政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/122011

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政大機構典藏 > 社會科學學院 > 經濟學系 > 專書/專書篇章 > Item 140.119/122011

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題名:	On Complex Economic Dynamics: Agent-Based Computational Modeling and Beyond.
作者:	陳樹衡 Chen, Shu-Heng;Kao, Ying-Fang;Venkatachalam, Ragupathy;Du, Ye-Rong Chen, Shu-Heng
貢獻者:	經濟系
關鍵詞:	Financial markets;Complexity thinking;Agent-based computational economics;Trading institutions;Market processes
日期:	2018-11
上傳時間:	2019-01-19 16:03:21 (UTC+8)
摘要:	This chapter provides a selective overview of the recent progress in the study of complex adaptive systems. A large part of the review is attributed to agent-based computational economics (ACE). In this chapter, we review the frontier of ACE in light of three issues that have long been grappled with, namely financial markets, market processes, and macroeconomics. Regarding financial markets, we show how the research focus has shifted from trading strategies to trading institutions, and from human traders to robot traders; as to market processes, we empathetically point out the role of learning, information, and social networks in shaping market (trading) processes; finally, in relation to macroeconomics, we demonstrate how the competition among firms in innovation can affect the growth pattern. A minor part of the review is attributed to the recent econometric computing, and methodology-related developments which are pertinent to the study of complex adaptive systems.
關聯:	Complex Systems Modeling and Simulation in Economics and Finance, Springer International Publishing, pp.1-14 Chapter 1
資料類型:	book/chapter
DOI 連結:	http://dx.doi.org/10.1007/978-3-319-99624-0
DOI:	10.1007/978-3-319-99624-0
顯示於類別:	[經濟學系] 專書/專書篇章

文件中的檔案:

檔案	描述	大小	格式	瀏覽次數
10.1007_978-3-319-99624-0_1.pdf		176Kb	Adobe PDF2	563	檢視/開啟

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