Artificial Markets Modeling

Methods and Applications

  • Andrea Consiglio

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 599)

Table of contents

  1. Front Matter
    Pages I-XV
  2. Macroeconomic Issues

  3. Market Mechanisms and Agents Behavior

    1. Front Matter
      Pages 45-45
    2. Julien Derveeuw, Bruno Beaufils, Philippe Mathieu, Olivier Brandouy
      Pages 47-61
    3. Marco LiCalzi, Paolo Pellizzari
      Pages 81-97
  4. Market Dynamics and Efficiency

    1. Front Matter
      Pages 99-99
    2. Marta Posada, Cesáreo Hernández, Adolfo López-Paredes
      Pages 101-111
    3. Omar Baqueiro, Wiebe Van der Hoek, Peter McBurney
      Pages 113-125
    4. Sabrina Ecca, Mario Locci, Michele Marchesi
      Pages 127-139
    5. Florian Hauser
      Pages 141-153
  5. Analysis of Economic and Social Networks

    1. Front Matter
      Pages 155-155
    2. Andrea Mario Lavezzi, Nicola Meccheri
      Pages 157-169
    3. Jose I. Santos, Ricardo del Olmo, Javier Pajares
      Pages 171-180
    4. Philippe Caillou, Frederic Dubut, Michele Sebag
      Pages 195-207
    5. Raúl Conejeros, Miguel Vargas
      Pages 209-222
  6. Methodological Issues and Applications

    1. Front Matter
      Pages 235-235
    2. Andriy Zapechelnyuk
      Pages 259-277
  7. Back Matter
    Pages 278-279

About this book


Agent-based computational modeling with its intrinsic multidisciplinary approach is gaining increasing recognition in the social sciences, particularly in economics, business and finance. The methodology is now widely used to compute analytical models numerically and test them for departures from theoretical assumptions, and to provide stand-alone simulation models for problems that are analytically intractable.This volume is devoted to recent contributions to the field from both the social sciences and computer sciences. It presents applications of agent-based computational methodologies and tools in the social sciences, focusing strongly on the uses, requirements and constraints of agent-based models employed by social scientists. Topics include agent-based macroeconomics, the emergence of norms and conventions, the dynamics of social and economic networks, and behavioral models in financial markets.


Agent-Based Economics Artificial Markets Complex Systems Computational Economics Heterogenous Behavior computer computer science modeling

Editors and affiliations

  • Andrea Consiglio
    • 1
  1. 1.Department of Statistics and Mathematics Silvio VianelliUniversity of PalermoPalermoItaly

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2007
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Business and Economics
  • Print ISBN 978-3-540-73134-4
  • Online ISBN 978-3-540-73135-1
  • Series Print ISSN 0075-8442
  • Buy this book on publisher's site
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