Artificial Economics: Agent-Based Models and Simulations in Financial Markets - Couverture souple

Šperka, Roman

 
9783659791314: Artificial Economics: Agent-Based Models and Simulations in Financial Markets
Couverture souple
ISBN 10 : 3659791318 ISBN 13 : 9783659791314
Editeur : LAP LAMBERT Academic Publishing, 2015

Synopsis

Agent technology with the methods of modeling and simulation (ABMS) has recently become a platform for research in a broad range of applied economic disciplines. The use of ABMS techniques is possible due to the availability of sufficient computing performance under current information technology progress. Multi-agent systems allow the simulation to work with some degree of local intelligence, causality, probability, and market failures. The subject of this book is the use of ABMS in financial markets. Trading with financial assets is widely used in developed economies. As a result of the interaction of a supply and a demand, the prices of these assets (bonds, cash, shares, etc.) change relatively quickly. Price volatility is caused by a large number of factors affecting the demand and supply of financial assets. The book is divided into three parts. Part One characterizes modeling and simulation methods. Part Two introduces financial market structure, trading behavior, and financial market simulation approaches. Applied research of the financial markets and the determination of a proper taxation is demonstrated in the Case study, which forms Part Three of this book.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Agent technology with the methods of modeling and simulation (ABMS) has recently become a platform for research in a broad range of applied economic disciplines. The use of ABMS techniques is possible due to the availability of sufficient computing performance under current information technology progress. Multi-agent systems allow the simulation to work with some degree of local intelligence, causality, probability, and market failures. The subject of this book is the use of ABMS in financial markets. Trading with financial assets is widely used in developed economies. As a result of the interaction of a supply and a demand, the prices of these assets (bonds, cash, shares, etc.) change relatively quickly. Price volatility is caused by a large number of factors affecting the demand and supply of financial assets. The book is divided into three parts. Part One characterizes modeling and simulation methods. Part Two introduces financial market structure, trading behavior, and financial market simulation approaches. Applied research of the financial markets and the determination of a proper taxation is demonstrated in the Case study, which forms Part Three of this book.

Biographie de l'auteur

Roman Šperka (male, born 1977) is an Assistant professor and Head ofDepartment of Business Economics and Management at Silesian University inOpava, School of Business Administration in Karvina, Czech Republic. Heholds PhD title in “Business economics and management” and Dr Title in“Applied informatics” since 2013.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2015
Langue
anglais
ISBN 10 
3659791318
ISBN 13 
9783659791314
Reliure
Broché
Nombre de pages
160
Coordonnées du fabricant
non disponible
Personne responsable
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