Economics with Heterogeneous Interacting Agents : (Record no. 117362)
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| 000 -LEADER | |
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| fixed length control field | 04813nam a22004933i 4500 |
| 001 - CONTROL NUMBER | |
| control field | EBC4694488 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MiAaPQ |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240729130819.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240724s2016 xx o ||||0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319440583 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9783319440569 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (MiAaPQ)EBC4694488 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (Au-PeEL)EBL4694488 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaPaEBR)ebr11269982 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaONFJC)MIL957333 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)958984687 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MiAaPQ |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | MiAaPQ |
| Modifying agency | MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB172.5 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Caiani, Alessandro. |
| 245 10 - TITLE STATEMENT | |
| Title | Economics with Heterogeneous Interacting Agents : |
| Remainder of title | A Practical Guide to Agent-Based Modeling. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing AG, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2016. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Date of production, publication, distribution, manufacture, or copyright notice | ©2016. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (219 pages) |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | New Economic Windows Series |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Intro -- Foreword -- Contents -- Contributors -- Introduction -- 1 Getting Started: The Aggregation Conundrums and Basic Toolkits of Agent Based Modeling -- 1.1 Understanding Heterogeneity and Interaction in Economic Models -- 1.1.1 Aggregate Models with Boundlessly Rational Agents -- 1.1.2 The Aggregation Problem -- 1.1.3 The Standard Approach and the Aggregation Problem -- 1.1.4 A Didactic Example Comparing ABM with the Standard Approach -- 1.1.5 Behavioral Rules and Aggregation in ABM -- 1.1.6 Aggregation in ABM with Network Effects -- 1.2 Basic Macroeconomic Agent Based Tools -- 1.2.1 Macroeconomic Building Blocks -- 1.2.2 Expectations -- 1.2.3 Production and Credit -- 1.2.4 Innovation -- 1.2.5 Consumption -- 1.2.6 Government and Central Bank -- 1.2.7 Exit and Enter -- 1.3 Basic Financial Agent Based Tools -- 1.3.1 Financial Building Blocks -- 1.3.2 Microfoundations and Behavioural Rules -- 1.3.3 Market Microstructure -- 2 A Simple Model of Business Fluctuations with Heterogeneous Interacting Agents and Credit Networks -- 2.1 Getting Started: Implementing a Toy Model -- 2.1.1 Model Theoretical Setup -- 2.1.2 Implementing the Model Using R -- 2.1.3 Simulating the Model -- 2.1.4 Some Variations -- 2.1.5 Multiple Simulations -- 2.1.6 A Large Computational Experiment -- 2.1.7 Sensitivity Analysis -- 2.1.8 A Policy Experiment -- 2.2 Going Further: Heterogeneous Agents and Credit Networks -- 2.2.1 Model Setup -- 2.2.2 Implementing the Model with R -- 2.2.3 Implementing the Model in R -- 2.2.4 Sensitivity -- 2.2.5 Policy Experiment -- 2.2.6 Network Analysis -- 2.2.7 Network Statistics -- 2.3 A Calibration Experiment -- 2.4 Exercise -- 3 Modeling Financial Markets in an Agent-Based Framework -- 3.1 Introduction -- 3.2 The Model -- 3.2.1 The Market Microstructure -- 3.2.2 The Communication Network. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 3.3 Implementing the Financial Model: Preliminary Steps -- 3.4 Order of Events in the Simplified Financial Model -- 3.5 Implementing the Model in C -- 3.5.1 Basic Structure of a C Source Code -- 3.6 Implementing the C Source Code -- 3.6.1 Introduction -- 3.6.2 Initialize Variables -- 3.6.3 The Matrix Functions -- 3.6.4 The Trade Function -- 3.6.5 The Check_Book Function -- 3.7 Simulations and Results -- 3.7.1 Returns and Volatility -- 3.7.2 Book and Order Flows -- 3.7.3 Discussion: The Network Analysis -- 3.8 Exercises -- 3.9 Appendix: Hill Estimator -- 3.10 Appendix: Modified R/S and Long Memory -- 4 Heavy-Tailed Distributions for Agent-Based Economic Modelling -- 4.1 Introduction -- 4.2 Heavy-Tailed Distributions -- 4.3 Power-Law Distributions -- 4.3.1 Some Basic Definitions and Properties -- 4.3.2 Recognizing Power-Law Distributions -- 4.3.3 Estimating Power-Law Distributional Parameters -- 4.3.4 Testing a Set of Data for Power-Law Distribution -- 4.3.5 Models of Generation of Power-Law Distributions -- 4.4 The Laplace Distribution -- 4.5 Exercise -- Conclusion -- References -- Index. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on publisher supplied metadata and other sources. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Management science. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Russo, Alberto. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Palestrini, Antonio. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Gallegati, Mauro. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Caiani, Alessandro |
| Title | Economics with Heterogeneous Interacting Agents |
| Place, publisher, and date of publication | Cham : Springer International Publishing AG,c2016 |
| International Standard Book Number | 9783319440569 |
| 797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) | |
| Corporate name or jurisdiction name as entry element | ProQuest (Firm) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | New Economic Windows Series |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=4694488">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=4694488</a> |
| Public note | Click to View |
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