Complex Systems in Finance and Econometrics

1. Front Matter

   Pages I-XXII

   PDF

2. Agent Based Computational Economics

   • Moshe Levy

   Pages 1-21

3. Agent Based Modeling and Neoclassical Economics: A Critical Perspective*

   • Scott Moss

   Pages 22-29

4. Agent Based Models in Economics and Complexity

   • Mauro Gallegati, Matteo G. Richiardi

   Pages 30-53

5. Bayesian Methods in Non-linear Time Series

   • Oleg Korenok

   Pages 54-68

6. Business Policy and Strategy, System Dynamics Applications to

   • James M. Lyneis

   Pages 69-92

7. Corporate and Municipal Bond Market Microstructure in the U.S.

   • Michael S. Piwowar

   Pages 93-115

8. Delay and Disruption in Complex Projects

   • Susan Howick, Fran Ackermann, Colin Eden, Terry Williams

   Pages 116-135

9. Diffusion of Innovations, System Dynamics Analysis of the

   • Peter M. Milling, Frank H. Maier

   Pages 136-162

10. Dynamics of Income Distribution in a Market Economy: Possibilities for Poverty Allevation

    • Khalid Saeed

    Pages 163-189

11. Econometrics: Models of Regime Changes

    • Jeremy Piger

    Pages 190-202

12. Econometrics: Non-linear Cointegration

    • Juan-Carlos Escanciano, Alvaro Escribano

    Pages 203-215

13. Econometrics: Panel Data Methods

    • Jeffrey M. Wooldridge

    Pages 215-237

14. Econophysics, Observational

    • Bertrand M. Roehner

    Pages 238-246

15. Econophysics, Statistical Mechanics Approach to

    • Victor M. Yakovenko

    Pages 247-273

16. Extreme Events in Socio-economic and Political Complex Systems, Predictability of

    • Vladimir Keilis-Borok, Alexandre Soloviev, Allan Lichtman

    Pages 273-289

17. Finance and Econometrics, Introduction to

    • Bruce Mizrach

    Pages 290-292

18. Finance, Agent Based Modeling in

    • Sebastiano Manzan

    Pages 293-307

19. Financial Economics, Fat-Tailed Distributions

    • Markus Haas, Christian Pigorsch

    Pages 308-339

20. Financial Economics, Non-linear Time Series in

    • Terence C. Mills, Raphael N. Markellos

    Pages 340-352

Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity and systems theory as applied to an understanding of complex, financial-based business and social systems. Fractals, nonlinear time series modeling, cellular automata, game theory, network theory and statistical physics are among the essential tools and techniques for predicting, monitoring, evaluating, managing, and decision-making in a wide range of fields from health care, poverty alleviation, and energy and the environment, to manufacturing and quality assurance, model building, organizational learning. and macro and microeconomics. Sixty of the world’s leading experts present 47 articles for an audience of advanced undergraduate and graduate students, professors, and professionals in all of these fields.

• quantitative finance

• RAMTECH LIMITED, Larkspur, USA

  Robert A. Meyers

Policies and ethics