Agent-Based Approaches in Economic and Social Complex Systems VI

1. Front Matter

   Pages i-x

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2. Agent-Based Financial Markets

   1. Front Matter

      Pages 1-1

      PDF

   2. Comprehensive Analysis of Information Transmission Among Agents: Similarity and Heterogeneity of Collective Behavior

      • Aki-Hiro Sato

      Pages 3-17

   3. Examining the Effects of Traders’ Overconfidence on Market Behavior

      • Chia-Hsuan Yeh, Chun-Yi Yang

      Pages 19-31

3. Financial Forecasting and Investment

   1. Front Matter

      Pages 33-33

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   2. Short Time Correction to Mean Variance Analysis in an Optimized Two-Stock Portfolio

      • Wenjin Chen, Kwok Y. Szeto

      Pages 35-45

   3. Exchange Rate Forecasting with Hybrid Genetic Algorithms

      • Jui-Fang Chang

      Pages 47-58

4. CognitiveModeling of Agents

   1. Front Matter

      Pages 59-59

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   2. Learning Backward Induction: A Neural Network Agent Approach

      • Leonidas Spiliopoulos

      Pages 61-73

   3. Cognitive-Costed Agent Model of the Microblogging Network

      • Mitsuhiro Nakamura, Hiroshi Deguchi

      Pages 75-84

5. Complexity and Policy Analysis

   1. Front Matter

      Pages 59-59

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   2. Landscape Analysis of Possible Outcomes

      • Yusuke Goto, Shingo Takahashi

      Pages 87-98

   3. The Flow of Information Through People’s Network and Its Effect on Japanese Public Pension System

      • Masatoshi Murakami, Noriyuki Tanida

      Pages 99-118

   4. Identification of Voting with Individual’s Feet Through Agent-Based Modeling

      • Rio Nishida, Takashi Yamada, Atsushi Yoshikawa, Takao Terano

      Pages 119-132

6. Agent-Based Modeling of Good Societies

   1. Front Matter

      Pages 133-133

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   2. Communities, Anti-Communities, Pan-Community as Social Order

      • Yutaka Nakai

      Pages 135-145

   3. Bayesian Analysis Method of Time Series Data in Greenhouse Gas Emissions Trading Market

      • Tomohiro Nakada, Keiki Takadama, Shigeyoshi Watanabe

      Pages 147-159

   4. Large Scale Crowd Simulation of Terminal Station Area When Tokai Earthquake Advisory Information Is Announced Officially

      • Qing-Lin Cui, Manabu Ichikawa, Toshiyuki Kaneda, Hiroshi Deguchi

      Pages 161-174

7. Miscellany

   1. Front Matter

      Pages 175-175

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   2. Boundary Organizations: An Evaluation of Their Impact Through a Multi-Agent System

      • Denis Boissin

      Pages 177-188

Agent-based modeling/simulation is an emergent approach to the analysis of social and economic systems. It provides a bottom-up experimental method to be applied to social sciences such as economics, management, sociology, and politics as well as some engineering fields dealing with social activities. This book includes selected papers presented at the Sixth International Workshop on Agent-Based Approaches in Economic and Social Complex Systems held in Taipei in 2009. We have 39 presentations in the conference, and 14 papers are selected to be included in this volume. These 14 papers are then grouped into six parts: Agent-based financial markets; Financial forecasting and investment; Cognitive modeling of agents; Complexity and policy analysis; Agent-based modeling of good societies; and Miscellany. The research presented here shows the state of the art in this rapidly growing field.

• Agent-based modeling, Simulation and Validation Techniques
• Complex social system and organization theory
• Computational finance
• Learning and expectations

• AI-ECON Research Center Department of Economics, National Chengchi University, Taiwan, ROC

  Shu-Heng Chen

• Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of Technology, Midori-ku, Japan

  Takao Terano

• Department of International Business, National Chengchi University, Taiwan, ROC

  Ryuichi Yamamoto

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