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基于代理的经济学和复杂性模型

Agent Based Models in Economics and Complexity
课程网址: http://videolectures.net/ephdcs08_gallegati_abmieac/  
主讲教师: Mauro Gallegati
开课单位: 马尔凯理工大学
开课时间: 2008-10-15
课程语种: 英语
中文简介:
复杂度方法的一个关键方面是交互元素如何产生聚合模式,这些元素依次对其作出反应。这导致了聚合属性和结构的出现,这些属性和结构只能通过观察单个行为来猜测。明确地考虑异质元素如何通过相互作用动态发展其行为是一项艰巨的分析任务,主流(新古典主义)经济学的均衡分析是一条非中性的捷径。另一方面,只有当计算机电源变得广泛可用时,明确考虑过程的动态性才开始成为可行的替代方案。异构交互作用体的计算研究称为基于代理的建模(ABM)。有趣的是,在其最初的应用中,经济模型发挥了突出的作用,尽管它很快在其他学科中也被发现有价值。本次讲座的目的是通过讨论主流经济学传统范式的弱点,激励人们在经济学中使用复杂性方法和基于代理的模型,然后解释ABM是什么,它可以帮助分析哪些研究和政策问题。
课程简介: A crucial aspect of the complexity approach is how interacting elements produce aggregate patterns that those elements in turn react to. This leads to the emergence of aggregate properties and structures that cannot be guessed by looking only at individual behaviour. Explicitly considering how heterogeneous elements dynamically develop their behaviour through interaction is a hard task analytically, the equilibrium analysis of mainstream (neoclassical) economics being a not neutral shortcut. On the other hand, explicitly considering the dynamics of the process started to be a feasible alternative only when computer power became widely accessible. The computational study of heterogeneous interaction agents is called agent-based modelling (ABM). Interestingly, among its first applications a prominent role was given to economic models, although it was quickly found of value in other disciplines too. Goal of this lecture is to motivate the use of the complexity approach and agent-based modelling in economics, by discussing the weaknesses of the traditional paradigm of mainstream economics, and then explain what ABM is and which research and policy questions it can help to analyse.
关 键 词: 复杂性方法; 元素聚合模式; 平衡分析; 代理建模
课程来源: 视频讲座网
最后编审: 2020-06-15:heyf
阅读次数: 61