書籍詳細

書籍詳細




洋書

オックスフォード版 コンピュータ経済学・金融ハンドブック

The Oxford Handbook of Computational Economics and Finance

(Oxford Handbooks)

Chen, Shu-Heng (EDT)   Kaboudan, Mak (EDT)   Du, Ye-rong (EDT)

Oxford Univ Pr 2018/02
770 p. 26 cm   
装丁: Hrd    装丁について
テキストの言語: ENG    出版国: GB
ISBN: 9780199844371
KCN: 1028979320
紀伊國屋書店 選定タイトル
標準価格:¥23,111(本体 ¥21,010)   
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納期について
DDC: 330.0151
KDC: E112 数理・計量経済
E210 金融理論
関連書リスト: SB2963 経済学ハンドブック2018
SB2975 経営学ハンドブック2018
SB3040 経済学ハンドブック2019
SB3052
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Annotation

This Handbook is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society.

Full Description

This is an insightful survey of approaches to computational analysis of economics and finance.
Detailed information

Table of Contents

1. Computational Economics in the Era of Natural Computationalism: 50 Years after "The Theory of Self-Reproducing Automata" Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du 2. Dynamic Stochastic General EquilibriumModels: A Computational Perspective Michel Juillard 3.Tax-rate Rules for Reducing Government Debt: An Application of Computational Methods for Macroeconomic Stabilization G. C. Lim and Paul D. McNelis 4.Solving Rational Expectations Models Jean Barthelemy and Magali Marx 5.Computable General EquilibriumModels for Policy Evaluation and Economic Consequence Analysis Ian Sue Wing and Edward J. Balistreri 6. Multifractal Models in Finance: Their Origin, Properties, and Applications Thomas Lux and Mawuli Segnon 7. Particle Filters for Markov Switching Stochastic Volatility Models Yun Bao, Carl Chiarella, and Boda Kang 8. Economic and Financial Modeling with Genetic Programming - A Review Cliodhna Tuite, Michael O'Neill, and Anthony Brabazon 9. Algorithmic Trading Based on Biologically-inspired Algorithms Vassilios Vassiliadis and Georgios Dounias 10. Algorithmic Trading in Practice Peter Gomber and Kai Zimmermann 11. Computational Spatiotemporal Modeling of Southern California Home Prices Mak Kaboudan 12. Business Applications of Fuzzy Logic Petr Dostal and Chia-Yang Lin 13. Modeling of Desirable Socio-economic Networks Akira Namatame and Takanori Komatsu 14. ComputationalModels of Financial Networks, Risk and Regulatory Policies Kimmo Soramaki 15. From Minority Games to$-Games Jorgen Vitting Andersen 16. An Overview and Evaluation of The CAT Market Design Competition Tim Miller, Jinzhong Niu, Martin Chapman, and Peter McBurney 17. Agent-Based Macroeconomic Modeling and Policy Analysis: The Eurace@Unibi Model Herbert Dawid, Simon Gemkow, Philipp Harting, Sander van der Hoog, and Michael Neugart 18. Agent-Based Models for Economic Policy Design: Two Illustrative Examples Frank Westerhoff and Reiner Franke 19. Computational Economic Modeling of Migration Anna Klabunde 20. Computational Industrial Economics - A Generative Approach to Dynamic Analysis in Industrial Organization Myong-Hun Chang 21. Agent-Based Modeling for Financial Markets Giulia Iori and James Porter 22. Agent-Based Models of the Labor Market Michael Neugart and Matteo Richiardi 23. The Emerging Standard Neurobiological Model of Decision Making: Strengths, Weaknesses, and Future Directions Shih-Wei Wu and Paul W. Glimcher 24. The Epistemology of Simulation, Computation and Dynamics in Economics K. Vela Velupillai Index