Market engineering : Insights from two decades of research on markets and information
This book provides a broad range of insights on market engineering and information management. It covers topics like auctions, stock markets, electricity markets, the sharing economy, information and emotions in markets, smart decision-making in cities and other systems, and methodological approaches to conceptual modeling and taxonomy development.
Asset prices, booms and recessions : Financial economics from a dynamic perspective
Studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. The financial market to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the activity of firms, banks, households, governments and countries. The book shows how economic activity affects asset prices and the financial market and how asset prices and financial market volatility feed back to economic activity. The focus in this book is on theories, dynamic models and empirical evidence.
Artificial Intelligence and COVID Effect on Accounting
This book considers the effects of COVID-19 on accounting, particularly with regard to the role of artificial intelligence in accounting in the post-pandemic business environment. The contributions in the book consider a variety of sectors that have been affected by the pandemic, such as the stock market, forensic accounting, Bitcoin, as well as the economic and educational responses to the pandemic and the aftermath felt by both developing and developed countries.
Agent-based modeling : The Santa Fe Institute artificial stock market model revisited
An excellent reference to both the learning, and empirical literature in finance." (Krzysztof Piasecki, Zentralblatt MATH, Vol. 1141, 2008) "Norman Ehrentreich was one of the daring few to take on the model, and he has summarized his work and findings in this excellent book. … It is useful primer for anyone interested in getting started in the area of agent-based finance. … It is essential reading for anyone interested in the dynamics of the SFI market in particular, but I also recommend it for others as a useful resource on agent-based financial market design as well." (Blake LeBaron, Journal of Artificial Societies and Social Simulation, Vol. 12 (2), March, 2009)
Artificial Market Experiments with the U-Mart System
Economics went through great development in the 20th century. This development, which was based mainly on mathematical methods, is not an appropriate method of analyzing markets that change every hour and every day. In a stock market, prices constantly change depending on speculation. U-Mart, a manmade market, has been proposed in order to study such instantly moving markets. Although the U-Mart system is internationally acclaimed for being at the forefront of market research, its use is by no means limited to a small number of researchers on the fringe. The whole system, including its source code, is open and is distributed without charge, testifying to a philosophy of creating and providing a common testbed for research into financial markets.
An Introduction to the Mathematics of Money : Saving and Investing
This is an undergraduate textbook on the basic aspects of personal savings and investing with a balanced mix of mathematical rigor and economic intuition. It uses routine financial calculations as the motivation and basis for tools of elementary real analysis rather than taking the latter as given. Proofs using induction, recurrence relations and proofs by contradiction are covered. Inequalities such as the Arithmetic-Geometric Mean Inequality and the Cauchy-Schwarz Inequality are used. Basic topics in probability and statistics are presented.





