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Springer Proceedings in Complexity

Complex Systems Modeling and Simulation in Economics and Finance

Editors: Chen, S.-H., Kao, Y.-F., Venkatachalam, R., Du, Y.-R. (Eds.)

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eBook $169.00
price for USA in USD (gross)
  • ISBN 978-3-319-99624-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $219.99
price for USA in USD
  • ISBN 978-3-319-99622-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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 focus on economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic.

Table of contents (14 chapters)

Table of contents (14 chapters)
  • On Complex Economic Dynamics: Agent-Based Computational Modeling and Beyond

    Pages 1-14

    Chen, Shu-Heng (et al.)

  • Dark Pool Usage and Equity Market Volatility

    Pages 17-34

    Xiong, Yibing (et al.)

  • Modelling Complex Financial Markets Using Real-Time Human–Agent Trading Experiments

    Pages 35-69

    Cartlidge, John (et al.)

  • Does High-Frequency Trading Matter?

    Pages 71-90

    Yeh, Chia-Hsuan (et al.)

  • Modelling Price Discovery in an Agent Based Model for Agriculture in Luxembourg

    Pages 91-112

    Rege, Sameer (et al.)

Buy this book

eBook $169.00
price for USA in USD (gross)
  • ISBN 978-3-319-99624-0
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $219.99
price for USA in USD
  • ISBN 978-3-319-99622-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Complex Systems Modeling and Simulation in Economics and Finance
Editors
  • Shu-Heng Chen
  • Ying-Fang Kao
  • Ragupathy Venkatachalam
  • Ye-Rong Du
Series Title
Springer Proceedings in Complexity
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-319-99624-0
DOI
10.1007/978-3-319-99624-0
Hardcover ISBN
978-3-319-99622-6
Series ISSN
2213-8684
Edition Number
1
Number of Pages
VIII, 307
Number of Illustrations
20 b/w illustrations, 51 illustrations in colour
Topics