicssc | |
| 650 | 7 | |a Macroeconomics. |2 bicssc | |
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| 650 | 7 | |a BUSINESS & ECONOMICS |x Reference. |2 bisacsh | |
| 650 | 7 | |a Econometric models |2 fast | |
| 650 | 7 | |a Economics |x Mathematical models |2 fast | |
| 700 | 1 | |a Caiani, Alessandro, |e editor. | |
| 700 | 1 | |a Russo, Alberto, |e editor. | |
| 700 | 1 | |a Palestrini, Antonio, |e editor. | |
| 700 | 1 | |a Gallegati, M. |q (Mauro), |e editor. |1 https://id.oclc.org/worldcat/entity/E39PBJpJbJygJm8FQ8XfRbBVmd | |
| 758 | |i has work: |a Economics with Heterogeneous Interacting Agents (Text) |1 https://id.oclc.org/worldcat/entity/E39PCH6vDWxry8tyKt6VxQ9hpP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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| 830 | 0 | |a New economic windows. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4694488 |z Texto completo |
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