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Evolutionary Computation in Economics and Finance

  • Shu-Heng┬áChen

Part of the Studies in Fuzziness and Soft Computing book series (STUDFUZZ, volume 100)

Table of contents

  1. Front Matter
    Pages I-XII
  2. An Overview

  3. Games

    1. Front Matter
      Pages 29-29
    2. Robert E. Marks
      Pages 31-44
  4. Agent-Based Computation Economics

    1. Front Matter
      Pages 83-83
    2. Shu-Heng Chen, Chia-Husan Yeh, Chung-Chih Liao
      Pages 107-122
    3. Masayuki Ishinishi, Hiroshi Sato, Akira Namatame
      Pages 175-188
    4. Nicolaas J. Vriend
      Pages 233-243
    5. David B. Fogel, Kumar Chellapilla, Peter J. Angeline
      Pages 245-269
  5. Financial Engineering

  6. Bibliography

    1. Front Matter
      Pages 417-417
  7. Back Matter
    Pages 456-460

About this book

Introduction

After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself/herself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on useful web sites, conferences, and computer software.

Keywords

Finance agents algorithms computational economics control economics evolution evolutionary computation game theory genetic algorithms genetic programming linear optimization modeling neural networks programming

Editors and affiliations

  • Shu-Heng┬áChen
    • 1
  1. 1.AI-ECON Research Center, Department of EconomicsNational Chengchi UniversityTaipeiTaiwan, R. O. China

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-7908-1784-3
  • Copyright Information Physica-Verlag Heidelberg 2002
  • Publisher Name Physica, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-7908-2512-1
  • Online ISBN 978-3-7908-1784-3
  • Series Print ISSN 1434-9922
  • Series Online ISSN 1860-0808
  • Buy this book on publisher's site