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Artificial Markets Modeling Methods and Applications
Title
Artificial Markets Modeling [electronic resource] : Methods and Applications / edited by Andrea Consiglio.
ISBN
9783540731351
Edition
1st ed. 2007.
Publication
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
Physical Description
1 online resource (XV, 279 p).
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
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.
Variant and related titles
Springer ENIN.
Other formats
Printed edition:
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
November 18, 2019
Series
Lecture Notes in Economics and Mathematical Systems, 599
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.
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