Agent-based methods in economics and finance : simulations in Swarm
著者
書誌事項
Agent-based methods in economics and finance : simulations in Swarm
（Advances in computational economics, v. 17）
Kluwer Academic Publishers, c2002
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
This second book on financial and economic simulations in Swarm marks the continued progress by a group of researchers to incorporate agent-based computer models as an important tool within their disci pline. It is encouraging to see such a clear example of Swarm helping to foster a community of users who rely on the Swarm framework for their own analyses. Swarm aims at legitimizing agent-based computer models as a tool for the study of complex systems. A further goal is that a common base framework will lead to the growth of user communities in specific areas of application. By providing an organizing framework to guide the development of more problem-specific structures, and by dealing with a whole range of issues that affect their fundamental correctness and their ability to be developed and reused, Swarm has sought to make the use of agent-based models a legitimate tool of scientific investigation that also meets the practical needs of investigators within a community.
目次
- List of Figures. Preface. Contributing Authors. Introduction. Part I: A Modest Proposal. 1. Prospect for an Economics Framework for Swarm
- C. Bruun. Part II: New Tools. 2. Automated Trading Experiments with MAML
- L. Gulyas, T. Vincze. 3. VSB - Visual Swarm Builder - A Visual tool for Swarm Agent Based Environment
- A. Perrone, M. Tenuti. 4. SWIEE - a Swarm Web Interface for Experimental Economics
- R. Boero. Part III: Financial Applications. 5. Contagion of Financial Crises under Local and Global Networks
- A. Cassar, N. Duffy. 6. Simulating Fractal Financial Markets
- M. Corazza, A. Perrone. 7. Growing Theories from the `Bottom Up'. A Simple Entry-Exit Model
- D. Delli Gatti, et al. 8. Cognitive Agents Behaving in a Simple Stock Market Structure
- P. Terna. Part IV: Other Contributions. 9. Production Partnerships Formation with Heterogeneous Agents: a Simulation in SWARM
- D. Fiaschi, et al. 10. Casino World: An Agent-based Model with Heterogeneous Risk Preferences and Adaptive Behavior
- M. Harrington, D. Higa. 11. Search in Artificial Labour Markets: a Simulation Study
- M.D. Sapienza, M. Fontana. Index.
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