ISBN:
9780817649463
Language:
English
Pages:
x, 435 p.
,
ill.
Series Statement:
Modeling and simulation in science, engineering and technology
Series Statement:
Modeling and Simulation in Science, Engineering and Technology Ser.
Parallel Title:
Erscheint auch als
DDC:
301.01
Keywords:
Collective behavior -- Mathematical models
;
Entrepreneurship -- Mathematical models
;
Self-organizing systems -- Mathematical models
;
Collective behavior ; Mathematical models
;
Entrepreneurship ; Mathematical models
;
Self-organizing systems ; Mathematical models
;
Electronic books
Abstract:
Using examples from financial markets and modern warfare to the flocking of birds and the swarming of bacteria, this book shows how behavior in such diverse areas as sociology, economics, and the life sciences can be described by closely related models.
Abstract:
Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences -- Preface -- Contents -- Part I Economic modelling and financial markets -- Agent-based models of economic interactions -- 1 Introduction -- 2 Order books -- 2.1 Order-driven market models -- The Bak, Paczuski and Shubik model -- The Maslov model -- The Challet and Stinchcombe model -- 2.2 The market interactions models -- The Cont and Bouchaud model -- The Lux and Marchesi model -- The Preis model -- 3 Wealth distributions -- 3.1 Kinetic wealth exchange models -- Exchange models without saving -- Exchange models with saving -- 4 Minority games -- 4.1 Basic minority game -- 4.2 A few variants of the basic minority game -- 5 Final remarks -- 6 Acknowledgements -- References -- On kinetic asset exchange models and beyond:microeconomic formulation, trade network, and all that -- 1 Introduction -- 2 Gas-like models -- 2.1 Models with savings -- 2.2 Average money at any saving propensity and the distribution -- 2.3 Rigorous treatments of the problems -- 3 A microeconomic formulation -- 3.1 Random exchange -- 3.2 Exchange with savings -- 3.3 Global market -- 3.4 Steady state distribution of money and price -- 4 Models on directed networks -- 4.1 Model with uniform -- 4.2 Model with distributed -- 5 Preferential transactions and weighted trade network -- 5.1 The trade network -- 5.2 Degree distribution -- 5.3 The weighted network -- 6 Discussions and outlook -- 7 Acknowledgements -- References -- Microscopic and kinetic models in financial markets -- 1 Introduction -- 2 Microscopic models -- 2.1 The Levy-Levy-Solomon model -- 2.2 The Lux-Marchesi model -- 3 Kinetic models -- 3.1 A kinetic model for a speculative market -- Kinetic setting -- The kinetic equation and its property -- Fokker-Planck asymptotics and wealth distribution -- Numerical simulations.
Note:
Includes bibliographical references and index
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