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  • 1
    UID:
    gbv_729298639
    Format: 1 Online-Ressource
    Edition: 1 Online-Ressource
    ISBN: 9781849508117
    Series Statement: International symposia in economic theory and econometrics Volume 14
    Content: The last fifteen or twenty years have been marked by fundamental advances in the sources of complex behavior in micro- and macro-economics, in the practical and methodological implications of such behavior, and in the methods and tools appropriate to cope with them. Much of these developments have been driven by the recognition and acceptance by economists of approaches initiated in other fields - such as non-linear dynamics, statistical physics, network theory, biology, computer science, and the use of computational methods as problem-solving tools - giving rise to important and innovative impulses to economic thinking. The sixteen papers in this book -- the fourteenth volume in the series International Symposia in Economic Theory and Econometrics - reflect from various perspectives this recent evolution. They are the outgrow from a selection of communications presented at the COMPLEXITY2000 workshop held in Aix en Provence, France, 4-6 May 2000 - a workshop that brought together, from twenty-two nations, almost seventy economists, mathematicians, biologists and physicists interested in complex phenomena. All papers were strictly refereed in the intended tradition of the series: to provide journal quality collections of research papers of unusual importance in areas of currently highly visible activity within the economics profession. With its selection of articles, the book presents an overview of advanced contributions to complexity in economics and social system, such as chaotic dynamics and multiple equilibria, agent-based models, applications of genetic algorithms, non-equilibrium macro-dynamics, information transmission, learning mechanisms. Although the papers address economic problems, the authorship and the perspectives presented are interdisciplinary and provide therefore a number of innovative insights and solutions to classical or new questions
    Note: "Selection of communications presented at the COMPLEXITY2000 workshop held in Aix en Provence, France, 4-6 May 2000"--Foreword. - Includes bibliographical references (p. [431]-455) and index , Includes bibliographical references (p. [431]-455) and index , Systemvoraussetzungen: Acrobat Reader.
    Additional Edition: ISBN 9780444514332
    Additional Edition: ISBN 0444514333
    Additional Edition: Erscheint auch als Druck-Ausgabe Economic complexity Amsterdam : Elsevier, 2004 ISBN 0444514333
    Language: English
    Subjects: Economics
    RVK:
    Keywords: Wirtschaftstheorie ; Komplexes System ; Wirtschaftstheorie ; Komplexes System ; Wirtschaftstheorie ; Nichtlineares dynamisches System ; Wirtschaftstheorie ; Mehragentensystem ; Wirtschaftstheorie ; Lerntheorie ; Konferenzschrift
    Author information: Feichtinger, Gustav 1940-
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    UID:
    b3kat_BV043932871
    Format: 1 Online Ressource (XXIX, 190 Seiten, 24 illus., 21 illus. in color)
    ISBN: 9783319432229
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-319-43221-2
    Language: English
    Subjects: Computer Science
    RVK:
    Keywords: Informationstheorie ; Komplexes System ; Entropie ; Informationsfluss
    URL: Volltext  (URL des Erstveröffentlichers)
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  • 3
    UID:
    gbv_873401700
    Format: 1 Online-Ressource (210 p)
    ISBN: 9783319432229
    Content: Preface -- Contents -- List of Key Ideas -- List of Open Research Questions -- List of Key Results -- Symbols -- Acronyms -- List of Tables -- List of Figures -- 1 Introduction -- 1.1 Information Theory -- 1.2 Complex Systems -- 1.2.1 Cellular Automata -- 1.2.2 Spin Models -- 1.2.3 Oscillators -- 1.2.4 Complex Networks -- 1.2.5 Random Boolean Networks -- 1.2.6 Flocking Behaviour -- 1.3 Information Flow and Causality -- 1.4 Applications -- 1.5 Overview -- 2 Statistical Preliminaries -- 2.1 Set Theory -- 2.2 Discrete Probabilities -- 2.3 Conditional, Independent and Joint Probabilities
    Content: 2.3.1 Conditional Probabilities -- 2.3.2 Independent Probabilities -- 2.3.3 Joint Probabilities -- 2.3.4 Conditional Independence -- 2.3.5 Time-Series Data and Embedding Dimensions -- 2.3.6 Conditional Independence and Markov Processes -- 2.3.7 Vector Autoregression -- 2.4 Statistical Expectations, Moments and Correlations -- 2.5 Probability Distributions -- 2.5.1 Binomial Distribution -- 2.5.2 Poisson Distribution -- 2.5.3 Continuous Probabilities -- 2.5.4 Gaussian Distribution -- 2.5.5 Multivariate Gaussian Distribution -- 2.6 Symmetry and Symmetry Breaking -- 3 Information Theory
    Content: 3.1 Introduction -- 3.2 Basic Ideas -- 3.2.1 Entropy and Information -- 3.2.2 Mutual Information -- 3.2.3 Conditional Mutual Information -- 3.2.4 Kullback-Leibler Divergence -- 3.2.5 Entropy of Continuous Processes -- 3.2.6 Entropy and Kolmogorov Complexity -- 3.2.7 Historical Note: Mutual Information and Communication -- 3.3 Mutual Information and Phase Transitions -- 3.4 Numerical Challenges -- 3.4.1 Calculating Entropy -- 3.4.2 Calculating Mutual Information -- 3.4.3 The Non-stationary Case -- 4 Transfer Entropy -- 4.1 Introduction -- 4.2 Definition of Transfer Entropy
    Content: 4.2.1 Determination of History Lengths -- 4.2.2 Computational Interpretation as Information Transfer -- 4.2.3 Conditional Transfer Entropy -- 4.2.4 Source-Target Lag -- 4.2.5 Local Transfer Entropy -- 4.3 Transfer Entropy Estimators -- 4.3.2 Symbolic Transfer Entropy -- 4.3.1 KSG Estimation for Transfer Entropy -- 4.3.3 Open-Source Transfer Entropy Software -- 4.4 Relationship with Wiener-Granger Causality -- 4.4.1 Granger Causality Captures Causality as Predictive of Effect -- 4.4.2 Definition of Granger Causality -- 4.4.3 Maximum-Likelihood Estimation of Granger Causality
    Content: 4.4.4 Granger Causality Versus Transfer Entropy -- 4.5 Comparing Transfer Entropy Values -- 4.5.1 Statistical Significance -- 4.5.2 Normalising Transfer Entropy -- 4.6 Information Transfer Density and Phase Transitions -- 4.7 Continuous-Time Processes -- 5 Information Transfer in Canonical Systems -- 5.1 Cellular Automata -- 5.2 Spin Models -- 5.3 Random Boolean Networks -- 5.4 Small-World Networks -- 5.5 Swarming Models -- 5.6 Synchronisation Processes -- 5.7 Summary -- 6 Information Transfer in Financial Markets -- 6.1 Introduction to Financial Markets
    Content: 6.2 Information Theory Applied to Financial Markets
    Note: Description based upon print version of record
    Additional Edition: ISBN 9783319432212
    Additional Edition: Print version Bossomaier, Terry R. J. An introduction to transfer entropy Cham : Springer, 2016 ISBN 3319432214
    Additional Edition: ISBN 9783319432212
    Language: English
    Keywords: Informationstheorie ; Komplexes System ; Entropie ; Informationsfluss ; Electronic books
    URL: Volltext  (lizenzpflichtig)
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