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The Oxford handbook of computational economics and finance
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Éditeur Oxford University Press
Année 2018
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The Oxford handbook of computational economics and finance
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The Oxford handbook of computational economics and finance 2018
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Description d'après la consultation du 04/05/2018
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L'impression du document génère 770 p.
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330.01/51
Résumé
Résumé éditeur : "Being published as a celebration of the 60th anniversary of John von Neumann’s “Theory of Self-Reproducing Automata,” this handbook attempts to provide a unique reflection on the nature of computational economics and finance (CEF) in light of natural computationalism. We restructure CEF by including both nature-inspired computing and natural computing. This new framework allows us to have a view of CEF much broader than just the conventional algorithmic consideration. The book begins with a historical review of computational economics (CE), tracing its history far back to the era of analog computing. In these early days, advancements were mainly made using the idea of natural computing, and the subjects pursued by CE were the computing system as a whole, not just numerical computing. The handbook then is organized by distinguishing computing from computing systems. Six chapters (Chapters 2 to 7) are devoted to the former. They together present a review on the recent progresses in CE, as illustrated by the computation of rational expectations, general equilibrium, risk, and volatility. The subsequent 16 chapters are devoted to the computing-systemic view of CE, including natural-inspired computing (Chapters 8 to 12) and network, agent-based computing and neural computing (Chapters 13 to 23). In addition to providing alternative approaches to forecasting, investment strategies and risk management, etc., they enable us to have a 'natural' or more realistic description of the economy, starting from its decision makers; hence, market-design or policy-design issues involving different levels of the economy, be microscopic, mesoscopic and macroscopic, can be simultaneously addressed and coherently integrated. The handbook concludes with a chapter on what we may hope from CE by providing an in-depth review on the epistemological aspects of computation."
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