The Oxford handbook of computational economics and finance

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Weitere Verfasser: Chen, Shu-Heng 1959- (HerausgeberIn), Kaboudan, Mak (HerausgeberIn), Du, Ye-Rong (HerausgeberIn)
Format: Buch
Sprache:English
Veröffentlicht: New York Oxford University Press [2018]
Schriftenreihe:Oxford handbooks
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Datensatz im Suchindex

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adam_text Contents List of Contributors ix 1. Computational Economics in the Era of Natural Computationalism: Fifty Years after The Theory of Self-Reproducing Automata 1 Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du 2. Dynamic Stochastic General Equilibrium Models: A Computational Perspective 39 Michel Juillard 3. Tax-rate Rules for Reducing Government Debt: An Application of Computational Methods for Macroeconomic Stabilization 72 G. C. Lim and Paul D. McNelis 4. Solving Rational Expectations Models 98 Jean Barthelemy and Magali Marx 5. Computable General Equilibrium Models for Policy Evaluation and Economic Consequence Analysis 139 Ian Sue Wing and Edward J. Balistreri 6. Multifractal Models in Finance: Their Origin, Properties, and Applications 204 Thomas Lux and Mawuli Segnon 7. Particle Filters for Markov-Switching Stochastic Volatility Models 249 Yun Bao, Carl Chiarella, and Boda Kang 8. Economic and Financial Modeling with Genetic Programming: A Review 267 ClIodhna Tuite, Michael O’Neill, and Anthony Brabazon 9. Algorithmic Trading Based on Biologically Inspired Algorithms 295 Vassilios Vassiliadis and Georgios Dounias VI CONTENTS io. Algorithmic Trading in Practice 311 Peter Gomber and Kai Zimmermann i l. Computational Spatiotemporal Modeling of Southern California Home Prices 333 Mak Kaboudan 12. Business Applications of Fuzzy Logic 360 Petr Dostal and Chia-Yang Lin 13. Modeling of Desirable Socioeconomic Networks 397 Akira Namatame and Takanori Komatsu 14. Computational Models of Financial Networks, Risk, and Regulatory Policies 420 Kimmo Soramaki 15. From Minority Games to $-Games 441 JORGEN VlTTING ANDERSEN 16. An Overview and Evaluation of the CAT Market Design Competition 468 Tim Miller, Jinzhong Niu, Martin Chapman, and Peter McBurney 17. Agent-Based Macroeconomic Modeling and Policy Analysis: The Eurace@Unibi Model 490 Herbert Dawid, Simon Gemkow, Philipp Harting, Sander VAN DER HoOG, AND MlCHAEL NeUGART 18. Agent-Based Models for Economic Policy Design: Two Illustrative Examples 520 Frank Westerhoff and Reiner Franke 19. Computational Economic Modeling of Migration 559 Anna Klabunde 20. Computational Industrial Economics: A Generative Approach to Dynamic Analysis in Industrial Organization 594 Myong-Hun Chang 21. Agent-Based Modeling for Financial Markets 635 Giulia Iori and James Porter CONTENTS Vll 22. Agent-Based Models of the Labor Market 667 Michael Neugart and Matteo Richiardi 23. The Emerging Standard Neurobiological Model of Decision Making: Strengths, Weaknesses, and Future Directions 688 Shih-Wei Wu and Paul W. Glimcher 24. The Epistemology of Simulation, Computation, and Dynamics in Economics 714 K. Vela Velupillai Index 761
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spellingShingle The Oxford handbook of computational economics and finance
Wirtschaft (DE-588)4066399-1 gnd
Finanzwissenschaft (DE-588)4121273-3 gnd
Finanzmathematik (DE-588)4017195-4 gnd
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title The Oxford handbook of computational economics and finance
title_alt Handbook of computational economics and finance
Computational economics and finance
title_auth The Oxford handbook of computational economics and finance
title_exact_search The Oxford handbook of computational economics and finance
title_full The Oxford handbook of computational economics and finance edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du
title_fullStr The Oxford handbook of computational economics and finance edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du
title_full_unstemmed The Oxford handbook of computational economics and finance edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du
title_short The Oxford handbook of computational economics and finance
title_sort the oxford handbook of computational economics and finance
topic Wirtschaft (DE-588)4066399-1 gnd
Finanzwissenschaft (DE-588)4121273-3 gnd
Finanzmathematik (DE-588)4017195-4 gnd
Datenverarbeitung (DE-588)4011152-0 gnd
Wirtschaftsmathematik (DE-588)4066472-7 gnd
topic_facet Wirtschaft
Finanzwissenschaft
Finanzmathematik
Datenverarbeitung
Wirtschaftsmathematik
Aufsatzsammlung
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