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Network Theory And Agent Based Modeling In Economics And Finance
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Book Synopsis Network Theory and Agent-Based Modeling in Economics and Finance by : Anindya S. Chakrabarti
Download or read book Network Theory and Agent-Based Modeling in Economics and Finance written by Anindya S. Chakrabarti and published by Springer Nature. This book was released on 2019-10-23 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Network Theory and Agent-based Modeling in Economics and Finance by : Anindya S. Chakrabarti
Download or read book Network Theory and Agent-based Modeling in Economics and Finance written by Anindya S. Chakrabarti and published by . This book was released on 2019 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Agent-based Models of the Economy by : R. Boero
Download or read book Agent-based Models of the Economy written by R. Boero and published by Palgrave Macmillan. This book was released on 2015-06-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Agent-Based Modelling in Economics by : Lynne Hamill
Download or read book Agent-Based Modelling in Economics written by Lynne Hamill and published by John Wiley & Sons. This book was released on 2016-01-19 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Network Models in Economics and Finance by : Valery A. Kalyagin
Download or read book Network Models in Economics and Finance written by Valery A. Kalyagin and published by Springer. This book was released on 2014-09-23 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Economics with Heterogeneous Interacting Agents by : Alessandro Caiani
Download or read book Economics with Heterogeneous Interacting Agents written by Alessandro Caiani and published by Springer. This book was released on 2016-09-21 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Agent-Based Models in Economics by : Domenico Delli Gatti
Download or read book Agent-Based Models in Economics written by Domenico Delli Gatti and published by Cambridge University Press. This book was released on 2018-03-22 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first step-by-step introduction to the methodology of agent-based models in economics, their mathematical and statistical analysis, and real-world applications.
Book Synopsis The Oxford Handbook of Computational Economics and Finance by : Shu-Heng Chen
Download or read book The Oxford Handbook of Computational Economics and Finance written by Shu-Heng Chen and published by Oxford University Press. This book was released on 2018-01-12 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Agent-based Modeling and Network Dynamics by : Akira Namatame
Download or read book Agent-based Modeling and Network Dynamics written by Akira Namatame and published by Oxford University Press. This book was released on 2016 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Agent-Based Computational Economics Using NetLogo by : Romulus-Catalin Damaceanu
Download or read book Agent-Based Computational Economics Using NetLogo written by Romulus-Catalin Damaceanu and published by Bentham Science Publishers. This book was released on 2013-02-01 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
Book Synopsis Complex Systems Modeling and Simulation in Economics and Finance by : Shu-Heng Chen
Download or read book Complex Systems Modeling and Simulation in Economics and Finance written by Shu-Heng Chen and published by Springer. This book was released on 2018-11-20 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Agent-Based Methods in Economics and Finance by : Francesco Luna
Download or read book Agent-Based Methods in Economics and Finance written by Francesco Luna and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Agent-based Modeling of Tax Evasion by : Sascha Hokamp
Download or read book Agent-based Modeling of Tax Evasion written by Sascha Hokamp and published by John Wiley & Sons. This book was released on 2018-03-19 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: The only single-source guide to understanding, using, adapting, and designing state-of-the-art agent-based modelling of tax evasion A computational method for simulating the behavior of individuals or groups and their effects on an entire system, agent-based modeling has proven itself to be a powerful new tool for detecting tax fraud. While interdisciplinary groups and individuals working in the tax domain have published numerous articles in diverse peer-reviewed journals and have presented their findings at international conferences, until Agent-based Modelling of Tax Evasion there was no authoritative, single-source guide to state-of-the-art agent-based tax evasion modeling techniques and technologies. Featuring contributions from distinguished experts in the field from around the globe, Agent-Based Modelling of Tax Evasion provides in-depth coverage of an array of field tested agent-based tax evasion models. Models are presented in a unified format so as to enable readers to systematically work their way through the various modeling alternatives available to them. Three main components of each agent-based model are explored in accordance with the Overview, Design Concepts, and Details (ODD) protocol, each section of which contains several sub elements that help to illustrate the model clearly and that assist readers in replicating the modeling results described. Presents models in a unified and structured manner to provide a point of reference for readers interested in agent-based modelling of tax evasion Explores the theoretical aspects and diversity of agent-based modeling through the example of tax evasion Provides an overview of the characteristics of more than thirty agent-based tax evasion frameworks Functions as a solid foundation for lectures and seminars on agent-based modelling of tax evasion The only comprehensive treatment of agent-based tax evasion models and their applications, this book is an indispensable working resource for practitioners and tax evasion modelers both in the agent-based computational domain and using other methodologies. It is also an excellent pedagogical resource for teaching tax evasion modeling and/or agent-based modeling generally.
Book Synopsis Agent-based Models of the Economy by : R. Boero
Download or read book Agent-based Models of the Economy written by R. Boero and published by Springer. This book was released on 2015-06-16 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Social Self-Organization by : Dirk Helbing
Download or read book Social Self-Organization written by Dirk Helbing and published by Springer. This book was released on 2012-05-05 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: What are the principles that keep our society together? This question is even more difficult to answer than the long-standing question, what are the forces that keep our world together. However, the social challenges of humanity in the 21st century ranging from the financial crises to the impacts of globalization, require us to make fast progress in our understanding of how society works, and how our future can be managed in a resilient and sustainable way. This book can present only a few very first steps towards this ambitious goal. However, based on simple models of social interactions, one can already gain some surprising insights into the social, ``macro-level'' outcomes and dynamics that is implied by individual, ``micro-level'' interactions. Depending on the nature of these interactions, they may imply the spontaneous formation of social conventions or the birth of social cooperation, but also their sudden breakdown. This can end in deadly crowd disasters or tragedies of the commons (such as financial crises or environmental destruction). Furthermore, we demonstrate that classical modeling approaches (such as representative agent models) do not provide a sufficient understanding of the self-organization in social systems resulting from individual interactions. The consideration of randomness, spatial or network interdependencies, and nonlinear feedback effects turns out to be crucial to get fundamental insights into how social patterns and dynamics emerge. Given the explanation of sometimes counter-intuitive phenomena resulting from these features and their combination, our evolutionary modeling approach appears to be powerful and insightful. The chapters of this book range from a discussion of the modeling strategy for socio-economic systems over experimental issues up the right way of doing agent-based modeling. We furthermore discuss applications ranging from pedestrian and crowd dynamics over opinion formation, coordination, and cooperation up to conflict, and also address the response to information, issues of systemic risks in society and economics, and new approaches to manage complexity in socio-economic systems. Selected parts of this book had been previously published in peer reviewed journals.
Book Synopsis Simulation in Computational Finance and Economics: Tools and Emerging Applications by : Alexandrova-Kabadjova, Biliana
Download or read book Simulation in Computational Finance and Economics: Tools and Emerging Applications written by Alexandrova-Kabadjova, Biliana and published by IGI Global. This book was released on 2012-08-31 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation has become a tool difficult to substitute in many scientific areas like manufacturing, medicine, telecommunications, games, etc. Finance is one of such areas where simulation is a commonly used tool; for example, we can find Monte Carlo simulation in many financial applications like market risk analysis, portfolio optimization, credit risk related applications, etc. Simulation in Computational Finance and Economics: Tools and Emerging Applications presents a thorough collection of works, covering several rich and highly productive areas of research including Risk Management, Agent-Based Simulation, and Payment Methods and Systems, topics that have found new motivations after the strong recession experienced in the last few years. Despite the fact that simulation is widely accepted as a prominent tool, dealing with a simulation-based project requires specific management abilities of the researchers. Economic researchers will find an excellent reference to introduce them to the computational simulation models. The works presented in this book can be used as an inspiration for economic researchers interested in creating their own computational models in their respective fields.
Book Synopsis An Introduction to Agent-Based Modeling by : Uri Wilensky
Download or read book An Introduction to Agent-Based Modeling written by Uri Wilensky and published by MIT Press. This book was released on 2015-04-03 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and hands-on introduction to the core concepts, methods, and applications of agent-based modeling, including detailed NetLogo examples. The advent of widespread fast computing has enabled us to work on more complex problems and to build and analyze more complex models. This book provides an introduction to one of the primary methodologies for research in this new field of knowledge. Agent-based modeling (ABM) offers a new way of doing science: by conducting computer-based experiments. ABM is applicable to complex systems embedded in natural, social, and engineered contexts, across domains that range from engineering to ecology. An Introduction to Agent-Based Modeling offers a comprehensive description of the core concepts, methods, and applications of ABM. Its hands-on approach—with hundreds of examples and exercises using NetLogo—enables readers to begin constructing models immediately, regardless of experience or discipline. The book first describes the nature and rationale of agent-based modeling, then presents the methodology for designing and building ABMs, and finally discusses how to utilize ABMs to answer complex questions. Features in each chapter include step-by-step guides to developing models in the main text; text boxes with additional information and concepts; end-of-chapter explorations; and references and lists of relevant reading. There is also an accompanying website with all the models and code.
