000 03479nam a22004935i 4500
001 978-3-642-16943-4
003 DE-He213
005 20140220083750.0
007 cr nn 008mamaa
008 110322s2011 gw | s |||| 0|eng d
020 _a9783642169434
_9978-3-642-16943-4
024 7 _a10.1007/978-3-642-16943-4
_2doi
050 4 _aHB1-846.8
072 7 _aKCA
_2bicssc
072 7 _aBUS069030
_2bisacsh
082 0 4 _a330.1
_223
100 1 _aDawid, Herbert.
_eeditor.
245 1 0 _aComputational Methods in Economic Dynamics
_h[electronic resource] /
_cedited by Herbert Dawid, Willi Semmler.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2011.
300 _aVIII, 216 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aDynamic Modeling and Econometrics in Economics and Finance,
_x1566-0419 ;
_v13
505 0 _aEditorial -- Market Dynamics With Heterogeneous Agents: Allocative Efficiency and Traders' Protection Under Zero Intelligence Behavior -- Using Software Agents to Supplement Tests Conducted by Human Subjects -- Diversification Effect of Heterogeneous Beliefs -- Can Investors Benefit from Using Trading Rules Evolved by Genetic Programming? A Test of the Adaptive Efficiency of U.S. Stock Markets With Margin Trading Allowed -- Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques -- Dynamic Policy Perspectives: Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application -- Energy Shocks and Macroeconomic Stabilization Policies in an Agent-based Macro Model -- The Impact of Migration on Origin Countries: A Numerical Analysis -- An Algorithmic Equilibrium Solution for n-Person Dynamic Stackelberg Difference Games With Open-Loop Information Pattern.
520 _aThis volume is centered around the issue of market design and resulting market dynamics. The economic crisis of 2007-2009 has once again highlighted the importance of a proper design of market protocols and institutional details for economic dynamics and macroeconomics. Papers in this volume capture institutional details of particular markets, behavioral details of agents' decision making as well as spillovers between markets and effects to the macroeconomy. Computational methods are used to replicate and understand market dynamics emerging from interaction of heterogeneous agents, and to develop models that have predictive power for complex market dynamics. Finally treatments of overlapping generations models and differential games with heterogeneous actors are provided.
650 0 _aEconomics.
650 0 _aSocial sciences
_xData processing.
650 0 _aEconomics, Mathematical.
650 1 4 _aEconomics/Management Science.
650 2 4 _aEconomic Theory.
650 2 4 _aComputer Appl. in Social and Behavioral Sciences.
650 2 4 _aGame Theory/Mathematical Methods.
650 2 4 _aOperations Research/Decision Theory.
700 1 _aSemmler, Willi.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642169427
830 0 _aDynamic Modeling and Econometrics in Economics and Finance,
_x1566-0419 ;
_v13
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-16943-4
912 _aZDB-2-SBE
999 _c107215
_d107215