The Oxford handbook of computational economics and finance / edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du.

Format:

Book

Contributor:

Chen, Shu-Heng, 1959- editor.

Kaboudan, Mak, editor.

Du, Ye-Rong, editor.

Series:

Oxford handbooks online

Oxford handbooks in economics and finance.

Language:

English

Subjects (All):

Economics--Data processing.

Economics.

Economics, Mathematical.

Finance--Data processing.

Finance.

Physical Description:

1 online resource.

Other Title:

Computational economics and finance

Place of Publication:

New York : Oxford University Press, 2018.

System Details:

text file

Summary:

This handbook provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics.

Contents:

Computational Economics in the Era of Natural Computationalism: 50 Years after "The Theory of Self Reproducing Automata" / Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du

Economic and Financial Modeling with Genetic Programming - A Review / Clı́odhna Tuite, Michael O'Neill, Anthony Brabazon

Algorithmic Trading Based on Biologically-inspired Algorithms / Vassilios Vassiliadis, Georgios Dounias

Algorithmic Trading in Practice / Peter Gomber, Kai Zimmermann

Computational Spatiotemporal Modeling of Southern California Home Prices / Mak Kaboudan

Business Applications of Fuzzy Logic / Petr Dostál, Chia-Yang Lin

Modeling of Desirable Socio-economic Networks / Akira Namatame, Takanori Komatsu

Computational Models of Financial Networks, Risk and Regulatory Policies / Kimmo Soramäki

From Minority Games to $-Games / Jorgen Vitting Andersen

An Overview and Evaluation of The CAT Market Design Competition / Tim Miller, Jinzhong Niu, Martin Chapman, Peter McBurney

Agent-Based Macroeconomic Modeling and Policy Analysis: The Eurace@Unibi Model / Herbert Dawid, Simon Gemkow, Philipp Harting, Sander van der Hoog, Michael Neugart

Dynamic Stochastic General Equilibrium Models: A Computational Perspective / Michel Juillard

Agent-Based Models for Economic Policy Design / Michael Neugart, Matteo Richiardi

Computational Economic Modeling of Migration / Anna Klabunde

Computational Industrial Economics / Myong-Hun Chang

Agent-Based Modelling for Financial Markets / Giulia Iori, James Porter

Agent-Based Models of the Labor Market / Frank Westerhoff, Reiner Franke

The Emerging Standard Neurobiological Model of Decision Making / Shih-Wei Wu, Paul W. Glimcher

The Epistemology of Simulation, Computation and Dynamics in Economics / K. Vela Velupillai

Tax-rate Rules for Reducing Government Debt: An Application of Computational Methods for Macroeconomic Stabilization / G. C. Lim, Paul D. McNelis

Solving Rational Expectations Models / Jean Barthélemy, Magali Marx

Computable General Equilibrium Models for Policy Evaluation and Economic Consequence Analysis / Ian Sue Wing, Edward J. Balistreri

Multifractal Models in Finance: Their Origin, Properties, and Applications / Thomas Lux, Mawuli Segnon

Particle Filters for Markov Switching Stochastic Volatility Models / Yun Bao, Carl Chiarella, Boda Kang.

Notes:

Includes bibliographical references and index.

Description based on online resource; title from home page (viewed on January 30, 2018).

Other Format:

Print version :

ISBN:

9780199983421

Access Restriction:

Restricted for use by site license.