The Oxford handbook of computational economics and finance /
The Oxford handbook of computational economics and finance /
Computational economics and finance
edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du.
- 1 online resource.
- Oxford handbooks online .
- Oxford handbooks online. .
Includes bibliographical references and index.
Computational Economics in the Era of Natural Computationalism: 50 Years after "The Theory of Self Reproducing Automata" / Economic and Financial Modeling with Genetic Programming - A Review / Algorithmic Trading Based on Biologically-inspired Algorithms / Algorithmic Trading in Practice / Computational Spatiotemporal Modeling of Southern California Home Prices / Business Applications of Fuzzy Logic / Modeling of Desirable Socio-economic Networks / Computational Models of Financial Networks, Risk and Regulatory Policies / From Minority Games to $-Games / An Overview and Evaluation of The CAT Market Design Competition / Agent-Based Macroeconomic Modeling and Policy Analysis: The Eurace@Unibi Model / Dynamic Stochastic General Equilibrium Models: A Computational Perspective / Agent-Based Models for Economic Policy Design / Computational Economic Modeling of Migration / Computational Industrial Economics / Agent-Based Modelling for Financial Markets / Agent-Based Models of the Labor Market / The Emerging Standard Neurobiological Model of Decision Making / The Epistemology of Simulation, Computation and Dynamics in Economics / Tax-rate Rules for Reducing Government Debt: An Application of Computational Methods for Macroeconomic Stabilization / Solving Rational Expectations Models / Computable General Equilibrium Models for Policy Evaluation and Economic Consequence Analysis / Multifractal Models in Finance: Their Origin, Properties, and Applications / Particle Filters for Markov Switching Stochastic Volatility Models / Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du -- Clâøodhna Tuite, Michael O'Neill, Anthony Brabazon -- Vassilios Vassiliadis, Georgios Dounias -- Peter Gomber, Kai Zimmermann -- Mak Kaboudan -- Petr Dostâal, Chia-Yang Lin -- Akira Namatame, Takanori Komatsu -- Kimmo Soramèaki -- Jorgen Vitting Andersen -- Tim Miller, Jinzhong Niu, Martin Chapman, Peter McBurney -- Herbert Dawid, Simon Gemkow, Philipp Harting, Sander van der Hoog, Michael Neugart -- Michel Juillard -- Michael Neugart, Matteo Richiardi -- Anna Klabunde -- Myong-Hun Chang -- Giulia Iori, James Porter -- Frank Westerhoff, Reiner Franke -- Shih-Wei Wu, Paul W. Glimcher -- K. Vela Velupillai -- G. C. Lim, Paul D. McNelis -- Jean Barthâelemy, Magali Marx -- Ian Sue Wing, Edward J. Balistreri -- Thomas Lux, Mawuli Segnon -- Yun Bao, Carl Chiarella, Boda Kang.
This handbook 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.
Specialized.
9780199983421 (ebook) : No price
Economics--Data processing.
Economics, Mathematical.
Finance--Data processing.
HB143.5 / .O94 2018
330.0151
Includes bibliographical references and index.
Computational Economics in the Era of Natural Computationalism: 50 Years after "The Theory of Self Reproducing Automata" / Economic and Financial Modeling with Genetic Programming - A Review / Algorithmic Trading Based on Biologically-inspired Algorithms / Algorithmic Trading in Practice / Computational Spatiotemporal Modeling of Southern California Home Prices / Business Applications of Fuzzy Logic / Modeling of Desirable Socio-economic Networks / Computational Models of Financial Networks, Risk and Regulatory Policies / From Minority Games to $-Games / An Overview and Evaluation of The CAT Market Design Competition / Agent-Based Macroeconomic Modeling and Policy Analysis: The Eurace@Unibi Model / Dynamic Stochastic General Equilibrium Models: A Computational Perspective / Agent-Based Models for Economic Policy Design / Computational Economic Modeling of Migration / Computational Industrial Economics / Agent-Based Modelling for Financial Markets / Agent-Based Models of the Labor Market / The Emerging Standard Neurobiological Model of Decision Making / The Epistemology of Simulation, Computation and Dynamics in Economics / Tax-rate Rules for Reducing Government Debt: An Application of Computational Methods for Macroeconomic Stabilization / Solving Rational Expectations Models / Computable General Equilibrium Models for Policy Evaluation and Economic Consequence Analysis / Multifractal Models in Finance: Their Origin, Properties, and Applications / Particle Filters for Markov Switching Stochastic Volatility Models / Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du -- Clâøodhna Tuite, Michael O'Neill, Anthony Brabazon -- Vassilios Vassiliadis, Georgios Dounias -- Peter Gomber, Kai Zimmermann -- Mak Kaboudan -- Petr Dostâal, Chia-Yang Lin -- Akira Namatame, Takanori Komatsu -- Kimmo Soramèaki -- Jorgen Vitting Andersen -- Tim Miller, Jinzhong Niu, Martin Chapman, Peter McBurney -- Herbert Dawid, Simon Gemkow, Philipp Harting, Sander van der Hoog, Michael Neugart -- Michel Juillard -- Michael Neugart, Matteo Richiardi -- Anna Klabunde -- Myong-Hun Chang -- Giulia Iori, James Porter -- Frank Westerhoff, Reiner Franke -- Shih-Wei Wu, Paul W. Glimcher -- K. Vela Velupillai -- G. C. Lim, Paul D. McNelis -- Jean Barthâelemy, Magali Marx -- Ian Sue Wing, Edward J. Balistreri -- Thomas Lux, Mawuli Segnon -- Yun Bao, Carl Chiarella, Boda Kang.
This handbook 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.
Specialized.
9780199983421 (ebook) : No price
Economics--Data processing.
Economics, Mathematical.
Finance--Data processing.
HB143.5 / .O94 2018
330.0151
