Artificial Economics Agent-Based Methods in Finance, Game Theory and Their Applications
by
Beckmann, M. editor.
Title
:
Artificial Economics Agent-Based Methods in Finance, Game Theory and Their Applications
Author
:
Beckmann, M. editor.
ISBN
:
9783540285472
Physical Description
:
XIV, 238 p. online resource.
Series
:
Lecture Notes in Economics and Mathematical Systems, 564
Contents
:
Artificial Stock Markets -- Time Series Properties from an Artificial Stock Market with a Walrasian Auctioneer -- Market Dynamics and Agents Behaviors: a Computational Approach -- Traders Imprint Themselves by Adaptively Updating their Own Avatar -- Learning in Models -- Learning in Continuous Double Auction Market -- Firms Adaptation in Dynamic Economic Systems -- Firm Size Dynamics in a Cournot Computational Model -- Case-Studies and Applications -- Emergence of a Self-Organized Dynamic Fishery Sector: Application to Simulation of the Small-Scale Fresh Fish Supply Chain in Senegal. -- Multi-Agent Model of Trust in a Human Game -- A Counterexample for the Bullwhip Effect in a Supply Chain -- Bottom-Up Approaches -- Collective Efficiency in Two-Sided Matching -- Complex Dynamics, Financial Fragility and Stylized Facts -- Noisy Trading in the Large Market Limit -- Emergence in Multi-Agent Systems: Cognitive Hierarchy, Detection, and Complexity Reduction part I: Methodological Issues -- Methodological Issues -- The Implications of Case-Based Reasoning in Strategic Contexts -- A Model of Myerson-Nash Equilibria in Networks -- Market Dynamics -- Stock Price Dynamics in Artificial Multi-Agent Stock Markets -- Market Failure Caused by Quality Uncertainty -- Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders -- How Do the Differences Among Order Distributions Affect the Rate of Investment Returns and the Contract Rate.
Abstract
:
Agent-based Computational Economics (ACE) is a new discipline of economics, largely grounded on concepts like evolution, auto-organisation and emergence: it intensively uses computer simulations as well as artificial intelligence, mostly based on multi-agents systems. The purpose of this book is to give an up-to date view of the scientific production in the fields of Agent-based Computational Economics (mainly in Market Finance and Game Theory). Based on communications given at AE'2005 (Lille, USTL, France), this book offers a wide panorama of recent advances in ACE (both theoretical and methodological) that will interest academics as well as practitioners.
Subject Term
:
Economics.
Electronic data processing.
Social sciences -- Data processing.
Economics, Mathematical.
Finance.
Economics/Management Science.
Game Theory/Mathematical Methods.
Computing Methodologies.
Computer Appl. in Social and Behavioral Sciences.
Financial Economics.
Added Author
:
Beckmann, M.
Künzi, H. P.
Fandel, G.
Trockel, W.
Basile, A.
Drexl, A.
Dawid, H.
Inderfurth, K.
Kürsten, W.
Schittko, U.
Mathieu, Philippe.
Beaufils, Bruno.
Brandouy, Olivier.
Added Corporate Author
:
SpringerLink (Online service)
Electronic Access
:
Library | Material Type | Item Barcode | Shelf Number | Status |
---|
IYTE Library | E-Book | 509456-1001 | HB144 | Online Springer |