Computational Economics: A Perspective from Computational Intelligence

Front Cover
Shu-Heng Chen, L. C. Jain, Chung-Ching Tai
Idea Group Inc (IGI), Jan 1, 2006 - 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.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

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 IX FuzzyNeural Cost Estimation for Engine Tests
178
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

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 XV Reducing Agency Problem and Improving Organizational ValueBased DecisionMaking Model of InterOrganizational Strategic Alliance
290
About the Authors
308
316 Index Copyright 2006 Idea Group Inc Copying or distributing in print or electronic forms without written permission of Idea Group Inc is proh...
316

Other editions - View all

Common terms and phrases

About the author (2006)

Shu-Heng Chen is a professor in the Department of Economics of the National Chengchi University. He now serves as the Director of the Al-ECON Research Center, National Chengchi University. 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. Chung-Ching Tai is currently a Ph.D. student in Department of Economics, National Chengchi University in Taiwan. He is currently a member of Al-ECON research center.

Bibliographic information