Nonlinearity, complexity and randomness in economics : towards algorithmic foundations for economics
著者
書誌事項
Nonlinearity, complexity and randomness in economics : towards algorithmic foundations for economics
Wiley-Blackwell, 2012
- : pbk
大学図書館所蔵 全5件
注記
"Originally published as a special issue of the Journal of economic surveys (Volume 25, Issue 3)"--T.p. verso
Includes bibliographical references and index
内容説明・目次
内容説明
Nonlinearity, Complexity and Randomness in Economics presents a variety of papers by leading economists, scientists, and philosophers who focus on different aspects of nonlinearity, complexity and randomness, and their implications for economics. A theme of the book is that economics should be based on algorithmic, computable mathematical foundations.
Features an interdisciplinary collection of papers by economists, scientists, and philosophers
Presents new approaches to macroeconomic modelling, agent-based modelling, financial markets, and emergent complexity
Reveals how economics today must be based on algorithmic, computable mathematical foundations
目次
Notes on Contributors vii 1. Introduction 1
Stefano Zambelli
2. Towards an Algorithmic Revolution in Economic Theory 7
K. Vela Velupillai
3. An Algorithmic Information-Theoretic Approach to the Behaviour of Financial Markets 37
Hector Zenil and Jean-Paul Delahaye
4. Complexity and Randomness in Mathematics: Philosophical Reflections on the Relevance for Economic Modelling 69
Sundar Sarukkai
5. Behavioural Complexity 85
Sami Al-Suwailem
6. Bounded Rationality and the Emergence of Simplicity Amidst Complexity 111
Cassey Lee
7. Emergent Complexity in Agent-Based Computational Economics 131
Shu-Heng Chen and Shu G.Wang
8. Non-Linear Dynamics, Complexity and Randomness: Algorithmic Foundations 151
K. Vela Velupillai
9. Stock-Flow Interactions, Disequilibrium Macroeconomics and the Role of Economic Policy 173
Toichiro Asada, Carl Chiarella, Peter Flaschel, Tarik Mouakil, Christian Proa~no andWilli Semmler
10. Equilibrium Versus Market Efficiency: Randomness versus Complexity in Finance Markets 203
Joseph L. McCauley
11. Flexible Accelerator Economic Systems as Coupled Oscillators 211
Stefano Zambelli
12. Shifting Sands: Non-Linearity, Complexity and Randomness in Economics 237
Donald A.R. George
Index 241
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