Artificial markets modeling : methods and applications by Consiglio, Andrea instant download

Artificial markets modeling : methods and applications by Consiglio, Andrea instant download

1 online resource (xv, 277 pages) :, \"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.\"--Page 4 of cover, Includes bibliographical references, Print version record, Macroeconomic Issues -- Beyond the Static Money Multiplier: In Search of a Dynamic Theory of Money -- Macroeconomic Effects of the Interest Rate Level: Growth and Fluctuations in an Economy with Bank Capital Adequacy Standards -- Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages -- Market Mechanisms and Agents Behavior -- Testing Double Auction as a Component Within a Generic Market Model Architecture -- A Conceptual Framework for the Evaluation of Agent-Based Trading and Technical Analysis -- Which Market Protocols Facilitate Fair Trading? -- Market Dynamics and Efficiency -- An Artificial Economics View of the Walrasian and Marshallian Stability -- The Performance of Option--Trading Software Agents: Initial Results -- Studies on the Impact of the Option Market on the Underlying Stock Market -- On Rational Noise Trading and Market Impact -- Analysis of Economic and Social Networks -- A Note on Symmetry in Job Contact Networks -- Innovation and Knowledge Spillovers in a Networked Industry -- Heterogeneous Agents with Local Social Influence Networks: Path Dependence and Plurality of Equilibria in the ACE Noiseless Case -- Economy-Driven Shaping of Social Networks and Emerging Class Behaviors -- Group Effect, Productivity and Segregation Optimality -- The Grass is Always Greener on the Other Side of the Fence: The Effect…