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Artificial Economics

Agent-Based Methods in Finance, Game Theory and Their Applications

  • Conference proceedings
  • © 2006

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Editors:
  1. M. Beckmann
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  2. H. P. Künzi
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  3. G. Fandel

    1. LIFL, USTL, Cité Scientifique, Villeneuve d’Ascq Cedex

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  4. W. Trockel

    1. LIFL, USTL, Cité Scientifique, Villeneuve d’Ascq Cedex

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  5. A. Basile
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  6. A. Drexl
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  7. H. Dawid
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  8. K. Inderfurth
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  9. W. Kürsten
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  10. U. Schittko
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  11. Philippe Mathieu

    1. Fachbereich Wirtschaftswissenschaften, Fernuniversität Hagen, Hagen, Germany

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  12. Bruno Beaufils

    1. Institut für Mathematische Wirtschaftsforschung (IMW), Universität Bielefeld, Bielefeld, Germany

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  13. Olivier Brandouy

    1. CLAREE, USTL, Lille Cedex, France

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Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 564)

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Table of contents (19 papers)

  1. Front Matter

    Pages I-XIII
    Download chapter PDF

  2. Artificial Stock Markets

    1. Time Series Properties from an Artificial Stock Market with a Walrasian Auctioneer

      • Thomas Stümpert, Detlef Seese, Malte Sunderkötter
      Pages 3-14

    2. Market Dynamics and Agents Behaviors: a Computational Approach

      • Julien Derveeuw
      Pages 15-26

    3. Traders Imprint Themselves by Adaptively Updating their Own Avatar

      • Gilles Daniel, Lev Muchnik, Sorin Solomon
      Pages 27-38

  3. Learning in Models

    1. Learning in Continuous Double Auction Market

      • Marta Posada, Cesáreo Hernández, Adolfo López-Paredes
      Pages 41-51

    2. Firms Adaptation in Dynamic Economic Systems

      • Lilia Rejeb, Zahia Guessoum
      Pages 53-64

    3. Firm Size Dynamics in a Cournot Computational Model

      • Francesco Saraceno, Jason Barr
      Pages 65-77

  4. Case-Studies and Applications

    1. Emergence of a Self-Organized Dynamic Fishery Sector: Application to Simulation of the Small-Scale Fresh Fish Supply Chain in Senegal.

      • Jean Le Fur
      Pages 79-89

    2. Multi-Agent Model of Trust in a Human Game

      • Catholijn M. Jonker, Sebastiaan Meijer, Dmytro Tykhonov, Tim Verwaart
      Pages 91-102

    3. A Counterexample for the Bullwhip Effect in a Supply Chain

      • Toshiji Kawagoe, Shihomi Wada
      Pages 103-111

  5. Bottom-Up Approaches

    1. Collective Efficiency in Two-Sided Matching

      • Tomoko Fuku, Akira Namatame, Taisei Kaizouji
      Pages 115-126

    2. Complex Dynamics, Financial Fragility and Stylized Facts

      • Domenico Delli Gatti, Edoardo Gaffeo, Mauro Gallegati, Gianfranco Giulioni, Alan Kirman, Antonio Palestrini et al.
      Pages 127-135

    3. Noisy Trading in the Large Market Limit

      • Mikhail Anufriev, Giulio Bottazzi
      Pages 137-145

    4. Emergence in Multi-Agent Systems: Cognitive Hierarchy, Detection, and Complexity Reduction part I: Methodological Issues

      • Jean-Louis Dessalles, Denis Phan
      Pages 147-159

  6. Methodological Issues

    1. The Implications of Case-Based Reasoning in Strategic Contexts

      • Luis R. Izquierdo, Nicholas M. Gotts
      Pages 163-174

    2. A Model of Myerson-Nash Equilibria in Networks

      • Paolo Pin
      Pages 175-188

  7. Market Dynamics

    1. Stock Price Dynamics in Artificial Multi-Agent Stock Markets

      • A.O.I. Hoffmann, S.A. Delre, J.H. von Eije, W. Jager
      Pages 191-201

    2. Market Failure Caused by Quality Uncertainty

      • Segismundo S. Izquierdo, Luis R. Izquierdo, José M. Galán, Cesáreo Hernández
      Pages 203-213

    3. Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders

      • Andrea Consiglio, Valerio Lacagnina, Annalisa Russino
      Pages 215-226

    4. How Do the Differences Among Order Distributions Affect the Rate of Investment Returns and the Contract Rate

      • Shingo Yamamoto, Shihomi Wada, Toshiji Kawagoe
      Pages 227-237
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Keywords

About this book

Agent-based Computational Economics (ACE) is a new discipline of economics, largely grounded on concepts like evolution, auto-organisation and emergence: it intensively uses computer simulations as well as artificial intelligence, mostly based on multi-agents systems. The purpose of this book is to give an up-to date view of the scientific production in the fields of Agent-based Computational Economics (mainly in Market Finance and Game Theory). Based on communications given at AE'2005 (Lille, USTL, France), this book offers a wide panorama of recent advances in ACE (both theoretical and methodological) that will interest academics as well as practitioners.

Editors and Affiliations

  • LIFL, USTL, Cité Scientifique, Villeneuve d’Ascq Cedex

    G. Fandel, W. Trockel

  • Fachbereich Wirtschaftswissenschaften, Fernuniversität Hagen, Hagen, Germany

    Philippe Mathieu

  • Institut für Mathematische Wirtschaftsforschung (IMW), Universität Bielefeld, Bielefeld, Germany

    Bruno Beaufils

  • CLAREE, USTL, Lille Cedex, France

    Olivier Brandouy

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