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Complex Systems in Finance and Econometrics

  • Reference work
  • © 2011

Overview

Editors:
  1. Robert A. Meyers

    1. RAMTECH LIMITED, Larkspur, USA

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  • Presents authoritative, peer-reviewed articles from the Encyclopedia of Complexity and Systems Science
  • Addresses market bubbles and crashes, foreign exchange, and bond markets
  • Shows how the behavior of an entire system is often more than the sum of its parts
  • Includes a glossary of important terms and a concise definition of the subject in each article

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Table of contents (49 entries)

  1. Front Matter

    Pages I-XXII
    Download chapter PDF

  2. Agent Based Computational Economics

    • Moshe Levy
    Pages 1-21

  3. Agent Based Modeling and Neoclassical Economics: A Critical Perspective*

    • Scott Moss
    Pages 22-29

  4. Agent Based Models in Economics and Complexity

    • Mauro Gallegati, Matteo G. Richiardi
    Pages 30-53

  5. Bayesian Methods in Non-linear Time Series

    • Oleg Korenok
    Pages 54-68

  6. Business Policy and Strategy, System Dynamics Applications to

    • James M. Lyneis
    Pages 69-92

  7. Corporate and Municipal Bond Market Microstructure in the U.S.

    • Michael S. Piwowar
    Pages 93-115

  8. Delay and Disruption in Complex Projects

    • Susan Howick, Fran Ackermann, Colin Eden, Terry Williams
    Pages 116-135

  9. Diffusion of Innovations, System Dynamics Analysis of the

    • Peter M. Milling, Frank H. Maier
    Pages 136-162

  10. Dynamics of Income Distribution in a Market Economy: Possibilities for Poverty Allevation

    • Khalid Saeed
    Pages 163-189

  11. Econometrics: Models of Regime Changes

    • Jeremy Piger
    Pages 190-202

  12. Econometrics: Non-linear Cointegration

    • Juan-Carlos Escanciano, Alvaro Escribano
    Pages 203-215

  13. Econometrics: Panel Data Methods

    • Jeffrey M. Wooldridge
    Pages 215-237

  14. Econophysics, Observational

    • Bertrand M. Roehner
    Pages 238-246

  15. Econophysics, Statistical Mechanics Approach to

    • Victor M. Yakovenko
    Pages 247-273

  16. Extreme Events in Socio-economic and Political Complex Systems, Predictability of

    • Vladimir Keilis-Borok, Alexandre Soloviev, Allan Lichtman
    Pages 273-289

  17. Finance and Econometrics, Introduction to

    • Bruce Mizrach
    Pages 290-292

  18. Finance, Agent Based Modeling in

    • Sebastiano Manzan
    Pages 293-307

  19. Financial Economics, Fat-Tailed Distributions

    • Markus Haas, Christian Pigorsch
    Pages 308-339

  20. Financial Economics, Non-linear Time Series in

    • Terence C. Mills, Raphael N. Markellos
    Pages 340-352
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Keywords

About this book

Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity and systems theory as applied to an understanding of complex, financial-based business and social systems. Fractals, nonlinear time series modeling, cellular automata, game theory, network theory and statistical physics are among the essential tools and techniques for predicting, monitoring, evaluating, managing, and decision-making in a wide range of fields from health care, poverty alleviation, and energy and the environment, to manufacturing and quality assurance, model building, organizational learning. and macro and microeconomics. Sixty of the world’s leading experts present 47 articles for an audience of advanced undergraduate and graduate students, professors, and professionals in all of these fields.

Editors and Affiliations

  • RAMTECH LIMITED, Larkspur, USA

    Robert A. Meyers

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