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Lecture Notes in Economics and Mathematical Systems

Artificial Markets Modeling

Methods and Applications

Editors: Consiglio, Andrea (Ed.)

  • Features recent contributions to agent-based computational modeling from both the social sciences and computer sciences
  • Presents applications of methodologies and tools, focusing on the needs of social scientists
  • Provides problem-solving tools for researchers and professionals in economics, business, and finance
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eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-540-73135-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.00
price for USA in USD
  • ISBN 978-3-540-73134-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Agent-based computational modeling with its intrinsic multidisciplinary approach is gaining increasing recognition in the social sciences, particularly in economics, business and finance. The methodology is now widely used to compute analytical models numerically and test them for departures from theoretical assumptions, and to provide stand-alone simulation models for problems that are analytically intractable.This volume is devoted to recent contributions to the field from both the social sciences and computer sciences. It presents applications of agent-based computational methodologies and tools in the social sciences, focusing strongly on the uses, requirements and constraints of agent-based models employed by social scientists. Topics include agent-based macroeconomics, the emergence of norms and conventions, the dynamics of social and economic networks, and behavioral models in financial markets.

Table of contents (19 chapters)

  • Beyond the Static Money Multiplier: In Search of a Dynamic Theory of Money

    Berardi, Michele

    Pages 3-16

  • Macroeconomic Effects of the Interest Rate Level: Growth and Fluctuations in an Economy with Bank Capital Adequacy Standards

    Giulioni, Gianfranco

    Pages 17-32

  • Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages

    Raberto, Marco (et al.)

    Pages 33-44

  • Testing Double Auction as a Component Within a Generic Market Model Architecture

    Derveeuw, Julien (et al.)

    Pages 47-61

  • A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis

    Brandouy, Olivier (et al.)

    Pages 63-79

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-540-73135-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.00
price for USA in USD
  • ISBN 978-3-540-73134-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Artificial Markets Modeling
Book Subtitle
Methods and Applications
Editors
  • Andrea Consiglio
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
599
Copyright
2007
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-73135-1
DOI
10.1007/978-3-540-73135-1
Softcover ISBN
978-3-540-73134-4
Series ISSN
0075-8442
Edition Number
1
Number of Pages
XV, 279
Topics