[Modelling]管理市场复杂性的经济与数学建模

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有兴趣的看看目录吧，Springer系列Lecture Notes in Economics and Mathematical Systems
部分前言
Part I Networks
1 Comparing Traffic Discrimination Policies in an Agent-Based
Next-Generation Network Market............................... 3
Simon Diedrich and Fernando Beltr′an
1.1 Introduction................................................. 3
1.2 Network neutrality andtraffic discrimination .................... 4
1.3 An agent-based simulation model of traffic management in all-IP
networks .................................................... 6
1.3.1 Consumer behaviour .................................. 8
1.3.2 Provider strategies .................................... 10
1.4 Simulation andexperimentaldesign ............................ 11
1.5 Results ..................................................... 12
1.6 Conclusion .................................................. 13
References ........................................................ 14
2 Transformation Networks: A study of how technological
complexity impacts economic performance....................... 15
Christopher D. Hollander, Ivan Garibay, Thomas O’Neal
2.1 Introduction................................................. 15
2.2 Resource-BasedAgents andTransformation Networks............. 17
2.3 ExperimentalSetup .......................................... 18
2.4 Results and Discussion........................................ 19
2.4.1 Results .............................................. 19
2.4.2 Discussion ........................................... 23
2.5 Conclusion .................................................. 24
References ........................................................ 25
3 Contagion and Bank Runs in a Multi-Agent Financial System... 27
Davide Provenzano
3.1 Introduction................................................. 27
xi
xii Contents
3.2 Themodel .................................................. 29
3.2.1 The financialnetwork ................................. 29
3.2.2 The banking system................................... 30
3.2.3 Depositors’behavior .................................. 31
3.2.4 Liquidity transfers andbank’s bankruptcy ............... 31
3.2.5 Withdrawals andcontagion spread ...................... 32
3.3 Network structures ........................................... 33
3.3.1 Complete interbank market ............................ 33
3.3.2 Incomplete interbank markets .......................... 33
3.4 Simulations.................................................. 33
3.4.1 Simulationsettings.................................... 35
3.4.2 Results .............................................. 36
3.5 Conclusions ................................................. 38
References ........................................................ 38
4 Innovation niche stability with a short-term policy intervention.. 39
Antonio Lopolito, Piergiuseppe Morone and Richard Taylor
4.1 Introduction................................................. 39
4.2 Sketching thetheoreticalbackground ........................... 40
4.3 Themodelspecification ....................................... 41
4.3.1 The expectation mechanism ........................... 42
4.3.2 The power mechanism................................. 43
4.3.3 The knowledgemechanism ............................. 44
4.3.4 Agents of change: modelling policy action ................ 44
4.4 Preliminary findings.......................................... 45
4.5 Conclusions ................................................. 49
References ........................................................ 50
Part II Macroeconomics
5 Dynamics of probabilistic labor markets: statistical physics
perspective...................................................... 53
He Chen and Jun-ichi Inoue
5.1 Introduction................................................. 53
5.2 Modelsystems ............................................... 54
5.3 Non-linear map for the aggregation probability ................... 57
5.4 Ranking frozen line........................................... 58
5.5 Globalmismatchmeasurement................................. 59
5.6 Aggregation probability at ‘high temperature’. ................... 60
5.6.1 The hightemperature expansion........................ 60
5.6.2 Analytic solutionfor unemployment rate................. 62
5.7 Summary ................................................... 64
References ........................................................ 64
Contents xiii
6 Integrating the housing market into an agent-based economic
model........................................................... 65
Einar J′on Erlingsson, Marco Raberto, Hlynur Stef′ ansson, and J′ on Th′ or
Sturluson
6.1 Introduction................................................. 65
6.2 Theartificialeconomy ........................................ 68
6.2.1 Consumptionand thewealtheffect...................... 68
6.3 Thehousing market .......................................... 69
6.3.1 Supply and demand formation .......................... 69
6.3.2 Housing market matching .............................. 70
6.3.3 Financing of housing .................................. 70
6.4 Analysis of results............................................ 71
6.5 Concluding remarks .......................................... 73
References ........................................................ 75
Part III Finance
7 Inequality and Financial Markets - A Simulation Approach in a
Heterogeneous Agent Model..................................... 79
Thomas Fischer
7.1 Introduction................................................. 79
7.2 TheModel .................................................. 80
7.3 Simulation Results ........................................... 84
7.3.1 ATheoreticalPrimer for theStatic Version .............. 84
7.3.2 The Roleof theBehavioralConsumption Function ........ 85
7.3.3 The Effect of Income Inequality on Macroeconomic and
Financial Stability.................................... 87
7.4 Outlook..................................................... 89
References ........................................................ 90
8 Risk Aversion Impact on Investment Strategy Performance: A
Multi Agent-Based Analysis..................................... 91
Olivier Brandouy, Philippe Mathieu, and Iryna Veryzhenko
8.1 Introduction................................................. 91
8.2 The advantages of the proposed heterogeneous multi-agent model . . 92
8.3 Simulations design andresults ................................. 94
8.3.1 Ecological Competition Analysis of Strategy Performance . . 98
8.4 Conclusion .................................................. 101

9 The shark game: equilibrium with bounded rationality .......... 103
Lucian Daniel Stanciu-Viziteu
9.1 Introduction................................................. 103
9.2 Themodel .................................................. 105
9.3 Results ..................................................... 107
9.4 Conclusions ................................................. 110


Part IV Industrial organization
10 A stylized model for the continuous double auction.............. 115
Tijana Radivojevi′c, Jonatha Anselmi and Enrico Scalas
10.1 Introduction................................................. 115
10.2 An Elementary Modelfor theContinuous DoubleAuction......... 116
10.2.1 Description of the model............................... 116
10.2.2 An exact result ....................................... 118
10.3 Monte Carlo Simulations ...................................... 119
10.4 Summary ................................................... 122

10.5 Appendix ................................................... 123
11 Sense making and information in an agent-based model of
cooperation...................................................... 127
Caterina Cruciani, Anna Moretti and Paolo Pellizzari
11.1 Introduction................................................. 127
11.2 Themodel .................................................. 130
11.3 Results ..................................................... 132
11.3.1 Heterogeneity incontributions.......................... 133
11.3.2 Increasing information................................. 134
11.3.3 Sense making......................................... 135
11.4 Conclusions ................................................. 137

12 Comparing system-marginal-price versus pay-as-bid auctions in
arealisticelectricitymarketscenario............................ 141
Eric Guerci and Mohammad Ali Rastegar
12.1 Introduction................................................. 141
12.2 ACEModel ................................................. 143
12.2.1 Market model ........................................ 143
12.2.2 Grid model........................................... 144
12.2.3 Agent model ......................................... 145
12.2.4 Learning model....................................... 147
12.3 Results ..................................................... 148
12.4 Conclusions ................................................. 151

13 Heterogeneous Learning in Bertrand Competition with
Differentiated Goods............................................ 155
D′avid Kop′ anyi
13.1 Introduction................................................. 155
13.2 Market Structure............................................. 156
13.3 Learning Methods............................................ 157
Contents xv
13.3.1 OLS Learning ........................................ 157
13.3.2 Gradient Learning .................................... 158
13.4 Heterogeneous Learning....................................... 159
13.5 CompetitionBetween Learning Rules ........................... 161
13.6 Conclusion .................................................. 164

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Part V Management
14 Talent management in triadic organizational architectures....... 169
Marco LiCalzi and Lucia Milone
14.1 Introduction................................................. 169
14.2 Themodel .................................................. 170
14.3 Comparison of organizationalarchitectures ...................... 171
14.4 Results for theexemplar ...................................... 173
14.4.1 The exemplar ........................................ 173
14.4.2 Ranking architectures ................................. 174
14.4.3 Placement withinarchitectures ......................... 176
14.5 Validationandrobustness ..................................... 178

15 Multi-dimensional information diffusion and balancing market
supply: an agent-based approach................................. 183
Sjoukje A. Osinga, Mark R. Kramer, Gert Jan Hofstede and Adrie J.M.
Beulens
15.1 Introductionandbackgroundliterature ......................... 183
15.2 Problemdefinition............................................ 185
15.3 Model ...................................................... 185
15.3.1 Agent-based properties ................................ 187
15.4 Simulations.................................................. 188
15.5 Results ..................................................... 189
15.6 Conclusionand discussion ..................................... 192

16 Rural landscapes in turbulent times: a spatially explicit
agent-based model for assessing the impact of agricultural policies195
Marleen Schouten, Nico Polman, Eug`ene Westerhof, and Tom Kuhlman
17 Interactions among biases in costing systems: A simulation
Part VI Methodological issues
18 Initial Predictions in Learning-to-Forecast Experiment .......... 223
19 Small sample bias in MSM estimation of agent-based models.... 237

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关键词：Modelling modelli modell model 数学建模 framework internet research managing network

林海忠 发表于 2015-4-5 22:35
有兴趣的看看目录吧，Springer系列Lecture Notes in Economics and Mathematical Systems
部分前言
Part  ...

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