Econophysics of agent-based models [electronic resource] / Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors.
Abergel, Frédéric, editor of compilation.
2013
HB137
Available Online

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Title Econophysics of agent-based models [electronic resource] / Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh, editors.
ISBN 9783319000237 electronic book
3319000233 electronic book
9783319000220
DOI https://doi.org/10.1007/978-3-319-00023-7
Published Cham : Springer, [2013?]
Copyright ©2014
Language English
Description 1 online resource (viii, 302 pages) : illustrations.
Other Standard Identifiers 10.1007/978-3-319-00023-7 doi
Call Number HB137
Dewey Decimal Classification 330.015195
Summary The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations. Most standard economic models assume the existence of the representative agent, who is perfectly rational and applies the utility maximization principle when taking action. One reason for this is the desire to keep models mathematically tractable: no tools are available to economists for solving non-linear models of heterogeneous adaptive agents without explicit optimization. In contrast, multi-agent models, which originated from statistical physics considerations, allow us to go beyond the prototype theories of traditional economics involving the representative agent. This book is based on the Econophys-Kolkata VII Workshop, at which many such modelling efforts were presented. In the book, leading researchers in their fields report on their latest work, consider recent developments and review the contemporary literature.
Bibliography, etc. Note Includes bibliographical references.
Access Note Access limited to authorized users.
Source of Description Description based on online resource; title from PDF title page (SpringerLink, viewed September 9, 2013).
Added Author Abergel, Frédéric, editor of compilation.
Series New economic windows, 2039-411X
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