Computational Economics (23525-01)
Mittwoch | 18.15-20.00 | Start: 22.02.2012 | WWZ Gebäude | Grosses PC-Labor S18 HG37 | D. Maringer | 3 CP
Throughout the course, Matlab will be heavily used and basic knowledge of this package is expected.
If you are new to this software or feel you could do with a revision, please visit the "Vorkurs Software" on Wednesday, Feb 15, where an introduction to Matlab will be given.
This course introduces traditional numerical as well as innovative computational methods for economic problems. Presentations and discussions of concepts will be followed by implementations and hands-on experiments.
Topics will reflect background and interests of participants. Core areas will include (but are not limited to): numerical and computational methods, simulation, chaos theory and complex systems in economics, adaptive dynamics and models of learning in economics, artificial economics and artificial life, and agent-based models.
course structure, slides and handouts
- introduction (slides)
- getting started:
- simulation, part 1 (slides)
- simulation, part 2 (slides)
- adaptation and learning (slides)
- complexity (slides)
- simulation, part 3 (slides)
Additional materials will be published in due course
- introduction to MatLab as part of the Vorkurs: Software
a detailled reading list will be announced during the term to reflect eventually covered topics. For a general introduction and further reading, the following textbooks might be helpful:
- Kenneth L. Judd, Numerical Methods in Economics, The MIT Press, 1998.
- Manfred Gilli, Dietmar Maringer, Enrico Schumann, Numerical Methods and Optimization in Finance, Academic Press 2011.
- M.J. Miranda, P.L. Fackler, Applied Computational Economics and Finance, MIT Press 2002
- C. Hernandez, M. Posada, A. Lopez-Paredes (eds.), Artificial Economics. The Generative Method in Economics, Lecture Notes in Economics and Mathematical Systems, Springer 2009
- L. Tesfatsion, K. Judd (eds.), Handbook of Computational Economics Volume 2, North-Holland 2006
- John H. Miller und Scott E. Page, Complex Adaptive Systems: An Introduction to Computational Models of Social Life, Princeton Studies in Complexity, Princeton University Press, 2007
- Nigel Gilbert, Agent-Based Models (Quantitative Applications in the Social Sciences), Sage Publications 2008
- Nigel Gilbert and Klaus G Troitzsch, Simulation for the Social Scientist, 2. Auflage, 2005.
Letzte Änderung: 27.03.2012