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Complex Systems Modeling and Simulation in Economics and Finance

  • Shu-Heng Chen
  • Ying-Fang Kao
  • Ragupathy Venkatachalam
  • Ye-Rong Du
Conference proceedings CEF 2015

Part of the Springer Proceedings in Complexity book series (SPCOM)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Shu-Heng Chen, Ye-Rong Du, Ying-Fang Kao, Ragupathy Venkatachalam, Tina Yu
    Pages 1-14
  3. Agent-Based Computational Economics

    1. Front Matter
      Pages 15-15
    2. Yibing Xiong, Takashi Yamada, Takao Terano
      Pages 17-34
    3. Chia-Hsuan Yeh, Chun-Yi Yang
      Pages 71-90
    4. Sameer Rege, Tomás Navarrete Gutiérrez, Antonino Marvuglia, Enrico Benetto, Didier Stilmant
      Pages 91-112
    5. Shu-Heng Chen, Bin-Tzong Chie, Ying-Fang Kao, Wolfgang Magerl, Ragupathy Venkatachalam
      Pages 113-139
    6. Yangrui Zhang, Honggang Li
      Pages 181-192
    7. Christophre Georges
      Pages 205-220
  4. New Methodologies and Technologies

    1. Front Matter
      Pages 221-221
    2. Douglas W. Blackburn, N. K. Chidambaran
      Pages 223-250
    3. Sami Al-Suwailem, Francisco A. Doria, Mahmoud Kamel
      Pages 275-303
  5. Back Matter
    Pages 305-307

About these proceedings

Introduction

This 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.

Keywords

Agent-based computational economics CEF2015 proceedings Complex adaptive systems Complex economic systems Evolutionary dynamics in economics Evolutionary game theory Machine learning in finance Modelling economic networks Quantitative finance and big data Social networks and social simulation

Editors and affiliations

  • Shu-Heng Chen
    • 1
  • Ying-Fang Kao
    • 2
  • Ragupathy Venkatachalam
    • 3
  • Ye-Rong Du
    • 4
  1. 1.AI-ECON Research Center, Department of EconomicsNational Chengchi UniversityTaipeiTaiwan
  2. 2.AI-ECON Research Center, Department of EconomicsNational Chengchi UniversityTaipeiTaiwan
  3. 3.Institute of Management StudiesGoldsmiths, University of LondonLondonUK
  4. 4.Regional Development Research CenterTaiwan Institute of Economic ResearchTaipeiTaiwan

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-99624-0
  • Copyright Information Springer Nature Switzerland AG 2018
  • Publisher Name Springer, Cham
  • eBook Packages Economics and Finance
  • Print ISBN 978-3-319-99622-6
  • Online ISBN 978-3-319-99624-0
  • Series Print ISSN 2213-8684
  • Series Online ISSN 2213-8692
  • Buy this book on publisher's site
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