Complex Dynamics in Economics and Finance
Author: Gian Italo Bischi
Publisher:
Published: 2011
Total Pages: 231
ISBN-13:
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Complex and Chaotic Nonlinear Dynamics
Author: Thierry Vialar
Publisher: Springer Science & Business Media
Published: 2009-04-26
Total Pages: 752
ISBN-13: 3540859780
DOWNLOAD EBOOKComplex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing. Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.
Special Issue: Complex Dynamics in Economics and Finance
Author: Gian Italo Bischi
Publisher:
Published: 2011
Total Pages: 231
ISBN-13:
DOWNLOAD EBOOKSystem Dynamics in Economic and Financial Models
Author:
Publisher:
Published: 1997-12-05
Total Pages: 408
ISBN-13:
DOWNLOAD EBOOKThe 12 articles presented in this book have different approaches for the modelling of economic and financial processes. The topics cover a range of subjects (complex dynamics, nonlinear time series models, cointegration) and applications in the field of finance and macro economics. The articles are grouped according to the methods being applied. In the first group the authors are concerned with nonlinear dynamics; the papers in the second group are more empirically oriented; the last group contains papers on time series modelling in macro economics, with special attention for the aspect of nonstationarity. The book is intended to be one of discussion and debate on themes of common interest in economics, finance and dynamical systems. It examines the different approaches for the modelling of economic and financial processes so as to stimulate the communication of ideas and to overcome the barriers of specialization.
Nonlinearities in Economics
Author: Giuseppe Orlando
Publisher: Springer Nature
Published: 2021-08-31
Total Pages: 361
ISBN-13: 3030709825
DOWNLOAD EBOOKThis interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous. The first part of this work is formal-methodological and provides the mathematical background needed for the remainder, while the second part presents the view that signal processing involves construction and deconstruction of information and that the efficacy of this process can be measured. The third part focuses on economics and provides the related background and literature on economic dynamics and the fourth part is devoted to new perspectives in understanding nonlinearities in economic dynamics: growth and cycles. By pursuing this approach, the book seeks to (1) determine whether, and if so where, common features exist, (2) discover some hidden features of economic dynamics, and (3) highlight specific indicators of structural changes in time series. Accordingly, it is a must read for everyone interested in a better understanding of economic dynamics, business cycles, econometrics and complex systems, as well as non-linear dynamics and chaos theory.
Special Issue: Complex Dynamics in Economics and Finance - Papers of the MDEF 2012 Workshop
Author: Laura Gardini
Publisher:
Published: 2015
Total Pages: 274
ISBN-13:
DOWNLOAD EBOOKThe Complex Dynamics of Economic Interaction
Author: Mauro Gallegati
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 404
ISBN-13: 3642170455
DOWNLOAD EBOOKThe economy is examined by the authors as a complex interactive system. The emphasis is on the direct interaction between agents rather than on the indirect and autonomous interaction through the market mechanism. Contributions from economists and physicists emphasise the consequences for aggregate behaviour of the interaction between agents with limited rationality. Models of financial markets which exhibit many of the stylised facts of empirical markets such as bubbles, herd behaviour and long memory are presented. This includes contributions on bargaining, buyer-seller relations, the evolution of economic networks and several aspects of macro-economic behaviour. This book will be of interest to all those interested in the foundations of collective social and economic behaviour and in particular, to those concerned with the dynamics of market behaviour and recent applications of physics to economics.
Complex Systems in Finance and Econometrics
Author: Robert A. Meyers
Publisher: Springer Science & Business Media
Published: 2010-11-03
Total Pages: 919
ISBN-13: 1441977007
DOWNLOAD EBOOKFinance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Complex Systems Modeling and Simulation in Economics and Finance
Author: Shu-Heng Chen
Publisher: Springer
Published: 2018-11-20
Total Pages: 308
ISBN-13: 331999624X
DOWNLOAD EBOOKThis title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an interdisciplinary approach and simulation remains the unifying theme for these papers as they deal with a wide range of topics in economics. The text is a valuable addition to the efforts in promoting the complex systems view in economic science. The computational experiments reported in the book are both transparent and replicable. Complex System Modeling and Simulation in Economics and Finance is useful for graduate courses of complex systems, with particular focus on economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic.
Nonlinear Dynamics in Economics, Finance and the Social Sciences
Author: Gian Italo Bischi
Publisher: Springer Science & Business Media
Published: 2009-12-15
Total Pages: 384
ISBN-13: 3642040233
DOWNLOAD EBOOKOver the last two decades there has been a great deal of research into nonlinear dynamic models in economics, finance and the social sciences. This book contains twenty papers that range over very recent applications in these areas. Topics covered include structural change and economic growth, disequilibrium dynamics and economic policy as well as models with boundedly rational agents. The book illustrates some of the most recent research tools in this area and will be of interest to economists working in economic dynamics and to mathematicians interested in seeing ideas from nonlinear dynamics and complexity theory applied to the economic sciences.
