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Agent-Based Methods in Economics and Finance Francesco Luna

Agent-Based Methods in Economics and Finance By Francesco Luna

Agent-Based Methods in Economics and Finance by Francesco Luna


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Summary

This second book on financial and economic simulations in Swarm marks the continued progress by a group of researchers to incorporate agent-based computer models as an important tool within their disci pline.

Agent-Based Methods in Economics and Finance Summary

Agent-Based Methods in Economics and Finance: Simulations in Swarm by Francesco Luna

This second book on financial and economic simulations in Swarm marks the continued progress by a group of researchers to incorporate agent-based computer models as an important tool within their disci pline. It is encouraging to see such a clear example of Swarm helping to foster a community of users who rely on the Swarm framework for their own analyses. Swarm aims at legitimizing agent-based computer models as a tool for the study of complex systems. A further goal is that a common base framework will lead to the growth of user communities in specific areas of application. By providing an organizing framework to guide the development of more problem-specific structures, and by dealing with a whole range of issues that affect their fundamental correctness and their ability to be developed and reused, Swarm has sought to make the use of agent-based models a legitimate tool of scientific investigation that also meets the practical needs of investigators within a community.

About Francesco Luna

Francesco Luna is a specialist in Computable Economics

Table of Contents

List of Figures.- Preface.- Contributing Authors.- I a modest proposal.- 1 Prospect for an Economics Framework for Swarm.- II new tools.- 2 Automated Trading Experiments with MAML.- 3 VSB - Visual Swarm Builder - A Visual tool for Swarm Agent Based Environment.- 4 SWIEE - a Swarm Web Interface for Experimental Economics.- III financial applications.- 5 Contagion of Financial Crises un-der Local and Global Networks.- 6 Simulating Fractal Financial Markets.- 7 Growing Theories from the Bottom Up. A Simple Entry-Exit Model.- 8 Cognitive Agents Behaving in a Simple Stock Market Structure.- IV other contributions.- 9 Production Partnerships Formation with Heterogeneous Agents: a Simulation in SWARM.- 10 CasinoWorld:An Agent-based Model with Heterogeneous Risk Preferences and Adaptive Behavior.- 11 Search in Artificial Labour Markets: a Simulation Study.

Additional information

NPB9780792374190
9780792374190
0792374193
Agent-Based Methods in Economics and Finance: Simulations in Swarm by Francesco Luna
New
Hardback
Springer
2001-10-31
306
N/A
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