Artificial Economics

Agent-Based Methods in Finance, Game Theory and Their Applications

ISBN: 978-3-540-28578-6 (Print) 978-3-540-28547-2 (Online)

Table of contents (19 chapters)

  1. Artificial Stock Markets

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      Book Chapter

      Pages 3-14

      Time Series Properties from an Artificial Stock Market with a Walrasian Auctioneer

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      Book Chapter

      Pages 15-26

      Market Dynamics and Agents Behaviors: a Computational Approach

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      Book Chapter

      Pages 27-38

      Traders Imprint Themselves by Adaptively Updating their Own Avatar

  2. Learning in Models

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      Book Chapter

      Pages 41-51

      Learning in Continuous Double Auction Market

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      Book Chapter

      Pages 53-64

      Firms Adaptation in Dynamic Economic Systems

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      Book Chapter

      Pages 65-77

      Firm Size Dynamics in a Cournot Computational Model

  3. Case-Studies and Applications

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      Book Chapter

      Pages 79-89

      Emergence of a Self-Organized Dynamic Fishery Sector: Application to Simulation of the Small-Scale Fresh Fish Supply Chain in Senegal.

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      Book Chapter

      Pages 91-102

      Multi-Agent Model of Trust in a Human Game

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      Book Chapter

      Pages 103-111

      A Counterexample for the Bullwhip Effect in a Supply Chain

  4. Bottom-Up Approaches

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      Book Chapter

      Pages 115-126

      Collective Efficiency in Two-Sided Matching

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      Book Chapter

      Pages 127-135

      Complex Dynamics, Financial Fragility and Stylized Facts

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      Book Chapter

      Pages 137-145

      Noisy Trading in the Large Market Limit

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      Book Chapter

      Pages 147-159

      Emergence in Multi-Agent Systems: Cognitive Hierarchy, Detection, and Complexity Reduction part I: Methodological Issues

  5. Methodological Issues

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      Book Chapter

      Pages 163-174

      The Implications of Case-Based Reasoning in Strategic Contexts

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      Book Chapter

      Pages 175-188

      A Model of Myerson-Nash Equilibria in Networks

  6. Market Dynamics

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      Book Chapter

      Pages 191-201

      Stock Price Dynamics in Artificial Multi-Agent Stock Markets

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      Book Chapter

      Pages 203-213

      Market Failure Caused by Quality Uncertainty

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      Book Chapter

      Pages 215-226

      Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders

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      Book Chapter

      Pages 227-237

      How Do the Differences Among Order Distributions Affect the Rate of Investment Returns and the Contract Rate