Skip to main content
SpringerLink
Log in

Adaptive Information Systems and Modelling in Economics and Management Science

  • Book
  • © 2005

Overview

Editors:
  1. Alfred Taudes

    1. Abteilung für Produktionsmanagement, Wirtschaftsuniversität, Vienna, Austria

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  • A complete guide to modeling learning and adaption in marketing, finance and strategic management, data analysis and agent-based simulation techniques for artificial economies, learning and adaption in economic systems
  • A model based approach

Part of the book series: Interdisciplinary Studies in Economics and Management (ISEM, volume 5)

  • 6649 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (17 chapters)

  1. Front Matter

    Pages 1-13
    Download chapter PDF

  2. Introduction General scientific concept: aims of SFB 010

    1. Introduction General scientific concept: aims of SFB 010

      • Alfred Taudes
      Pages 15-19

  3. Modeling Consumer Behavior

    1. Front Matter

      Pages 21-21
      Download chapter PDF

    2. Basic Concepts and a Discrete-Time Model

      • Christian Buchta, Josef Mazanec
      Pages 23-44

    3. A Continuous-Time ACM Model and Experiment

      • Ulrike Schuster, Jürgen Wöckl
      Pages 45-56

    4. Capturing Unobserved Consumer Heterogeneity Using the Bayesian Heterogeneity Model

      • Sylvia Frühwirth-Schnatter, Regina Tüchler, Thomas Otter
      Pages 57-70

  4. Modeling Financial Markets

    1. Front Matter

      Pages 71-71
      Download chapter PDF

    2. Non-linear Volatility Modeling in Classical and Bayesian Frameworks with Applications to Risk Management

      • Tatiana Miazhynskaia, Engelbert Dockner, Sylvia Frühwirth-Schnatter, Georg Dorffner
      Pages 73-98

    3. Expectation Formation and Learning in Adaptive Capital Market Models

      • Engelbert J. Dockner, Leopold Sögner
      Pages 99-112

  5. Agent-Based Simulation Models

    1. Front Matter

      Pages 113-113
      Download chapter PDF

    2. The Artificial Economy: A Generic Simulation Environment for Heterogeneous Agents

      • David Meyer, Alexandros Karatzoglou
      Pages 115-125

    3. Disruptive Technologies: the Threat and its Defense

      • Christian Buchta, David Meyer, Andreas Mild, Alexander Pfister, Alfred Taudes
      Pages 127-143

    4. Agent-Based Simulation of Power Markets

      • Thomas Steinberger, Lucas Zinner
      Pages 145-157

    5. A Simulation Model of Coupled Consumer and Financial Markets

      • Brian Sallans, Alexander Pfister, Alexandros Karatzoglou, Georg Dorffner
      Pages 159-193

    6. Product Diversification in an Artificial Strategy Environment

      • Roland Bauer, Albert Schwingenschlögl, Rudolf Vetschera
      Pages 195-217

  6. Statistical Modeling and Software Development

    1. Front Matter

      Pages 219-219
      Download chapter PDF

    2. Parameter Estimation and Forecasting under Asymmetric Loss

      • Thomas Steinberger, Lucas Zinner
      Pages 221-231

    3. Identification of multivariate state-space systems

      • Thomas Ribarits, Manfred Deistler
      Pages 233-241

    4. Factor Models for Multivariate Time Series

      • Eva Hamann, Manfred Deistler, Wolfgang Scherrer
      Pages 243-251

    5. Detecting Longitudinal Heterogeneity in Generalized Linear Models

      • Achim Zeileis
      Pages 253-259
Back to top

Keywords

About this book

Learning and adaption are key features of "real economies". Studying interesting real phenomena like innovation, industry evolution or the role of expectation formulation in financial markets thus necessitates novel methods of data analysis and modelling. This title covers statistical models of heterogeneity, artificial consumer markets, models of adaptive expectation formulation in financial markets and agent-based models of industry evolution, product diversification and energy markets. The joint findings are presented in a manner that is interesting both for readers with a background in economics/management and mathematics and statistics and also for non-expert readers because it allows them to grasp the ideas of modern management science. This book thus provides a unique integrated toolbox for building realistic agent-based models of learning and adaption in a variety of settings based on sound data analysis.

Editors and Affiliations

  • Abteilung für Produktionsmanagement, Wirtschaftsuniversität, Vienna, Austria

    Alfred Taudes

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation