Computational Economics: A Perspective from Computational Intelligence: A Perspective from Computational Intelligence

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Chen, Shu-Heng
Idea Group Inc (IGI), Nov 30, 2005 - Business & Economics - 318 pages

The Computational Intelligence and its Applications Series publishes academic work based either on one of the computational intelligence techniques or on applications of these techniques to a field of human endeavor. The books may be single author monographs, multiple author editions, conference proceedings, handbooks, or edited volumes by leading researchers with chapters contributed by researchers in the field. Computational Economics: A Perspective from Computational Intelligence is a part of this series.

Computational Economics: A Perspective from Computational Intelligence provides models of various economic and financial issues while using computational intelligence as a foundation. The scope of this volume comprises finance, economics, management, organizational theory and public policies. It explains the ongoing and novel research in this field, and displays the power of these computational methods in coping with difficult problems with methods from traditional perspectives. By encouraging the discussion of different views, this book serves as an introductory and inspiring volume that helps to flourish studies in computational economics.

 

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Contents

Chapter I Financial Modeling and Forecasting with an Evolutionary Artifical Neural Network
1
Chapter II Pricing Basket Options with Optimum Wavelet Correlation Measures
34
Chapter III Influence Diagram for Investment Portfolio Selection
62
Section II Market Making and AgentBased Modeling of Markets
78
Chapter IV Minimal Intelligence Agents in Double Auction Markets with Speculators
79
Chapter V Optimization of Individual and Regulatory Market Strategies with Genetic Algorithms
99
Chapter VI Fundamental Issues in Automated Market Making
118
Section III Games
148
Chapter X ComputerAided Management of Software Development in Small Companies
205
A Heuristic Approach
217
Section V Policy Appraisal
227
Chapter XII An Application of MultiAgent Simulation to Policy Appraisal in the Criminal Justice System
228
Chapter XIII Capital Controls and Firms Dynamics
235
Section VI Organizational Theory and InterOrganizational Alliances
267
Perturbations Measurement and Computational Agents
268
Chapter XV Reducing Agency Problem and Improving Organizational ValueBased DecisionMaking Model of InterOrganizational Strategic Alliance
290

A Note on Reinforcement Learning and the Winners Circle
149
Chapter VIII MultiAgent Evolutionary Game Dynamics and Reinforcement Learning Applied to Online Optimization for the Traffic Policy
161
Section IV Cost Estimation and DecisionSupport Systems
177
Chapter IX FuzzyNeural Cost Estimation for Engine Tests
178

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About the author (2005)

Shu-Heng Chen is a professor in the Department of Economics and Director of Center of International Education and Exchange at the National Chengchi University. He also serves as the Director of the AI-ECON Research Center, National Chengchi University, the editor- in-chief of the Journal of New Mathematics and Natural Computation (World Scientific), the associate editor of the Journal of Economic Behavior and Organization, and the editor of the Journal of Economic Interaction and Coordination. Dr. Chen holds an M.A. degree in mathematics and a Ph. D. in Economics from the University of California at Los Angeles. He has more than 150 publications in international journals, edited volumes and conference proceedings. He has been invited to give keynote speeches and plenary talks on many international conferences. He is also the editor of the volume "Evolutionary Computation in Economics and Finance" (Plysica-Verlag, 2002), "Genetic Algorithms and Genetic Programming in Computational Finance" (Kluwer, 2002), and the co-editor of the Volume I & II of "Computational Intelligence in Economics and Finance" (Springer-Verlag, 2002 & 2007), "Multi-Agent for Mass User Support" (Springer-Verlag, 2004), Computational Economics: A Perspective from Computational Intelligence (IGI publisher, 2005), and Simulated Evolution and Learning, Lecture Notes in Computer Science, ( LNCS 4247) (Springer, 2006), as well as the guest editor of Special Issue on Genetic Programming, International Journal on Knowledge Based Intelligent Engineering Systems (2008). His research interests are mainly on the applications of computational intelligence to the agent-based computational economics and finance as well as experimental economics. Details of Shu-Heng Chen can be found at http://www.aiecon.org/ or http://www.aiecon.org/staff/shc/E_Vita.htm.

Lakhmi C. Jain, M.E., Ph.D., is Director/Founder of the Knowledge-Based Intelligent Engineering Systems (KES) Centre, located in the Division of Information Technology, Engineering and the Environment. He is a fellow of the Institution of Engineers Australia. He has initiated a postgraduate stream by research in the Knowledge-Based Intelligent Engineering systems area. Dr. Jain was the Technical Chair of the ETD2000 International Conference in 1995 and Publications Chair of the Australian and New Zealand Conference on Intelligent Information Systems in 1996.He also initiated the first International Conference on Knowledge-Based Intelligent Electronic Systems in 1997.This is now an annual event. His interests focus on the use of novel techniques such as knowledge-based systems, artificial neural networks, fuzzy systems, and genetic algorithms and the application of these techniques.

Chung-Ching Tai is currently a Ph.D. student in Department of Economics, National Chengchi University in Taiwan. He is currently a member of AI-ECON research center. He finished his master thesis in 2001. His research interests are agent-based modeling, double auction markets, and experimental economics. [Editor]

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