Computational Methods in Economic Dynamics
Editor
- Herbert Dawid(Universität Bielefeld)Willi Semmler(New School for Social Research)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-16943-4
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Citations
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Cited by:
- Xue-Zhong He, 2012. "Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets," Research Paper Series 316, Quantitative Finance Research Centre, University of Technology, Sydney.
- Young, David & Poletti, Stephen & Browne, Oliver, 2014. "Can agent-based models forecast spot prices in electricity markets? Evidence from the New Zealand electricity market," Energy Economics, Elsevier, vol. 45(C), pages 419-434.
Book Chapters
The following chapters of this book are listed in IDEAS- Herbert Dawid & Willi Semmler, 2011. "Editorial: Computational Methods in Economic Dynamics," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 1-2, Springer.
- Marco LiCalzi & Lucia Milone & Paolo Pellizzari, 2011. "Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 5-28, Springer.
- Hyungna Oh & Timothy D. Mount, 2011. "Using Software Agents to Supplement Tests Conducted by Human Subjects," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 29-56, Springer.
- Xue-Zhong He & Lei Shi, 2011. "Diversification Effect of Heterogeneous Beliefs," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 57-75, Springer.
- Stan Miles & Barry Smith, 2011. "Can Investors Benefit from Using Trading Rules Evolved by Genetic Programming? A Test of the Adaptive Efficiency of U.S. Stock Markets with Margin Trading Allowed," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 77-108, Springer.
- Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2011. "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 109-131, Springer.
- Hongyan Li & Junjie Sun & Leigh Tesfatsion, 2011. "Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 135-158, Springer.
- Sander Hoog & Christophe Deissenberg, 2011. "Energy Shocks and Macroeconomic Stabilization Policies in an Agent-Based Macro Model," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 159-181, Springer.
- Luca Marchiori & Patrice Pieretti & Benteng Zou, 2011. "The Impact of Migration on Origin Countries: A Numerical Analysis," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 183-195, Springer.
- Philipp Hungerländer & Reinhard Neck, 2011. "An Algorithmic Equilibrium Solution for n-Person Dynamic Stackelberg Difference Games with Open-Loop Information Pattern," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 197-214, Springer.
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