| ISBN |
9811548056 (hardcover)
|
| ISBN13桁 |
9789811548055 (hardcover)
|
| 無効なISBN等 |
9789811548062 (eBook)
|
| テキストの言語 |
英語
|
| 分類：NDC10版 |
331.19
|
| 本タイトル |
Complexity, heterogeneity, and the methods of statistical physics in economics :
|
| タイトル関連情報 |
essays in memory of Masanao Aoki /
|
| 著者名 |
Hideaki Aoyama, Yuji Aruka, Hiroshi Yoshikawa, editors.
|
| 出版地・頒布地 |
Singapore :
|
| 出版者・頒布者名 |
Springer,
|
| 出版年・頒布年 |
[2020],
|
| 数量 |
xiv, 321 pages :
|
| 他の形態的事項 |
illustrations (some color) ;
|
| 大きさ |
25 cm.
|
| 書誌注記 |
Includes bibliographical references.
|
| 内容注記 |
Part I Prof. Aoki's contribution and beyond: Stock prices and the real economy : the different meaning of efficiency / Hiroshi Yoshikawa -- The macroeconomy as a complex system : building on Aoki's statistical mechanics approach / C. Di Guilmi, M. Gallegati, and S. Landini -- On the analytical methods considered essential by Prof. Masanao Aoki in his Japanese textbook / Yuji Aruka -- Masanao Aoki's solution to the Finite Size Effect of Behavioral Finance Models / Thomas Lux. Part II Wealth, income, firms: Continuum and thermodynamic limits for a wealth-distribution model / Bertram Düring, Nicos Georgiou, Sara Merino-Aceituno, and Enrico Scalas -- Distribution and fluctuation of personal income, entropy, and equal a priori probabilities : evidence from Japan / Wataru Souma -- Firms growth, distribution, and non-self-averaging revisited / Yoshi Fujiwara. Part III Economic agents and interactions: The law of proportionate growth and its siblings : applications in agent-based modeling of socio-economic systems / Frank Schweitzer -- Collective phenomena in economic systems / Hiroshi Iyetomi -- Clusters of traders in financial markets -- Economic networks / Hideaki Aoyama -- An interacting agent model of economic crisis / Yuichi Ikeda -- Reactions of economy toward various disasters estimated by firm-level simulation / Hiroyasu Inoue -- The known (ex ante) and the unknown (ex post) : common principals in economics and natural sciences / Jürgen Mimkes -- Information, inattention, perception, and discounting / Raymond J. Hawkins, Adrian Yuen, and Lisa Zhang.
|
| 要約、抄録、注釈等 |
This book systematically provides a prospective integrated approach for complexity social science in its view of statistical physics and mathematics, with an impressive collection of the knowledge and expertise of leading researchers from all over the world. The book mainly covers both finitary methods of statistical equilibrium and data-driven analysis by econophysics. The late Professor Masanao Aoki of UCLA, who passed away at the end of July 2018, in his later years dedicated himself to the reconstruction of macroeconomics mainly in terms of statistical physics. Professor Aoki, who was already an IEEE fellow, was also named an Econometric Society Fellow in 1979. Until the early 1990s, however, his contributions were focused on the new developments of a novel algorithm for the time series model and their applications to economic data. Those contributions were undoubtedly equivalent to the Nobel Prize-winning work of Granger's "co-integration method". After the publications of his New Approaches to Macroeconomic Modeling and Modeling Aggregate Behavior and Fluctuations in Economics, both published by Cambridge University Press, in 1996 and 2002, respectively, his contributions rapidly became known and spread throughout the field. In short, these new works challenged econophysicists to develop evolutionary stochastic dynamics, multiple equilibria, and externalities as field effects and revolutionized the stochastic views of interacting agents. In particular, the publication of Reconstructing Macroeconomics, also by Cambridge University Press (2007), in cooperation with Hiroshi Yoshikawa, further sharpened the process of embodying "a perspective from statistical physics and combinatorial stochastic processes" in economic modeling. Interestingly, almost concurrently with Prof. Aokis newest development, similar approaches were appearing. Thus, those who were working in the same context around the world at that time came together, exchanging their results during the past decade. In memory of Prof. Aoki, this book has been planned by authors who followed him to present the most advanced outcomes of his heritage.
|
| 個人件名 |
青木, 正直,
|
| 生没年等 |
1931-
|
| 著者標目 |
青山, 秀明,
1954-
有賀, 裕二,
1949-
吉川, 洋,
1951-
|
| 統一タイトル(シリーズ副出標目) |
Evolutionary economics and social complexity science ;
|
| シリーズの巻次 |
v. 22.
|
| シリーズ名・巻次 |
Evolutionary economics and social complexity science, volume 22 |
| 一般件名 |
Economics -- Statistical methods.
Economics, Mathematical. |
| 資料情報1 |
『Complexity, heterogeneity, and the methods of statistical physics in economics :
essays in memory of Masanao Aoki /』（Evolutionary economics and social complexity science,
volume 22） Hideaki Aoyama, Yuji Aruka, Hiroshi Yoshikawa, editors. Springer, [2020],
（所蔵館：中央
請求記号：F/331.1/C73/C
資料コード：7113633197）
|
| URL |
https://catalog.library.metro.tokyo.lg.jp/winj/opac/switch-detail.do?lang=ja&bibid=1352046901 |
