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電子書籍詳細


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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 University Press 2018/01
784p.
出版国: US
ISBN: 9780199844371
eISBN: 9780190877507
KNPID: EY00224616
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Full Description

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.

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 Du2. Dynamic Stochastic General EquilibriumModels: A Computational PerspectiveMichel Juillard3.Tax-rate Rules for Reducing Government Debt: An Application of Computational Methods for Macroeconomic StabilizationG. C. Lim and Paul D. McNelis4.Solving Rational Expectations ModelsJean Barthélemy and Magali Marx5.Computable General EquilibriumModels for Policy Evaluation and Economic Consequence AnalysisIan Sue Wing and Edward J. Balistreri6. Multifractal Models in Finance: Their Origin, Properties, and ApplicationsThomas Lux and Mawuli Segnon7. Particle Filters for Markov Switching Stochastic Volatility ModelsYun Bao, Carl Chiarella, and Boda Kang8. Economic and Financial Modeling with Genetic Programming - A ReviewClíodhna Tuite, Michael O'Neill, and Anthony Brabazon9. Algorithmic Trading Based on Biologically-inspired AlgorithmsVassilios Vassiliadis and Georgios Dounias10. Algorithmic Trading in PracticePeter Gomber and Kai Zimmermann11. Computational Spatiotemporal Modeling of Southern California Home PricesMak Kaboudan12. Business Applications of Fuzzy LogicPetr Dostál and Chia-Yang Lin13. Modeling of Desirable Socio-economic NetworksAkira Namatame and Takanori Komatsu14. ComputationalModels of Financial Networks, Risk and Regulatory PoliciesKimmo Soramäki15. From Minority Games to$-GamesJorgen Vitting Andersen16. An Overview and Evaluation of The CAT Market Design CompetitionTim Miller, Jinzhong Niu, Martin Chapman, and Peter McBurney17. Agent-Based Macroeconomic Modeling and Policy Analysis: The Eurace@Unibi ModelHerbert Dawid, Simon Gemkow, Philipp Harting, Sander van der Hoog, and Michael Neugart18. Agent-Based Models for Economic Policy Design: Two Illustrative ExamplesFrank Westerhoff and Reiner Franke19. Computational Economic Modeling of MigrationAnna Klabunde20. Computational Industrial Economics - A Generative Approach to Dynamic Analysis in Industrial OrganizationMyong-Hun Chang21. Agent-Based Modeling for Financial MarketsGiulia Iori and James Porter22. Agent-Based Models of the Labor MarketMichael Neugart and Matteo Richiardi23. The Emerging Standard Neurobiological Model of Decision Making: Strengths, Weaknesses, and Future DirectionsShih-Wei Wu and Paul W. Glimcher24. The Epistemology of Simulation, Computation and Dynamics in EconomicsK. Vela VelupillaiIndex