Network Theory And Agent Based Modeling In Economics And Finance

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Network Theory and Agent-Based Modeling in Economics and Finance

Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji
Network Theory and Agent Based Modeling in Economics and Finance Book PDF

Author : Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji
Publisher : Springer Nature
Page : 458 pages
File Size : 43,6 Mb
Release : 2019-10-23
Category : Business & Economics
ISBN : 9789811383199

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Network Theory and Agent-Based Modeling in Economics and Finance by Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji Pdf

This book presents the latest findings on network theory and agent-based modeling of economic and financial phenomena. In this context, the economy is depicted as a complex system consisting of heterogeneous agents that interact through evolving networks; the aggregate behavior of the economy arises out of billions of small-scale interactions that take place via countless economic agents. The book focuses on analytical modeling, and on the econometric and statistical analysis of the properties emerging from microscopic interactions. In particular, it highlights the latest empirical and theoretical advances, helping readers understand economic and financial networks, as well as new work on modeling behavior using rich, agent-based frameworks. Innovatively, the book combines observational and theoretical insights in the form of networks and agent-based models, both of which have proved to be extremely valuable in understanding non-linear and evolving complex systems. Given its scope, the book will capture the interest of graduate students and researchers from various disciplines (e.g. economics, computer science, physics, and applied mathematics) whose work involves the domain of complexity theory.

Network Theory and Agent-based Modeling in Economics and Finance

Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji
Network Theory and Agent based Modeling in Economics and Finance Book PDF

Author : Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji
Publisher : Unknown
Page : 458 pages
File Size : 44,6 Mb
Release : 2019
Category : Economics
ISBN : 9811383200

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Network Theory and Agent-based Modeling in Economics and Finance by Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji Pdf

This book presents the latest findings on network theory and agent-based modeling of economic and financial phenomena. In this context, the economy is depicted as a complex system consisting of heterogeneous agents that interact through evolving networks; the aggregate behavior of the economy arises out of billions of small-scale interactions that take place via countless economic agents. The book focuses on analytical modeling, and on the econometric and statistical analysis of the properties emerging from microscopic interactions. In particular, it highlights the latest empirical and theoretical advances, helping readers understand economic and financial networks, as well as new work on modeling behavior using rich, agent-based frameworks. Innovatively, the book combines observational and theoretical insights in the form of networks and agent-based models, both of which have proved to be extremely valuable in understanding non-linear and evolving complex systems. Given its scope, the book will capture the interest of graduate students and researchers from various disciplines (e.g. economics, computer science, physics, and applied mathematics) whose work involves the domain of complexity theory.

Economics with Heterogeneous Interacting Agents

Alessandro Caiani,Alberto Russo,Antonio Palestrini,Mauro Gallegati
Economics with Heterogeneous Interacting Agents Book PDF

Author : Alessandro Caiani,Alberto Russo,Antonio Palestrini,Mauro Gallegati
Publisher : Springer
Page : 205 pages
File Size : 40,5 Mb
Release : 2016-09-21
Category : Business & Economics
ISBN : 9783319440583

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Economics with Heterogeneous Interacting Agents by Alessandro Caiani,Alberto Russo,Antonio Palestrini,Mauro Gallegati Pdf

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.

Agent-Based Modelling in Economics

Lynne Hamill,Nigel Gilbert
Agent Based Modelling in Economics Book PDF

Author : Lynne Hamill,Nigel Gilbert
Publisher : John Wiley & Sons
Page : 256 pages
File Size : 44,9 Mb
Release : 2016-01-19
Category : Social Science
ISBN : 9781118456071

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Agent-Based Modelling in Economics by Lynne Hamill,Nigel Gilbert Pdf

Agent-based modelling in economics Lynne Hamill and Nigel Gilbert, Centre for Research in Social Simulation (CRESS), University of Surrey, UK New methods of economic modelling have been sought as a result of the global economic downturn in 2008.This unique book highlights the benefits of an agent-based modelling (ABM) approach. It demonstrates how ABM can easily handle complexity: heterogeneous people, households and firms interacting dynamically. Unlike traditional methods, ABM does not require people or firms to optimise or economic systems to reach equilibrium. ABM offers a way to link micro foundations directly to the macro situation. Key features: Introduces the concept of agent-based modelling and shows how it differs from existing approaches. Provides a theoretical and methodological rationale for using ABM in economics, along with practical advice on how to design and create the models. Each chapter starts with a short summary of the relevant economic theory and then shows how to apply ABM. Explores both topics covered in basic economics textbooks and current important policy themes; unemployment, exchange rates, banking and environmental issues. Describes the models in pseudocode, enabling the reader to develop programs in their chosen language. Supported by a website featuring the NetLogo models described in the book. Agent-based Modelling in Economics provides students and researchers with the skills to design, implement, and analyze agent-based models. Third year undergraduate, master and doctoral students, faculty and professional economists will find this book an invaluable resource.

Network Models in Economics and Finance

Valery A. Kalyagin,Panos M. Pardalos,Themistocles M. Rassias
Network Models in Economics and Finance Book PDF

Author : Valery A. Kalyagin,Panos M. Pardalos,Themistocles M. Rassias
Publisher : Springer
Page : 295 pages
File Size : 42,8 Mb
Release : 2014-09-23
Category : Mathematics
ISBN : 9783319096834

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Network Models in Economics and Finance by Valery A. Kalyagin,Panos M. Pardalos,Themistocles M. Rassias Pdf

Using network models to investigate the interconnectivity in modern economic systems allows researchers to better understand and explain some economic phenomena. This volume presents contributions by known experts and active researchers in economic and financial network modeling. Readers are provided with an understanding of the latest advances in network analysis as applied to economics, finance, corporate governance, and investments. Moreover, recent advances in market network analysis that focus on influential techniques for market graph analysis are also examined. Young researchers will find this volume particularly useful in facilitating their introduction to this new and fascinating field. Professionals in economics, financial management, various technologies, and network analysis, will find the network models presented in this book beneficial in analyzing the interconnectivity in modern economic systems.

Agent-Based Methods in Economics and Finance

Francesco Luna,Alessandro Perrone
Agent Based Methods in Economics and Finance Book PDF

Author : Francesco Luna,Alessandro Perrone
Publisher : Springer Science & Business Media
Page : 306 pages
File Size : 53,7 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781461507857

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Agent-Based Methods in Economics and Finance by Francesco Luna,Alessandro Perrone Pdf

This second book on financial and economic simulations in Swarm marks the continued progress by a group of researchers to incorporate agent-based computer models as an important tool within their disci pline. It is encouraging to see such a clear example of Swarm helping to foster a community of users who rely on the Swarm framework for their own analyses. Swarm aims at legitimizing agent-based computer models as a tool for the study of complex systems. A further goal is that a common base framework will lead to the growth of user communities in specific areas of application. By providing an organizing framework to guide the development of more problem-specific structures, and by dealing with a whole range of issues that affect their fundamental correctness and their ability to be developed and reused, Swarm has sought to make the use of agent-based models a legitimate tool of scientific investigation that also meets the practical needs of investigators within a community.

Agent-based Modeling and Network Dynamics

Akira Namatame,Shu-Heng Chen
Agent based Modeling and Network Dynamics Book PDF

Author : Akira Namatame,Shu-Heng Chen
Publisher : Oxford University Press
Page : 341 pages
File Size : 49,7 Mb
Release : 2016
Category : Computers
ISBN : 9780198708285

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Agent-based Modeling and Network Dynamics by Akira Namatame,Shu-Heng Chen Pdf

Annotation This book offers a unique treatment of agent-based models. Through the introduction of the two families of models, namely, network-based agent-based models and agent-based models of social networks, it reviews important contributions in a chronological order providing an overall picture of the research stream.

Agent-based Models of the Economy

R. Boero,M. Morini,M. Sonnessa,P. Terna
Agent based Models of the Economy Book PDF

Author : R. Boero,M. Morini,M. Sonnessa,P. Terna
Publisher : Springer
Page : 225 pages
File Size : 46,5 Mb
Release : 2015-06-16
Category : Business & Economics
ISBN : 9781137339812

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Agent-based Models of the Economy by R. Boero,M. Morini,M. Sonnessa,P. Terna Pdf

Agent-based models are tools that provide researchers in economic fields with unprecedented analytical capabilities. This book describes the power of agent-based models along their methodology, and it provides several examples of applications spanning from public policy evaluation to financial markets.

Agent-Based Computational Economics Using NetLogo

Romulus-Catalin Damaceanu
Agent Based Computational Economics Using NetLogo Book PDF

Author : Romulus-Catalin Damaceanu
Publisher : Bentham Science Publishers
Page : 157 pages
File Size : 42,5 Mb
Release : 2013-02-01
Category : Computers
ISBN : 9781608054893

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Agent-Based Computational Economics Using NetLogo by Romulus-Catalin Damaceanu Pdf

Agent-based Computational Economics using NetLogo explores how researchers can create, use and implement multi-agent computational models in Economics by using NetLogo software platform. Problems of economic science can be solved using multi-agent modelling (MAM). This technique uses a computer model to simulate the actions and interactions of autonomous entities in a network, in order to analyze the effects on the entire economic system. MAM combines elements of game theory, complex systems, emergence and evolutionary programming. The Monte Carlo method is also used in this e-book to introduce random elements. The 11 models presented in this text simulate the simultaneous operations of several agents in an attempt to recreate and predict complex economic phenomena. This e-book explains the topic in a systematic manner, starting with an introduction for readers followed subsequently by methodology and implementation using NetLogo. The volume ends with conclusions based on the results of the experiments presented. The e-book is intended as a concise and vital resource for economists, applied mathematicians, social sciences scientists, systems analysts, operations researchers and numerical analysts

Innovative Approaches in Agent-Based Modelling and Business Intelligence

Setsuya Kurahashi,Hiroshi Takahashi
Innovative Approaches in Agent Based Modelling and Business Intelligence Book PDF

Author : Setsuya Kurahashi,Hiroshi Takahashi
Publisher : Springer
Page : 284 pages
File Size : 50,5 Mb
Release : 2018-12-08
Category : Political Science
ISBN : 9789811318498

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Innovative Approaches in Agent-Based Modelling and Business Intelligence by Setsuya Kurahashi,Hiroshi Takahashi Pdf

This book thoroughly prepares intermediate-level readers for research in social science, organization studies, economics, finance, marketing science, and business science as complex adaptive systems. It presents the advantages of social simulation studies and business intelligence to those who are not familiar with the computational research approach, and offers experienced modelers various instructive examples of using agent-based modeling and business intelligence approaches to inspire their own work. In addition, the book discusses cutting-edge techniques for complex adaptive systems using their applications. To date, business science studies have focused only on data science and analyses of business problems. However, using these studies to enhance the capabilities of conventional techniques in the fields has not been investigated adequately. This book addresses managing the issues of societies, firms, and organizations to profit from interaction with agent-based modeling, human- and computer- mixed systems, and business intelligence approaches, an area that is fundamental for complex but bounded rational business environments. With detailed research by leading authors in the field, Innovative Approaches in Agent-Based Modelling and Business Intelligence inspires readers to join with other disciplines and extend the scope of the book with their own unique contributions. It also includes the common challenges encountered in computational social science and business science to enable researchers, students, and professionals to resolve their own problems.

Complex Systems Modeling and Simulation in Economics and Finance

Shu-Heng Chen,Ying-Fang Kao,Ragupathy Venkatachalam,Ye-Rong Du
Complex Systems Modeling and Simulation in Economics and Finance Book PDF

Author : Shu-Heng Chen,Ying-Fang Kao,Ragupathy Venkatachalam,Ye-Rong Du
Publisher : Springer
Page : 307 pages
File Size : 41,8 Mb
Release : 2018-11-20
Category : Business & Economics
ISBN : 9783319996240

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Complex Systems Modeling and Simulation in Economics and Finance by Shu-Heng Chen,Ying-Fang Kao,Ragupathy Venkatachalam,Ye-Rong Du Pdf

This title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an interdisciplinary approach and simulation remains the unifying theme for these papers as they deal with a wide range of topics in economics. The text is a valuable addition to the efforts in promoting the complex systems view in economic science. The computational experiments reported in the book are both transparent and replicable. Complex System Modeling and Simulation in Economics and Finance is useful for graduate courses of complex systems, with particular focus on economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic.

Agent-Based Models in Economics

Domenico Delli Gatti,Giorgio Fagiolo,Mauro Gallegati,Alberto Russo
Agent Based Models in Economics Book PDF

Author : Domenico Delli Gatti,Giorgio Fagiolo,Mauro Gallegati,Alberto Russo
Publisher : Cambridge University Press
Page : 261 pages
File Size : 41,8 Mb
Release : 2018-03-22
Category : Business & Economics
ISBN : 9781108414999

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Agent-Based Models in Economics by Domenico Delli Gatti,Giorgio Fagiolo,Mauro Gallegati,Alberto Russo Pdf

The first step-by-step introduction to the methodology of agent-based models in economics, their mathematical and statistical analysis, and real-world applications.

The Oxford Handbook of Computational Economics and Finance

Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
The Oxford Handbook of Computational Economics and Finance Book PDF

Author : Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
Publisher : Oxford University Press
Page : 784 pages
File Size : 50,8 Mb
Release : 2018-01-12
Category : Business & Economics
ISBN : 9780190877507

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The Oxford Handbook of Computational Economics and Finance by Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du Pdf

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

The Oxford Handbook of Computational Economics and Finance

Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
The Oxford Handbook of Computational Economics and Finance Book PDF

Author : Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
Publisher : Oxford University Press
Page : 128 pages
File Size : 44,6 Mb
Release : 2018-01-12
Category : Business & Economics
ISBN : 9780199844388

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The Oxford Handbook of Computational Economics and Finance by Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du Pdf

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

Agent-Based Approaches in Economic and Social Complex Systems VI

Shu-Heng Chen,Takao Terano,Ryuichi Yamamoto
Agent Based Approaches in Economic and Social Complex Systems VI Book PDF

Author : Shu-Heng Chen,Takao Terano,Ryuichi Yamamoto
Publisher : Springer Science & Business Media
Page : 202 pages
File Size : 40,6 Mb
Release : 2011-01-12
Category : Social Science
ISBN : 9784431539070

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Agent-Based Approaches in Economic and Social Complex Systems VI by Shu-Heng Chen,Takao Terano,Ryuichi Yamamoto Pdf

Agent-based modeling/simulation is an emergent approach to the analysis of social and economic systems. It provides a bottom-up experimental method to be applied to social sciences such as economics, management, sociology, and politics as well as some engineering fields dealing with social activities. This book includes selected papers presented at the Sixth International Workshop on Agent-Based Approaches in Economic and Social Complex Systems held in Taipei in 2009. We have 39 presentations in the conference, and 14 papers are selected to be included in this volume. These 14 papers are then grouped into six parts: Agent-based financial markets; Financial forecasting and investment; Cognitive modeling of agents; Complexity and policy analysis; Agent-based modeling of good societies; and Miscellany. The research presented here shows the state of the art in this rapidly growing field.