Computational Economics

"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."--BOOK JACKET.

Preface

vii

Section I: Financial Modeling of Investment and Forecasting

Financial Modeling and Forecasting with an Evolutionary Artificial Neural Network

1

(33)

Serge Hayward

Pricing Basket Options with Optimum Wavelet Correlation Measures

34

(28)

Christopher Zapart

Satoshi Kishino

Tsutomu Mishina

Influence Diagram for Investment Portfolio Selection

62

(17)

Chiu-Che Tseng

Section II: Market Making and Agent-Based Modeling of Markets

Minimal Intelligence Agents in Double Auction Markets with Speculators

79

(20)

Senlin Wu

Siddhartha Bhattacharyya

Optimization of Individual and Regulatory Market Strategies with Genetic Algorithms

99

(19)

Lukas Pichl

Ayako Watanabe

Fundamental Issues in Automated Market Making

118

(31)

Yuriy Nevmyvaka

Katia Sycara

Duane J. Seppi

Section III: Games

Slow Learning in the Market for Lemons: A Note on Reinforcement Learning and the Winner's Circle

149

(12)

N. Feltovich

Multi-Agent Evolutionary Game Dynamics and Reinforcement Learning Applied to Online Optimization for the Traffic Policy

161

(17)

Yuya Sasaki

Nicholas S. Flann

Paul W. Box

Section IV: Cost Estimation and Decision-Support Systems

Fuzzy-Neural Cost Estimation for Engine Tests

178

(27)

Edit J. Kaminsky

Holly Danker-McDermot

Freddie Douglas, III

Computer-Aided Management of Software Development in Small Companies

205

(12)

Lukas Pichl

Takuya Yamano

Modern Organizations and Decision-Making Processes: A Heuristic Approach

217

(11)

Ana Marostica

Cesar Briano

Section V: Policy Appraisal

An Application of Multi-Agent Simulation to Policy Appraisal in the Criminal Justice System

228

(7)

Sean Boyle

Stephen Guerin

Daniel Kunkle

Capital Controls and Firm's Dynamics

235

(33)

Alexei G. Orlov

Section VI: Organizational Theory and Inter-Organizational Alliances

A Physics of Organizational Uncertainty: Perturbations, Measurement and Computational Agents

268

(22)

W. F. Lawless

M. Bergman

N. Feltovich

Reducing Agency Problem and Improving Organizational Value-Based Decision-Making Model of Inter-Organizational Strategic Alliance

290

(18)

Tsai-Lung Liu

Chia-Chen Kuo

About the Authors

308

(8)

Index

316

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Computational Economics

Summary

Table of Contents

Supplemental Materials