Adaptive Information Systems and Modelling in Economics and Management Science

Editors:

ISBN: 978-3-211-20684-3 (Print) 978-3-211-29901-2 (Online)

Table of contents (17 chapters)

  1. Front Matter

    Pages 1-13

  2. Introduction General scientific concept: aims of SFB 010

    1. No Access

      Book Chapter

      Pages 15-19

      Introduction General scientific concept: aims of SFB 010

  3. Modeling Consumer Behavior

    1. Front Matter

      Pages 21-21

    2. No Access

      Book Chapter

      Pages 23-44

      Basic Concepts and a Discrete-Time Model

    3. No Access

      Book Chapter

      Pages 45-56

      A Continuous-Time ACM Model and Experiment

    4. No Access

      Book Chapter

      Pages 57-70

      Capturing Unobserved Consumer Heterogeneity Using the Bayesian Heterogeneity Model

  4. Modeling Financial Markets

    1. Front Matter

      Pages 71-71

    2. No Access

      Book Chapter

      Pages 73-98

      Non-linear Volatility Modeling in Classical and Bayesian Frameworks with Applications to Risk Management

    3. No Access

      Book Chapter

      Pages 99-112

      Expectation Formation and Learning in Adaptive Capital Market Models

  5. Agent-Based Simulation Models

    1. Front Matter

      Pages 113-113

    2. No Access

      Book Chapter

      Pages 115-125

      The Artificial Economy: A Generic Simulation Environment for Heterogeneous Agents

    3. No Access

      Book Chapter

      Pages 127-143

      Disruptive Technologies: the Threat and its Defense

    4. No Access

      Book Chapter

      Pages 145-157

      Agent-Based Simulation of Power Markets

    5. No Access

      Book Chapter

      Pages 159-193

      A Simulation Model of Coupled Consumer and Financial Markets

    6. No Access

      Book Chapter

      Pages 195-217

      Product Diversification in an Artificial Strategy Environment

  6. Statistical Modeling and Software Development

    1. Front Matter

      Pages 219-219

    2. No Access

      Book Chapter

      Pages 221-231

      Parameter Estimation and Forecasting under Asymmetric Loss

    3. No Access

      Book Chapter

      Pages 233-241

      Identification of multivariate state-space systems

    4. No Access

      Book Chapter

      Pages 243-251

      Factor Models for Multivariate Time Series

    5. No Access

      Book Chapter

      Pages 253-259

      Detecting Longitudinal Heterogeneity in Generalized Linear Models

    6. No Access

      Book Chapter

      Pages 261-268

      Ensemble Methods for Cluster Analysis

    7. No Access

      Book Chapter

      Pages 269-276

      Open and Extensible Software for Data Analysis in Management Science