Computing, Economic Dynamics, and Finance

Computing, Economic Dynamics, and Finance PDF Author: Peter Nathan Ireland
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 252

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Book Description

Computing, Economic Dynamics, and Finance

Computing, Economic Dynamics, and Finance PDF Author: Peter Nathan Ireland
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 252

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Book Description


Special Double Issue: Computing, Economic Dynamics, and Finance

Special Double Issue: Computing, Economic Dynamics, and Finance PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Special Issue: Computing in Economics and Finance

Special Issue: Computing in Economics and Finance PDF Author: Nicolaas J. Vriend
Publisher:
ISBN:
Category :
Languages : en
Pages : 369

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Book Description


Computing in economics and finance

Computing in economics and finance PDF Author: Michel Juillard
Publisher:
ISBN:
Category :
Languages : en
Pages : 325

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Book Description


Special Double Issue: Computing in Economics and Finance

Special Double Issue: Computing in Economics and Finance PDF Author: Michel Juillard
Publisher:
ISBN:
Category :
Languages : en
Pages : 327

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Book Description


Economic Dynamics, second edition

Economic Dynamics, second edition PDF Author: John Stachurski
Publisher: MIT Press
ISBN: 0262544776
Category : Business & Economics
Languages : en
Pages : 395

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Book Description
The second edition of a rigorous and example-driven introduction to topics in economic dynamics that emphasizes techniques for modeling dynamic systems. This text provides an introduction to the modern theory of economic dynamics, with emphasis on mathematical and computational techniques for modeling dynamic systems. Written to be both rigorous and engaging, the book shows how sound understanding of the underlying theory leads to effective algorithms for solving real-world problems. The material makes extensive use of programming examples to illustrate ideas, bringing to life the abstract concepts in the text. Key topics include algorithms and scientific computing, simulation, Markov models, and dynamic programming. Part I introduces fundamentals and part II covers more advanced material. This second edition has been thoroughly updated, drawing on recent research in the field. New for the second edition: “Programming-language agnostic” presentation using pseudocode. New chapter 1 covering conceptual issues concerning Markov chains such as ergodicity and stability. New focus in chapter 2 on algorithms and techniques for program design and high-performance computing. New focus on household problems rather than optimal growth in material on dynamic programming. Solutions to many exercises, code, and other resources available on a supplementary website.

Computing in economics and finance

Computing in economics and finance PDF Author: Nicolaas J. Vriend
Publisher:
ISBN:
Category :
Languages : en
Pages : 367

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Book Description


The Oxford Handbook of Computational Economics and Finance

The Oxford Handbook of Computational Economics and Finance PDF Author: Shu-Heng Chen
Publisher: Oxford University Press
ISBN: 0190877502
Category : Business & Economics
Languages : en
Pages : 785

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Book Description
The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

Evolutionary Computation in Economics and Finance

Evolutionary Computation in Economics and Finance PDF Author: Shu-Heng Chen
Publisher: Physica
ISBN: 3790817848
Category : Computers
Languages : en
Pages : 459

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Book Description
After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on web sites, conferences, and computer software.

Computational Methods in Economic Dynamics

Computational Methods in Economic Dynamics PDF Author: Herbert Dawid
Publisher: Springer Science & Business Media
ISBN: 3642169430
Category : Business & Economics
Languages : en
Pages : 217

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Book Description
This volume is centered around the issue of market design and resulting market dynamics. The economic crisis of 2007-2009 has once again highlighted the importance of a proper design of market protocols and institutional details for economic dynamics and macroeconomics. Papers in this volume capture institutional details of particular markets, behavioral details of agents' decision making as well as spillovers between markets and effects to the macroeconomy. Computational methods are used to replicate and understand market dynamics emerging from interaction of heterogeneous agents, and to develop models that have predictive power for complex market dynamics. Finally treatments of overlapping generations models and differential games with heterogeneous actors are provided.