Artificial Economics Agent-Based Methods in Finance, Game Theory and Their Applications
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...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2006, 2006
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| Edition: | 1st ed. 2006 |
| Series: | Lecture Notes in Economics and Mathematical Systems
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of 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