Computational Economic Systems

. Ed(s): Gilli, Manfred

ISBN 10: 0792338693 / ISBN 13: 9780792338697

Editore: Kluwer Academic Publishers, 1995

The approach to many problems in economic analysis has changed drastically with the development and dissemination of efficient computational techniques. This book presents a selection of papers illustrating the use of various computational methods and computing techniques to solve economic problems. Editor(s): Gilli, Manfred. Series: Advances in Computational Economics. Num Pages: 284 pages, biography. BIC Classification: KCA; KCS. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 17. Weight in Grams: 1310. . 1995. Hardback. . . . . Codice articolo V9780792338697

Riassunto:

The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. This book presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part 1 of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behaviour of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions. Contributions to Part 2 concern new computational approaches to economic problems. These include an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models.

Contenuti: Preface. Part One: Modeling Computational Economic Systems. Evolutionary Games and Genetic Algorithms; C.R. Birchenhall. The Emergence and Evolution of Self-Organized Coalitions; A. de Vany. Smart Systems and Simple Agents: Industry Pricing by Parallel and Genetic Strategies; R. Board, P.A. Tinsley. A Distributed Parallel Genetic Algorithm: An Application from Economic Dynamics; P.M. Beaumont, P.T. Bradshaw. Multi-Item Stochastic Inventory Models with Constraints and their Parallel Computation; Yuan Wang, Yuafan Deng. Building and Solving Multicriteria Models Involving Logical Conditions; R.L.V. Pinto, B. Rustem. Part Two: Computational Methods in Econometrics. Wavelets in Econometrics: An Application to Outlier Testing; S.A. Greenblatt. Linear versus Nonlinear Information Processing: A Look at Neural Networks; E. Barucci, et al. Solving Triangular Seemingly Unrelated Regression Equations Models on Massively Parallel Systems; E.J. Kontoghiorghes, E. Dinenis. Maximum Likelihood Estimation of Nonlinear Rational Expectations Models by Orthogonal Polynomial Projection Methods; M.J. Miranda. Structural Breaks and GARCH Modelling; S.G. Hall, M. Sola. Block Distributed Methods for Solving Multicountry Econometric Models; J. Faust, R. Tryon. Efficient Solution of Linear Equations Arising in a Nonlinear Economic Model; A.M. Bruaset. Solving Path-Dependent Rational Expectations Models Using the Fair-Taylor Method; F.J.H. Don, R.M.G. van Stratum. Author Index. Subject Index.

Dati bibliografici

Titolo: Computational Economic Systems
Casa editrice: Kluwer Academic Publishers
Data di pubblicazione: 1995
Legatura: Rilegato
Condizione: New