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000806552 019__ $$a961007107
000806552 020__ $$a9783319440583$$q(electronic book)
000806552 020__ $$a3319440586$$q(electronic book)
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000806552 08204 $$a330.015195$$223
000806552 24500 $$aEconomics with heterogeneous interacting agents :$$ba practical guide to agent-based modeling /$$cAlessandro Caiani, Alberto Russo, Antonio Palestrini, Mauro Gallegati, editors.
000806552 264_1 $$aSwitzerland :$$bSpringer,$$c[2016]
000806552 300__ $$a1 online resource.
000806552 336__ $$atext$$btxt$$2rdacontent
000806552 337__ $$acomputer$$bc$$2rdamedia
000806552 338__ $$aonline resource$$bcr$$2rdacarrier
000806552 4901_ $$aNew economic windows
000806552 504__ $$aIncludes bibliographical references and index.
000806552 5050_ $$aForeword; Contents; Contributors; Introduction; 1 Getting Started: The Aggregation Conundrums and Basic Toolkits of Agent Based Modeling; 1.1 Understanding Heterogeneity and Interaction in Economic Models; 1.1.1 Aggregate Models with Boundlessly Rational Agents; 1.1.2 The Aggregation Problem; 1.1.3 The Standard Approach and the Aggregation Problem; 1.1.4 A Didactic Example Comparing ABM with the Standard Approach; 1.1.5 Behavioral Rules and Aggregation in ABM; 1.1.6 Aggregation in ABM with Network Effects; 1.2 Basic Macroeconomic Agent Based Tools; 1.2.1 Macroeconomic Building Blocks.
000806552 5058_ $$a1.2.2 Expectations1.2.3 Production and Credit; 1.2.4 Innovation; 1.2.5 Consumption; 1.2.6 Government and Central Bank; 1.2.7 Exit and Enter; 1.3 Basic Financial Agent Based Tools; 1.3.1 Financial Building Blocks; 1.3.2 Microfoundations and Behavioural Rules; 1.3.3 Market Microstructure; 2 A Simple Model of Business Fluctuations with Heterogeneous Interacting Agents and Credit Networks; 2.1 Getting Started: Implementing a Toy Model; 2.1.1 Model Theoretical Setup; 2.1.2 Implementing the Model Using R; 2.1.3 Simulating the Model; 2.1.4 Some Variations; 2.1.5 Multiple Simulations.
000806552 5058_ $$a2.1.6 A #x8D;Large#x8E; Computational Experiment2.1.7 Sensitivity Analysis; 2.1.8 A Policy Experiment; 2.2 Going Further: Heterogeneous Agents and Credit Networks; 2.2.1 Model Setup; 2.2.2 Implementing the Model with R; 2.2.3 Implementing the Model in R; 2.2.4 Sensitivity; 2.2.5 Policy Experiment; 2.2.6 Network Analysis; 2.2.7 Network Statistics; 2.3 A Calibration Experiment; 2.4 Exercise; 3 Modeling Financial Markets in an Agent-Based Framework; 3.1 Introduction; 3.2 The Model; 3.2.1 The Market Microstructure; 3.2.2 The Communication Network; 3.3 Implementing the Financial Model: Preliminary Steps.
000806552 5058_ $$a3.4 Order of Events in the Simplified Financial Model3.5 Implementing the Model in C; 3.5.1 Basic Structure of a C Source Code; 3.6 Implementing the C Source Code; 3.6.1 Introduction; 3.6.2 Initialize Variables; 3.6.3 The Matrix Functions; 3.6.4 The Trade Function; 3.6.5 The Check_Book Function; 3.7 Simulations and Results; 3.7.1 Returns and Volatility; 3.7.2 Book and Order Flows; 3.7.3 Discussion: The Network Analysis; 3.8 Exercises; 3.9 Appendix: Hill Estimator; 3.10 Appendix: Modified R/S and Long Memory; 4 Heavy-Tailed Distributions for Agent-Based Economic Modelling; 4.1 Introduction.
000806552 5058_ $$a4.2 Heavy-Tailed Distributions4.3 Power-Law Distributions; 4.3.1 Some Basic Definitions and Properties; 4.3.2 Recognizing Power-Law Distributions; 4.3.3 Estimating Power-Law Distributional Parameters; 4.3.4 Testing a Set of Data for Power-Law Distribution; 4.3.5 Models of Generation of Power-Law Distributions; 4.4 The Laplace Distribution; 4.5 Exercise; Conclusion; References; Index.
000806552 506__ $$aAccess limited to authorized users.
000806552 520__ $$aThis book offers a practical guide to Agent Based economic modeling, adopting a “learning by doing” approach to help the reader master the fundamental tools needed to create and analyze Agent Based models. After providing them with a basic “toolkit” for Agent Based modeling, it present and discusses didactic models of real financial and economic systems in detail. While stressing the main features and advantages of the bottom-up perspective inherent to this approach, the book also highlights the logic and practical steps that characterize the model building procedure. A detailed description of the underlying codes, developed using R and C, is also provided. In addition, each didactic model is accompanied by exercises and applications designed to promote active learning on the part of the reader. Following the same approach, the book also presents several complementary tools required for the analysis and validation of the models, such as sensitivity experiments, calibration exercises, economic network and statistical distributions analysis. By the end of the book, the reader will have gained a deeper understanding of the Agent Based methodology and be prepared to use the fundamental techniques required to start developing their own economic models. Accordingly, “Economics with Heterogeneous Interacting Agents” will be of particular interest to graduate and postgraduate students, as well as to academic institutions and lecturers interested in including an overview of the AB approach to economic modeling in their courses.--$$cProvided by publisher.
000806552 588__ $$aOnline resource; title from PDF title page (viewed September 30, 2016).
000806552 650_0 $$aEconometric models.
000806552 650_0 $$aEconomics$$xMathematical models.
000806552 7001_ $$aCaiani, Alessandro,$$eeditor.
000806552 7001_ $$aRusso, Alberto,$$eeditor.
000806552 7001_ $$aPalestrini, Antonio,$$eeditor.
000806552 7001_ $$aGallegati, M.$$q(Mauro),$$eeditor.
000806552 830_0 $$aNew economic windows.
000806552 852__ $$bebk
000806552 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-44058-3$$zOnline Access$$91397441.1
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000806552 980__ $$aEBOOK
000806552 980__ $$aBIB
000806552 982__ $$aEbook
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