The Oxford handbook of computational economics and finance:
Saved in:
| Other Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York
Oxford University Press
[2018]
|
| Series: | Oxford handbooks
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | xii, 770 Seiten Illustrationen, Diagramme, Karte 25 cm |
| ISBN: | 9780199844371 |
Staff View
MARC
| LEADER | 00000nam a22000008c 4500 | ||
|---|---|---|---|
| 001 | BV044882666 | ||
| 003 | DE-604 | ||
| 005 | 20181008 | ||
| 007 | t | ||
| 008 | 180327s2018 a||| |||| 00||| eng d | ||
| 020 | |a 9780199844371 |c hbk. : £97.00 |9 978-0-19-984437-1 | ||
| 035 | |a (OCoLC)1018204097 | ||
| 035 | |a (DE-599)BSZ496383477 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-20 |a DE-739 |a DE-703 |a DE-473 |a DE-N2 | ||
| 082 | 0 | |a 330.0151 | |
| 084 | |a QH 500 |0 (DE-625)141607: |2 rvk | ||
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 245 | 1 | 0 | |a The Oxford handbook of computational economics and finance |c edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du |
| 246 | 1 | 3 | |a Handbook of computational economics and finance |
| 246 | 1 | 3 | |a Computational economics and finance |
| 264 | 1 | |a New York |b Oxford University Press |c [2018] | |
| 264 | 4 | |c © 2018 | |
| 300 | |a xii, 770 Seiten |b Illustrationen, Diagramme, Karte |c 25 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Oxford handbooks | |
| 500 | |a Literaturangaben | ||
| 650 | 0 | 7 | |a Wirtschaft |0 (DE-588)4066399-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzwissenschaft |0 (DE-588)4121273-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Datenverarbeitung |0 (DE-588)4011152-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wirtschaftsmathematik |0 (DE-588)4066472-7 |2 gnd |9 rswk-swf |
| 653 | 0 | |a Economics / Data processing | |
| 653 | 0 | |a Economics, Mathematical | |
| 653 | 0 | |a Finance / Data processing | |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Wirtschaft |0 (DE-588)4066399-1 |D s |
| 689 | 0 | 1 | |a Datenverarbeitung |0 (DE-588)4011152-0 |D s |
| 689 | 0 | 2 | |a Wirtschaftsmathematik |0 (DE-588)4066472-7 |D s |
| 689 | 0 | 3 | |a Finanzwissenschaft |0 (DE-588)4121273-3 |D s |
| 689 | 0 | 4 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 700 | 1 | |a Chen, Shu-Heng |d 1959- |0 (DE-588)121139662 |4 edt | |
| 700 | 1 | |a Kaboudan, Mak |4 edt | |
| 700 | 1 | |a Du, Ye-Rong |4 edt | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030276840&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030276840 | ||
Record in the Search Index
| _version_ | 1804178422048489472 |
|---|---|
| adam_text | Contents
List of Contributors ix
1. Computational Economics in the Era of Natural Computationalism:
Fifty Years after The Theory of Self-Reproducing Automata 1
Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du
2. Dynamic Stochastic General Equilibrium Models: A Computational
Perspective 39
Michel Juillard
3. Tax-rate Rules for Reducing Government Debt: An Application of
Computational Methods for Macroeconomic Stabilization 72
G. C. Lim and Paul D. McNelis
4. Solving Rational Expectations Models 98
Jean Barthelemy and Magali Marx
5. Computable General Equilibrium Models for Policy Evaluation
and Economic Consequence Analysis 139
Ian Sue Wing and Edward J. Balistreri
6. Multifractal Models in Finance: Their Origin, Properties, and
Applications 204
Thomas Lux and Mawuli Segnon
7. Particle Filters for Markov-Switching Stochastic Volatility Models 249
Yun Bao, Carl Chiarella, and Boda Kang
8. Economic and Financial Modeling with Genetic Programming:
A Review 267
ClIodhna Tuite, Michael O’Neill, and Anthony Brabazon
9. Algorithmic Trading Based on Biologically Inspired Algorithms 295
Vassilios Vassiliadis and Georgios Dounias
VI
CONTENTS
io. Algorithmic Trading in Practice 311
Peter Gomber and Kai Zimmermann
i l. Computational Spatiotemporal Modeling of Southern
California Home Prices 333
Mak Kaboudan
12. Business Applications of Fuzzy Logic 360
Petr Dostal and Chia-Yang Lin
13. Modeling of Desirable Socioeconomic Networks 397
Akira Namatame and Takanori Komatsu
14. Computational Models of Financial Networks, Risk, and
Regulatory Policies 420
Kimmo Soramaki
15. From Minority Games to $-Games 441
JORGEN VlTTING ANDERSEN
16. An Overview and Evaluation of the CAT Market Design
Competition 468
Tim Miller, Jinzhong Niu, Martin Chapman, and
Peter McBurney
17. Agent-Based Macroeconomic Modeling and Policy Analysis:
The Eurace@Unibi Model 490
Herbert Dawid, Simon Gemkow, Philipp Harting, Sander
VAN DER HoOG, AND MlCHAEL NeUGART
18. Agent-Based Models for Economic Policy Design: Two
Illustrative Examples 520
Frank Westerhoff and Reiner Franke
19. Computational Economic Modeling of Migration 559
Anna Klabunde
20. Computational Industrial Economics: A Generative Approach
to Dynamic Analysis in Industrial Organization 594
Myong-Hun Chang
21. Agent-Based Modeling for Financial Markets 635
Giulia Iori and James Porter
CONTENTS Vll
22. Agent-Based Models of the Labor Market 667
Michael Neugart and Matteo Richiardi
23. The Emerging Standard Neurobiological Model of Decision
Making: Strengths, Weaknesses, and Future Directions 688
Shih-Wei Wu and Paul W. Glimcher
24. The Epistemology of Simulation, Computation, and Dynamics
in Economics 714
K. Vela Velupillai
Index
761
|
| any_adam_object | 1 |
| author2 | Chen, Shu-Heng 1959- Kaboudan, Mak Du, Ye-Rong |
| author2_role | edt edt edt |
| author2_variant | s h c shc m k mk y r d yrd |
| author_GND | (DE-588)121139662 |
| author_facet | Chen, Shu-Heng 1959- Kaboudan, Mak Du, Ye-Rong |
| building | Verbundindex |
| bvnumber | BV044882666 |
| classification_rvk | QH 500 QP 890 |
| ctrlnum | (OCoLC)1018204097 (DE-599)BSZ496383477 |
| dewey-full | 330.0151 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.0151 |
| dewey-search | 330.0151 |
| dewey-sort | 3330.0151 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02386nam a22005658c 4500</leader><controlfield tag="001">BV044882666</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20181008 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">180327s2018 a||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780199844371</subfield><subfield code="c">hbk. : £97.00</subfield><subfield code="9">978-0-19-984437-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1018204097</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BSZ496383477</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-N2</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.0151</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 500</subfield><subfield code="0">(DE-625)141607:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The Oxford handbook of computational economics and finance</subfield><subfield code="c">edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Handbook of computational economics and finance</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Computational economics and finance</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York</subfield><subfield code="b">Oxford University Press</subfield><subfield code="c">[2018]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2018</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xii, 770 Seiten</subfield><subfield code="b">Illustrationen, Diagramme, Karte</subfield><subfield code="c">25 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Oxford handbooks</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturangaben</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wirtschaft</subfield><subfield code="0">(DE-588)4066399-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzwissenschaft</subfield><subfield code="0">(DE-588)4121273-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Datenverarbeitung</subfield><subfield code="0">(DE-588)4011152-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wirtschaftsmathematik</subfield><subfield code="0">(DE-588)4066472-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Economics / Data processing</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Economics, Mathematical</subfield></datafield><datafield tag="653" ind1=" " ind2="0"><subfield code="a">Finance / Data processing</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Wirtschaft</subfield><subfield code="0">(DE-588)4066399-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Datenverarbeitung</subfield><subfield code="0">(DE-588)4011152-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Wirtschaftsmathematik</subfield><subfield code="0">(DE-588)4066472-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Finanzwissenschaft</subfield><subfield code="0">(DE-588)4121273-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Chen, Shu-Heng</subfield><subfield code="d">1959-</subfield><subfield code="0">(DE-588)121139662</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kaboudan, Mak</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Du, Ye-Rong</subfield><subfield code="4">edt</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg - ADAM Catalogue Enrichment</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030276840&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030276840</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV044882666 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T08:03:43Z |
| institution | BVB |
| isbn | 9780199844371 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030276840 |
| oclc_num | 1018204097 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-20 DE-739 DE-703 DE-473 DE-BY-UBG DE-N2 |
| owner_facet | DE-355 DE-BY-UBR DE-20 DE-739 DE-703 DE-473 DE-BY-UBG DE-N2 |
| physical | xii, 770 Seiten Illustrationen, Diagramme, Karte 25 cm |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | Oxford University Press |
| record_format | marc |
| series2 | Oxford handbooks |
| spelling | The Oxford handbook of computational economics and finance edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du Handbook of computational economics and finance Computational economics and finance New York Oxford University Press [2018] © 2018 xii, 770 Seiten Illustrationen, Diagramme, Karte 25 cm txt rdacontent n rdamedia nc rdacarrier Oxford handbooks Literaturangaben Wirtschaft (DE-588)4066399-1 gnd rswk-swf Finanzwissenschaft (DE-588)4121273-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Datenverarbeitung (DE-588)4011152-0 gnd rswk-swf Wirtschaftsmathematik (DE-588)4066472-7 gnd rswk-swf Economics / Data processing Economics, Mathematical Finance / Data processing (DE-588)4143413-4 Aufsatzsammlung gnd-content Wirtschaft (DE-588)4066399-1 s Datenverarbeitung (DE-588)4011152-0 s Wirtschaftsmathematik (DE-588)4066472-7 s Finanzwissenschaft (DE-588)4121273-3 s Finanzmathematik (DE-588)4017195-4 s b DE-604 Chen, Shu-Heng 1959- (DE-588)121139662 edt Kaboudan, Mak edt Du, Ye-Rong edt Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030276840&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The Oxford handbook of computational economics and finance Wirtschaft (DE-588)4066399-1 gnd Finanzwissenschaft (DE-588)4121273-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Datenverarbeitung (DE-588)4011152-0 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd |
| subject_GND | (DE-588)4066399-1 (DE-588)4121273-3 (DE-588)4017195-4 (DE-588)4011152-0 (DE-588)4066472-7 (DE-588)4143413-4 |
| title | The Oxford handbook of computational economics and finance |
| title_alt | Handbook of computational economics and finance Computational economics and finance |
| title_auth | The Oxford handbook of computational economics and finance |
| title_exact_search | The Oxford handbook of computational economics and finance |
| title_full | The Oxford handbook of computational economics and finance edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du |
| title_fullStr | The Oxford handbook of computational economics and finance edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du |
| title_full_unstemmed | The Oxford handbook of computational economics and finance edited by Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du |
| title_short | The Oxford handbook of computational economics and finance |
| title_sort | the oxford handbook of computational economics and finance |
| topic | Wirtschaft (DE-588)4066399-1 gnd Finanzwissenschaft (DE-588)4121273-3 gnd Finanzmathematik (DE-588)4017195-4 gnd Datenverarbeitung (DE-588)4011152-0 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd |
| topic_facet | Wirtschaft Finanzwissenschaft Finanzmathematik Datenverarbeitung Wirtschaftsmathematik Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030276840&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT chenshuheng theoxfordhandbookofcomputationaleconomicsandfinance AT kaboudanmak theoxfordhandbookofcomputationaleconomicsandfinance AT duyerong theoxfordhandbookofcomputationaleconomicsandfinance AT chenshuheng handbookofcomputationaleconomicsandfinance AT kaboudanmak handbookofcomputationaleconomicsandfinance AT duyerong handbookofcomputationaleconomicsandfinance AT chenshuheng computationaleconomicsandfinance AT kaboudanmak computationaleconomicsandfinance AT duyerong computationaleconomicsandfinance |