LEADER 04248nam 22006255 450 001 9910299627103321 005 20200629211441.0 010 $a3-319-99624-X 024 7 $a10.1007/978-3-319-99624-0 035 $a(CKB)4100000007158846 035 $a(MiAaPQ)EBC5601958 035 $a(DE-He213)978-3-319-99624-0 035 $a(EXLCZ)994100000007158846 100 $a20181120d2018 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aComplex Systems Modeling and Simulation in Economics and Finance /$fedited by Shu-Heng Chen, Ying-Fang Kao, Ragupathy Venkatachalam, Ye-Rong Du 205 $a1st ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018. 215 $a1 online resource (308 pages) 225 1 $aSpringer Proceedings in Complexity,$x2213-8684 311 $a3-319-99622-3 327 $aAgent-Based Macro Models -- Laboratory Experiments -- Expectations and Learning -- The Cross-Strait: Computational and Behavioral Approach to Economics -- Quantitative Finance -- Theory of Heterogeneous Agents -- Modelling Economic Networks -- Computational Methods -- Agent-Based Models and Policy Design -- Agent-Based Models: Econometric issues and Validation -- Machine Learning in Finance -- Systemic Risks and Network Resilience -- House Prices and Mortgage Debt -- Dynamics of limit order markets -- Asset pricing and portfolio optimization -- Measuring risks in financial assets. 330 $aThis title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an interdisciplinary approach and simulation remains the unifying theme for these papers as they deal with a wide range of topics in economics. This text is a valuable addition to complex systems scholarship in view of economic science. The computational experiments reported in the book are both transparent and replicable. Complex System Modeling and Simulation in Economics and Finance is useful for graduate courses of complex systems, with particular focus on economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic. 410 0$aSpringer Proceedings in Complexity,$x2213-8684 606 $aEconomic theory 606 $aSociophysics 606 $aEconophysics 606 $aSystem theory 606 $aArtificial intelligence 606 $aEconomic Theory/Quantitative Economics/Mathematical Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/W29000 606 $aData-driven Science, Modeling and Theory Building$3https://scigraph.springernature.com/ontologies/product-market-codes/P33030 606 $aComplex Systems$3https://scigraph.springernature.com/ontologies/product-market-codes/M13090 606 $aArtificial Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/I21000 615 0$aEconomic theory. 615 0$aSociophysics. 615 0$aEconophysics. 615 0$aSystem theory. 615 0$aArtificial intelligence. 615 14$aEconomic Theory/Quantitative Economics/Mathematical Methods. 615 24$aData-driven Science, Modeling and Theory Building. 615 24$aComplex Systems. 615 24$aArtificial Intelligence. 676 $a330.0113 702 $aChen$b Shu-Heng$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aKao$b Ying-Fang$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aVenkatachalam$b Ragupathy$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aDu$b Ye-Rong$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910299627103321 996 $aComplex Systems Modeling and Simulation in Economics and Finance$92543217 997 $aUNINA