Artificial Markets Modeling

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Methods and Applications, Lecture Notes in Economics and Mathematical Systems 599

ISBN: 3540731342
ISBN 13: 9783540731344
Herausgeber: Andrea Consiglio
Verlag: Springer Verlag GmbH
Umfang: xv, 279 S.
Erscheinungsdatum: 27.08.2007
Auflage: 1/2007
Produktform: Kartoniert
Einband: KT

Includes supplementary material: sn.pub/extras

Artikelnummer: 1884374 Kategorie:

Beschreibung

InhaltsangabeMacroeconomic Issues.- Beyond the Static Money Multiplier: In Search of a Dynamic Theory of Money.- Macroeconomic Effects of the Interest Rate Level: Growth and Fluctuations in an Economy with Bank Capital Adequacy Standards.- Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages.- Market Mechanisms and Agents Behavior.- Testing Double Auction as a Component Within a Generic Market Model Architecture.- A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis.- Which Market Protocols Facilitate Fair Trading?.- Market Dynamics and Efficiency.- An Artificial Economics View of the Walrasian and Marshallian Stability.- The Performance of Option-Trading Software Agents: Initial Results.- Studies on the Impact of the Option Market on the Underlying Stock Market.- On Rational Noise Trading and Market Impact.- Analysis of Economic and Social Networks.- A Note on Symmetry in Job Contact Networks.- Innovation and Knowledge Spillovers in a Networked Industry.- Heterogeneous Agents with Local Social Influence Networks: Path Dependence and Plurality of Equilibria in the ACE Noiseless Case.- Economy-Driven Shaping of Social Networks and Emerging Class Behaviors.- Group Effect, Productivity and Segregation Optimality.- The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process.- Methodological Issues and Applications.- Market Selection of Competent Venture Capitalists.- A Binary Particle Swarm Optimization Algorithm for a Double Auction Market.- Better-Reply Strategies with Bounded Recall.

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