Author: Kamran Dadkhah
Publisher: Springer Science & Business Media
ISBN: 3642137482
Category : Business & Economics
Languages : en
Pages : 547
Book Description
This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of Maple in mathematical analysis. Examples drawn from recent contributions to economic theory and econometrics as well as a variety of end of chapter exercises help to illustrate and apply the presented concepts.
Foundations of Mathematical and Computational Economics
Author: Kamran Dadkhah
Publisher: Springer Science & Business Media
ISBN: 3642137482
Category : Business & Economics
Languages : en
Pages : 547
Book Description
This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of Maple in mathematical analysis. Examples drawn from recent contributions to economic theory and econometrics as well as a variety of end of chapter exercises help to illustrate and apply the presented concepts.
Publisher: Springer Science & Business Media
ISBN: 3642137482
Category : Business & Economics
Languages : en
Pages : 547
Book Description
This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of Maple in mathematical analysis. Examples drawn from recent contributions to economic theory and econometrics as well as a variety of end of chapter exercises help to illustrate and apply the presented concepts.
Economic Foundations of Symmetric Programming
Author: Quirino Paris
Publisher: Cambridge University Press
ISBN: 1139492292
Category : Business & Economics
Languages : en
Pages : 569
Book Description
The search for symmetry is part of the fundamental scientific paradigm in mathematics and physics. Can this be valid also for economics? This book represents an attempt to explore this possibility. The behavior of price-taking producers, monopolists, monopsonists, sectoral market equilibria, behavior under risk and uncertainty, and two-person zero- and non-zero-sum games are analyzed and discussed under the unifying structure called the linear complementarity problem. Furthermore, the equilibrium problem allows for the relaxation of often-stated but unnecessary assumptions. This unifying approach offers the advantage of a better understanding of the structure of economic models. It also introduces the simplest and most elegant algorithm for solving a wide class of problems.
Publisher: Cambridge University Press
ISBN: 1139492292
Category : Business & Economics
Languages : en
Pages : 569
Book Description
The search for symmetry is part of the fundamental scientific paradigm in mathematics and physics. Can this be valid also for economics? This book represents an attempt to explore this possibility. The behavior of price-taking producers, monopolists, monopsonists, sectoral market equilibria, behavior under risk and uncertainty, and two-person zero- and non-zero-sum games are analyzed and discussed under the unifying structure called the linear complementarity problem. Furthermore, the equilibrium problem allows for the relaxation of often-stated but unnecessary assumptions. This unifying approach offers the advantage of a better understanding of the structure of economic models. It also introduces the simplest and most elegant algorithm for solving a wide class of problems.
Computable Economics
Author: Kumaraswamy Velupillai
Publisher:
ISBN: 9780198295273
Category : Business & Economics
Languages : en
Pages : 250
Book Description
In the field of economic analysis, computability in the formation of economic hypotheses is seen as the way forward. In this book, Professor Velupillai implements a theoretical research program along these lines. Choice theory, learning rational expectations equlibria, the persistence of adaptive behavior, arithmetical games, aspects of production theory, and economic dynamics are given recursion theoretic (i.e. computable) interpretations.
Publisher:
ISBN: 9780198295273
Category : Business & Economics
Languages : en
Pages : 250
Book Description
In the field of economic analysis, computability in the formation of economic hypotheses is seen as the way forward. In this book, Professor Velupillai implements a theoretical research program along these lines. Choice theory, learning rational expectations equlibria, the persistence of adaptive behavior, arithmetical games, aspects of production theory, and economic dynamics are given recursion theoretic (i.e. computable) interpretations.
Numerical Methods in Economics
Author: Kenneth L. Judd
Publisher: MIT Press
ISBN: 0262547740
Category : Business & Economics
Languages : en
Pages : 657
Book Description
To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on R^n, including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A website contains supplementary material including programs and answers to exercises.
Publisher: MIT Press
ISBN: 0262547740
Category : Business & Economics
Languages : en
Pages : 657
Book Description
To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on R^n, including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A website contains supplementary material including programs and answers to exercises.
Foundations of Mathematical Economics
Author: Michael Carter
Publisher: MIT Press
ISBN: 9780262531924
Category : Business & Economics
Languages : en
Pages : 678
Book Description
This book provides a comprehensive introduction to the mathematical foundations of economics, from basic set theory to fixed point theorems and constrained optimization. Rather than simply offer a collection of problem-solving techniques, the book emphasizes the unifying mathematical principles that underlie economics. Features include an extended presentation of separation theorems and their applications, an account of constraint qualification in constrained optimization, and an introduction to monotone comparative statics. These topics are developed by way of more than 800 exercises. The book is designed to be used as a graduate text, a resource for self-study, and a reference for the professional economist.
Publisher: MIT Press
ISBN: 9780262531924
Category : Business & Economics
Languages : en
Pages : 678
Book Description
This book provides a comprehensive introduction to the mathematical foundations of economics, from basic set theory to fixed point theorems and constrained optimization. Rather than simply offer a collection of problem-solving techniques, the book emphasizes the unifying mathematical principles that underlie economics. Features include an extended presentation of separation theorems and their applications, an account of constraint qualification in constrained optimization, and an introduction to monotone comparative statics. These topics are developed by way of more than 800 exercises. The book is designed to be used as a graduate text, a resource for self-study, and a reference for the professional economist.
Handbook of Computational Economics
Author: Leigh Tesfatsion
Publisher: Elsevier
ISBN: 0080459870
Category : Business & Economics
Languages : en
Pages : 905
Book Description
The explosive growth in computational power over the past several decades offers new tools and opportunities for economists. This handbook volume surveys recent research on Agent-based Computational Economics (ACE), the computational study of economic processes modeled as dynamic systems of interacting agents. Empirical referents for "agents" in ACE models can range from individuals or social groups with learning capabilities to physical world features with no cognitive function. Topics covered include: learning; empirical validation; network economics; social dynamics; financial markets; innovation and technological change; organizations; market design; automated markets and trading agents; political economy; social-ecological systems; computational laboratory development; and general methodological issues.*Every volume contains contributions from leading researchers*Each Handbook presents an accurate, self-contained survey of a particular topic *The series provides comprehensive and accessible surveys
Publisher: Elsevier
ISBN: 0080459870
Category : Business & Economics
Languages : en
Pages : 905
Book Description
The explosive growth in computational power over the past several decades offers new tools and opportunities for economists. This handbook volume surveys recent research on Agent-based Computational Economics (ACE), the computational study of economic processes modeled as dynamic systems of interacting agents. Empirical referents for "agents" in ACE models can range from individuals or social groups with learning capabilities to physical world features with no cognitive function. Topics covered include: learning; empirical validation; network economics; social dynamics; financial markets; innovation and technological change; organizations; market design; automated markets and trading agents; political economy; social-ecological systems; computational laboratory development; and general methodological issues.*Every volume contains contributions from leading researchers*Each Handbook presents an accurate, self-contained survey of a particular topic *The series provides comprehensive and accessible surveys
Foundations of Complex-system Theories
Author: Sunny Y. Auyang
Publisher: Cambridge University Press
ISBN: 9780521778268
Category : Business & Economics
Languages : en
Pages : 422
Book Description
Analyzes approaches to the study of complexity in the physical, biological, and social sciences.
Publisher: Cambridge University Press
ISBN: 9780521778268
Category : Business & Economics
Languages : en
Pages : 422
Book Description
Analyzes approaches to the study of complexity in the physical, biological, and social sciences.
Handbook of Computational Econometrics
Author: David A. Belsley
Publisher: John Wiley & Sons
ISBN: 0470748907
Category : Mathematics
Languages : en
Pages : 514
Book Description
Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
Publisher: John Wiley & Sons
ISBN: 0470748907
Category : Mathematics
Languages : en
Pages : 514
Book Description
Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
Foundations of Computation
Author: Carol Critchlow
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 256
Book Description
Foundations of Computation is a free textbook for a one-semester course in theoretical computer science. It has been used for several years in a course at Hobart and William Smith Colleges. The course has no prerequisites other than introductory computer programming. The first half of the course covers material on logic, sets, and functions that would often be taught in a course in discrete mathematics. The second part covers material on automata, formal languages and grammar that would ordinarily be encountered in an upper level course in theoretical computer science.
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 256
Book Description
Foundations of Computation is a free textbook for a one-semester course in theoretical computer science. It has been used for several years in a course at Hobart and William Smith Colleges. The course has no prerequisites other than introductory computer programming. The first half of the course covers material on logic, sets, and functions that would often be taught in a course in discrete mathematics. The second part covers material on automata, formal languages and grammar that would ordinarily be encountered in an upper level course in theoretical computer science.
Introduction to Agent-Based Economics
Author: Mauro Gallegati
Publisher: Academic Press
ISBN: 0128039035
Category : Business & Economics
Languages : en
Pages : 276
Book Description
Introduction to Agent-Based Economics describes the principal elements of agent-based computational economics (ACE). It illustrates ACE's theoretical foundations, which are rooted in the application of the concept of complexity to the social sciences, and it depicts its growth and development from a non-linear out-of-equilibrium approach to a state-of-the-art agent-based macroeconomics. The book helps readers gain a better understanding of the limits and perspectives of the ACE models and their capacity to reproduce economic phenomena and empirical patterns. - Reviews the literature of agent-based computational economics - Analyzes approaches to agents' expectations - Covers one of the few large macroeconomic agent-based models, the Modellaccio - Illustrates both analytical and computational methodologies for producing tractable solutions of macro ACE models - Describes diffusion and amplification mechanisms - Depicts macroeconomic experiments related to ACE implementations
Publisher: Academic Press
ISBN: 0128039035
Category : Business & Economics
Languages : en
Pages : 276
Book Description
Introduction to Agent-Based Economics describes the principal elements of agent-based computational economics (ACE). It illustrates ACE's theoretical foundations, which are rooted in the application of the concept of complexity to the social sciences, and it depicts its growth and development from a non-linear out-of-equilibrium approach to a state-of-the-art agent-based macroeconomics. The book helps readers gain a better understanding of the limits and perspectives of the ACE models and their capacity to reproduce economic phenomena and empirical patterns. - Reviews the literature of agent-based computational economics - Analyzes approaches to agents' expectations - Covers one of the few large macroeconomic agent-based models, the Modellaccio - Illustrates both analytical and computational methodologies for producing tractable solutions of macro ACE models - Describes diffusion and amplification mechanisms - Depicts macroeconomic experiments related to ACE implementations