Econophysics of Agent-Based Models

Frédéric Abergel

ISBN 10: 3319000225 / ISBN 13: 9783319000220

Edité par Springer International Publishing, Springer International Publishing Sep 2013, 2013

A propos de cet article

Neuware -The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of 'Econophysics' who have undertaken agent-based modelling, comparison with empirical studies and related investigations.Most standard economic models assume the existence of the representative agent, who is ¿perfectly rational¿ and applies the utility maximization principle when taking action. One reason for this is the desire to keep models mathematically tractable: no tools are available to economists for solving non-linear models of heterogeneous adaptive agents without explicit optimization. In contrast, multi-agent models, which originated from statistical physics considerations, allow us to go beyond the prototype theories of traditional economics involving the representative agent. This book is based on the Econophys-Kolkata VII Workshop, at which many such modelling efforts were presented. In the book, leading researchers in their fields report on their latest work, consider recent developments and review the contemporary literature.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 312 pp. Englisch.

N° de réf. du vendeur 9783319000220

Détails bibliographiques

• Titre: Econophysics of Agent-Based Models
• Éditeur: Springer International Publishing, Springer International Publishing Sep 2013
• Date de parution: 2013
• Langue: anglais
• ISBN à 10 chiffres: 3319000225
• ISBN à 13 chiffres: 9783319000220
• Reliure: Buch
• État de l'article: Neu
• Dimensions: 241 L x 160 H x 22 P (en millimètres) 241 millimètres de largeur par 160 millimètres de hauteur par 22 millimètres de profondeur
• Poids: 635 grammes

A propos de ce titre

Synopsis

The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations.
Most standard economic models assume the existence of the representative agent, who is "perfectly rational" and applies the utility maximization principle when taking action. One reason for this is the desire to keep models mathematically tractable: no tools are available to economists for solving non-linear models of heterogeneous adaptive agents without explicit optimization. In contrast, multi-agent models, which originated from statistical physics considerations, allow us to go beyond the prototype theories of traditional economics involving the representative agent. This book is based on the Econophys-Kolkata VII Workshop, at which many such modelling efforts were presented. In the book, leading researchers in their fields report on their latest work, consider recent developments and review the contemporary literature.

À propos de l?auteur

Anirban Chakraborti
UrRL: http: //fiquant.mas.ecp.fr/chakraboa

Frédéric Abergel
1992 Habilitation à diriger des recherches, département de Mathématiques,
Université Paris XI
1986 PhD in Mathematics, Université Paris XI and École Normale
Supérieure
1981-1985 École Normale Supérieure

Bikas K. Chakrabarti
http: //www.saha.ac.in/cmp/bikask.chakrabarti/bikas.html