Special Double Issue Computational Methods In Economic Dynamics And Finance
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Special Double Issue Computational Methods In Economic Dynamics And Finance
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Author : Sean Holly
language : en
Publisher:
Release Date : 2001
Special Double Issue Computational Methods In Economic Dynamics And Finance written by Sean Holly and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Computational Methods In Economic Dynamics
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Author : Herbert Dawid
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-03-23
Computational Methods In Economic Dynamics written by Herbert Dawid and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-23 with Business & Economics categories.
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.
Journal Of Economic Dynamics Control
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Author :
language : en
Publisher:
Release Date : 2001
Journal Of Economic Dynamics Control written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Economic development categories.
Applied Computational Economics And Finance
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Author : Mario J. Miranda
language : en
Publisher: MIT Press
Release Date : 2004-08-20
Applied Computational Economics And Finance written by Mario J. Miranda and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-08-20 with Business & Economics categories.
This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.
Computational Techniques For Econometrics And Economic Analysis
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Author : D.A. Belsley
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Computational Techniques For Econometrics And Economic Analysis written by D.A. Belsley and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Business & Economics categories.
It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has become a tool for performing as well as an environment in which to perform economics and econometrics, taking over where theory bogs down, allowing at least approximate answers to questions that defy closed mathematical or analytical solutions. Tasks may now be attempted that were hitherto beyond human potential, and all the forces available can now be marshalled efficiently, leading to the achievement of desired goals. Computational Techniques for Econometrics and Economic Analysis is a collection of recent studies which exemplify all these elements, demonstrating the power that the computer brings to the economic analysts. The book is divided into four parts: 1 -- the computer and econometric methods; 2 -- the computer and economic analysis; 3 -- computational techniques for econometrics; and 4 -- the computer and econometric studies.
Mathematical Modelling And Numerical Methods In Finance
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Author : Alain Bensoussan
language : en
Publisher: Elsevier
Release Date : 2009-06-16
Mathematical Modelling And Numerical Methods In Finance written by Alain Bensoussan and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-16 with Mathematics categories.
Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. - Coverage of all aspects of quantitative finance including models, computational methods and applications - Provides an overview of new ideas and results - Contributors are leaders of the field
Financial Networks
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Author : Anna Nagurney
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Financial Networks written by Anna Nagurney and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Financial analysis is concerned with the study of capital flows over time and space. This book presents a new theory of multi-sector, multi-instrument financial systems based on the visualization of such systems as networks. The framework is both qualitative and computational and depends crucially on the methodologies of finite-dimensional variational inequality theory for the study of statics and equilibrium states and on projected dynamical systems for the study of dynamics and disequilibrium behavior. Moreover, it adds a graphical dimension to the fundamental economic structure of financial systems and their evolution through time.
Economic Dynamics Second Edition
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Author : John Stachurski
language : en
Publisher: MIT Press
Release Date : 2022-08-16
Economic Dynamics Second Edition written by John Stachurski and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-16 with Business & Economics categories.
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.
Computational Methods In Financial Engineering
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Author : Erricos Kontoghiorghes
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-02-26
Computational Methods In Financial Engineering written by Erricos Kontoghiorghes and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-26 with Business & Economics categories.
Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
Agent Based Computational Economics
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Author : Shu-Heng Chen
language : en
Publisher: Routledge
Release Date : 2017-09-19
Agent Based Computational Economics written by Shu-Heng Chen and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-19 with Business & Economics categories.
This book aims to answer two questions that are fundamental to the study of agent-based economic models: what is agent-based computational economics and why do we need agent-based economic modelling of economy? This book provides a review of the development of agent-based computational economics (ACE) from a perspective on how artificial economic agents are designed under the influences of complex sciences, experimental economics, artificial intelligence, evolutionary biology, psychology, anthropology and neuroscience. This book begins with a historical review of ACE by tracing its origins. From a modelling viewpoint, ACE brings truly decentralized procedures into market analysis, from a single market to the whole economy. This book also reviews how experimental economics and artificial intelligence have shaped the development of ACE. For the former, the book discusses how ACE models can be used to analyse the economic consequences of cognitive capacity, personality and cultural inheritance. For the latter, the book covers the various tools used to construct artificial adaptive agents, including reinforcement learning, fuzzy decision rules, neural networks, and evolutionary computation. This book will be of interest to graduate students researching computational economics, experimental economics, behavioural economics, and research methodology.