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Table of contents

  1. Front Matter
    Pages 1-13
  2. Introduction General scientific concept: aims of SFB 010

  3. Modeling Consumer Behavior

    1. Front Matter
      Pages 21-21
    2. Christian Buchta, Josef Mazanec
      Pages 23-44
    3. Ulrike Schuster, Jürgen Wöckl
      Pages 45-56
    4. Sylvia Frühwirth-Schnatter, Regina Tüchler, Thomas Otter
      Pages 57-70
  4. Modeling Financial Markets

    1. Front Matter
      Pages 71-71
    2. Tatiana Miazhynskaia, Engelbert Dockner, Sylvia Frühwirth-Schnatter, Georg Dorffner
      Pages 73-98
    3. Engelbert J. Dockner, Leopold Sögner
      Pages 99-112
  5. Agent-Based Simulation Models

    1. Front Matter
      Pages 113-113
    2. Christian Buchta, David Meyer, Andreas Mild, Alexander Pfister, Alfred Taudes
      Pages 127-143
    3. Thomas Steinberger, Lucas Zinner
      Pages 145-157
    4. Brian Sallans, Alexander Pfister, Alexandros Karatzoglou, Georg Dorffner
      Pages 159-193
    5. Roland Bauer, Albert Schwingenschlögl, Rudolf Vetschera
      Pages 195-217
  6. Statistical Modeling and Software Development

    1. Front Matter
      Pages 219-219
    2. Thomas Steinberger, Lucas Zinner
      Pages 221-231
    3. Thomas Ribarits, Manfred Deistler
      Pages 233-241
    4. Eva Hamann, Manfred Deistler, Wolfgang Scherrer
      Pages 243-251
    5. Kurt Hornik, Friedrich Leisch
      Pages 261-268
    6. Kurt Hornik, Friedrich Leisch
      Pages 269-276

About this book

Introduction

Learning and adaption are key features of "real economies". Studying interesting real phenomena like innovation, industry evolution or the role of expectation formulation in financial markets thus necessitates novel methods of data analysis and modelling. This title covers statistical models of heterogeneity, artificial consumer markets, models of adaptive expectation formulation in financial markets and agent-based models of industry evolution, product diversification and energy markets. The joint findings are presented in a manner that is interesting both for readers with a background in economics/management and mathematics and statistics and also for non-expert readers because it allows them to grasp the ideas of modern management science. This book thus provides a unique integrated toolbox for building realistic agent-based models of learning and adaption in a variety of settings based on sound data analysis.

Keywords

adaptive expectation agent-based simulation techniques artificial consumer market data analysis financial markets statistical models strategic management

Editors and affiliations

  • Alfred Taudes
    • 1
  1. 1.Abteilung für ProduktionsmanagementWirtschaftsuniversitätViennaAustria

Bibliographic information

  • DOI https://doi.org/10.1007/3-211-29901-7
  • Copyright Information Springer-Verlag/Wien 2005
  • Publisher Name Springer, Vienna
  • Print ISBN 978-3-211-20684-3
  • Online ISBN 978-3-211-29901-2
  • Series Print ISSN 1615-7362
  • Buy this book on publisher's site