发帖
雷达卡
Preface
Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity
and systems theory as applied to an understanding of complex, financial-based business and social systems. Fractals,
nonlinear time series modeling, cellular automata, game theory, network theory and statistical physics are among the
tools and techniques that are used for predicting, monitoring, evaluating, managing, and decision-making in a wide
range of fields from health care, poverty alleviation, and energy and the environment, to manufacturing and quality
assurance, model building, organizational learning. and macro and microeconomics. In the last of these areas, market
bubbles and crashes, foreign exchange, and bond markets are addressed.
Sixty-nine of the world’s leading experts present 49 articles for an audience of advanced undergraduate and graduate
students, professors, and professionals in all of these fields. Each article was selected and peer reviewed by one of the
Section Editors of the Encyclopedia of Complexity and Systems Science with advice and consultation provided by our
BoardMembers and Editor-in-Chief. This level of coordination assures that the reader can have a level of confidence in
the relevance and accuracy of the information far exceeding that generally found on theWorldWideWeb or any print
publication. Accessiblilty is also a priority and for this reason each article includes a glossary of important terms and a
concise definition of the subject. The primary Section Editors for this project were BruceMizrach and Brian Dangerfield,
while Andrej Nowak, Cristina Marchetti, Marilda Sotomayor, Daniel ben-avraham and Schlomo Havlin recruited and
reviewed several of the articles. An alphabetical list of the 49 articles and the authors is presented on pages XV throughXVII, and the articles are also organized by section on pages VII to VIII. A summary, perspective and roadmap for the
articles on Finance and Econometrics can be found on pages 290 to 292, and for System Dynamics on pages 853 to 855.
Complex systems are systems that comprise many interacting parts with the ability to generate a new quality of col-
lective behavior through self-organization, e.g. the spontaneous formation of temporal, spatial or functional structures.
They are therefore adaptive as they evolve andmay contain self-driving feedback loops. Thus, complex systems aremuch
more than a sum of their parts. Complex systems are often characterized as having extreme sensitivity to initial condi-
tions as well as emergent behavior that are not readily predictable or even completely deterministic. One conclusion is
that a reductionist (bottom-up) approach is often an incomplete description of a phenomenon. This recognition, that
the collective behavior of the whole system cannot be simply inferred from the understanding of the behavior of the in-
dividual components, has led tomany new concepts and sophisticated mathematical andmodeling tools for application
to financial-based business and social systems.
Acknowledgements
I wish to thank Springer management David Packer, Lydia Mueller and Sylvia Blago for selecting this project for publi-
cation and providing valuable advice and counsel.
Robert A. Meyers
Editor in Chief
Larkspur, California
August 2010
京公网安备 11010802022788号
