Network Theory and Agent-Based Modeling in Economics and Finance
This book presents the latest findings on network theory and agent-based modeling of economic and financial phenomena. In this context, the economy is depicted as a complex system consisting of heterogeneous agents that interact through evolving networks;
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twork Theory and Agent-Based Modeling in Economics and Finance
Network Theory and Agent-Based Modeling in Economics and Finance
Anindya S. Chakrabarti Lukáš Pichl Taisei Kaizoji •
•
Editors
Network Theory and Agent-Based Modeling in Economics and Finance
123
Editors Anindya S. Chakrabarti Indian Institute of Management Ahmedabad Ahmedabad, Gujarat, India
Lukáš Pichl College of Liberal Arts International Christian University Tokyo, Japan
Taisei Kaizoji Division of Social Sciences International Christian University Mitaka, Tokyo, Japan
ISBN 978-981-13-8318-2 ISBN 978-981-13-8319-9 https://doi.org/10.1007/978-981-13-8319-9
(eBook)
© Springer Nature Singapore Pte Ltd. 2019 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Singapore Pte Ltd. The registered company address is: 152 Beach Road, #21-01/04 Gateway East, Singapore 189721, Singapore
Contents
Complexity and Emergence: A New Paradigm for Economic Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Anindya S. Chakrabarti, Lukáš Pichl and Taisei Kaizoji
1
Interactive Models with Boundedly Rational Agents Information Selection Efficiency in Networks: A Neurocognitive-Founded Agent-Based Model . . . . . . . . . . . . . . . . . . . Aymeric Vié
11
Diversification by Self-reinforcement of Preferences and Change of Interaction Type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Saori Iwanaga and Masao Kubo
35
Price Distortions and Public Information: Theory, Experiments, and Simulations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Alba Ruiz-Buforn, Simone Alfarano and Eva Camacho-Cuena
59
Order Book on Financial Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . Alessio Emanuele Bi
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