Computational Methods in Economic Dynamics [electronic resource] /edited by Herbert Dawid, Willi Semmler.
by Dawid, Herbert [editor.]; Semmler, Willi [editor.]; SpringerLink (Online service).
Material type:
BookSeries: Dynamic Modeling and Econometrics in Economics and Finance: 13Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.Description: VIII, 216 p. online resource.ISBN: 9783642169434.Subject(s): Economics | Social sciences -- Data processing | Economics, Mathematical | Economics/Management Science | Economic Theory | Computer Appl. in Social and Behavioral Sciences | Game Theory/Mathematical Methods | Operations Research/Decision TheoryDDC classification: 330.1 Online resources: Click here to access online | Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| MAIN LIBRARY | HB1-846.8 (Browse shelf) | Available |
Browsing MAIN LIBRARY Shelves Close shelf browser
| Q334-342 Ambient Intelligence | QD433-436 Targeting Functional Centers of the Ribosome | TK5105.5-5105.9 On the Move to Meaningful Internet Systems: OTM 2010 | HB1-846.8 Computational Methods in Economic Dynamics | TK1-9971 The Emerging Domain of Cooperating Objects | TK5105.5-5105.9 On the Move to Meaningful Internet Systems, OTM 2010 | Q334-342 Advances in Artificial Intelligence – IBERAMIA 2010 |
Editorial -- Market Dynamics With Heterogeneous Agents: Allocative Efficiency and Traders' Protection Under Zero Intelligence Behavior -- Using Software Agents to Supplement Tests Conducted by Human Subjects -- Diversification Effect of Heterogeneous Beliefs -- Can Investors Benefit from Using Trading Rules Evolved by Genetic Programming? A Test of the Adaptive Efficiency of U.S. Stock Markets With Margin Trading Allowed -- Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques -- Dynamic Policy Perspectives: Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application -- Energy Shocks and Macroeconomic Stabilization Policies in an Agent-based Macro Model -- The Impact of Migration on Origin Countries: A Numerical Analysis -- An Algorithmic Equilibrium Solution for n-Person Dynamic Stackelberg Difference Games With Open-Loop Information Pattern.
This volume is centered around the issue of market design and resulting market dynamics. The economic crisis of 2007-2009 has once again highlighted the importance of a proper design of market protocols and institutional details for economic dynamics and macroeconomics. Papers in this volume capture institutional details of particular markets, behavioral details of agents' decision making as well as spillovers between markets and effects to the macroeconomy. Computational methods are used to replicate and understand market dynamics emerging from interaction of heterogeneous agents, and to develop models that have predictive power for complex market dynamics. Finally treatments of overlapping generations models and differential games with heterogeneous actors are provided.
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