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  • Conference proceedings
  • © 2018

Complex Systems Modeling and Simulation in Economics and Finance

Conference proceedings info: CEF 2015.

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Table of contents (14 papers)

  1. Front Matter

    Pages i-viii
  2. On Complex Economic Dynamics: Agent-Based Computational Modeling and Beyond

    • Shu-Heng Chen, Ye-Rong Du, Ying-Fang Kao, Ragupathy Venkatachalam, Tina Yu
    Pages 1-14
  3. Agent-Based Computational Economics

    1. Front Matter

      Pages 15-15
    2. Dark Pool Usage and Equity Market Volatility

      • Yibing Xiong, Takashi Yamada, Takao Terano
      Pages 17-34
    3. Does High-Frequency Trading Matter?

      • Chia-Hsuan Yeh, Chun-Yi Yang
      Pages 71-90
    4. Modelling Price Discovery in an Agent Based Model for Agriculture in Luxembourg

      • Sameer Rege, Tomás Navarrete Gutiérrez, Antonino Marvuglia, Enrico Benetto, Didier Stilmant
      Pages 91-112
    5. Heterogeneity, Price Discovery and Inequality in an Agent-Based Scarf Economy

      • Shu-Heng Chen, Bin-Tzong Chie, Ying-Fang Kao, Wolfgang Magerl, Ragupathy Venkatachalam
      Pages 113-139
    6. Price Volatility on Investor’s Social Network

      • Yangrui Zhang, Honggang Li
      Pages 181-192
    7. Product Innovation and Macroeconomic Dynamics

      • Christophre Georges
      Pages 205-220
  4. New Methodologies and Technologies

    1. Front Matter

      Pages 221-221
    2. Measuring Market Integration: US Stock and REIT Markets

      • Douglas W. Blackburn, N. K. Chidambaran
      Pages 223-250
    3. Is Risk Quantifiable?

      • Sami Al-Suwailem, Francisco A. Doria, Mahmoud Kamel
      Pages 275-303
  5. Back Matter

    Pages 305-307

Other Volumes

  1. Complex Systems Modeling and Simulation in Economics and Finance

About this book

This title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an interdisciplinary approach and simulation remains the unifying theme for these papers as they deal with a wide range of topics in economics. The text is a valuable addition to the efforts in promoting the complex systems view in economic science. The computational experiments reported in the book are both transparent and replicable.

Complex System Modeling and Simulation in Economics and Finance is useful for graduate courses of complex systems, with particular focuson economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic.

Editors and Affiliations

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

    Shu-Heng Chen, Ying-Fang Kao

  • Institute of Management Studies, Goldsmiths, University of London, London, UK

    Ragupathy Venkatachalam

  • Regional Development Research Center, Taiwan Institute of Economic Research, Taipei, Taiwan

    Ye-Rong Du

Bibliographic Information

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access