“计算经济学”的版本间的差异

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2024年5月7日 (二) 11:45的最新版本

· 此词条由韦溢翻译审校,未经专家审核,带来阅读不便,请见谅。

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Computational economics is a research discipline at the interface of computer science, economics, and management science.[1] This subject encompasses computational modeling of economic systems, whether agent-based,[2] general-equilibrium,[3] macroeconomic,[4] or rational-expectations,[5] computational econometrics and statistics,[6] computational finance, computational tools for the design of automated internet markets, programming tool specifically designed for computational economics and the teaching of computational economics. Some of these areas are unique, while others extend traditional areas of economics by solving problems that are tedious to study without computers and associated numerical methods.[7]

计算经济学是一门与计算机科学、经济学和管理科学领域交叉的研究型学科。[1] 这一学科包括经济系统的计算模型,无论是基于代理人,[2]普适均衡,[3]宏观经济,[4] 还是理性预期,[5]计算计量经济学和统计学,[6]计算金融,设计自动互联网市场的计算工具,专门为计算经济学设计的编程工具以及计算经济学的教学。这些领域中有些是独特的,有些则是通过解决那些没有计算机和相关数字方法[7]就很难研究的问题来扩展经济学的传统领域。

Computational economics uses computer-based economic modelling for the solution of analytically and statistically- formulated economic problems. A research program, to that end, is agent-based computational economics (ACE), the computational study of economic processes, including whole economies, as dynamic systems of interacting agents.[8] As such, it is an economic adaptation of the complex adaptive systems paradigm.[9] Here the "agent" refers to "computational objects modeled as interacting according to rules," not real people.[2] Agents can represent social, biological, and/or physical entities. The theoretical assumption of mathematical optimisation by agents in equilibrium is replaced by the less restrictive postulate of agents with bounded rationality adapting to market forces,[10] including game-theoretical contexts.[11] Starting from initial conditions determined by the modeler, an ACE model develops forward through time driven solely by agent interactions. The scientific objective of the method is "to ... test theoretical findings against real-world data in ways that permit empirically supported theories to cumulate over time, with each research building on the work before."[12]

计算经济学使用基于计算机的经济模型来解决分析性和统计性的经济问题。为此,一项研究计划是基于代理人的计算经济学(ACE),对经济过程的计算研究,包括整个经济体,作为相互作用的代理人[8]的动态系统。因此,它是复杂适应系统范式在经济上的一种调整[9]。这里的 "代理人 "指的是 "根据规则互动而建模的计算对象",而不是真实的人[2]。 包括游戏理论背景[11]。从建模者确定的初始条件开始,ACE模型通过时间的推移,完全由代理人的相互作用[10]驱动向前发展。该方法的科学目标是"......用现实世界的数据来测试理论结果,允许有经验支持的理论随着时间的推移不断累积,每项研究都建立在之前的工作之上。"[12]

Computational solution tools include for example software for carrying out various matrix operations (e.g. matrix inversion) and for solving systems of linear and non-linear equations. For a repository of public-domain computational solutions, visit here.

计算解决方案工具包括例如进行各种矩阵运算(如矩阵反转)和解决线性和非线性方程组的软件。关于公共领域的计算解决方案的储存库,请访问这里。


The following journals specialise in computational economics: ACM Transactions on Economics and Computation,[13] Computational Economics,[1] Journal of Applied Econometrics,[14] Journal of Economic Dynamics and Control[15] and the Journal of Economic Interaction and Coordination.[16]

以下是专门研究计算经济学的期刊:《计算经济学: 美国计算机学会经济与计算汇刊》[13]、《计算经济学》[1]、《经济动态与控制》[14]和《经济相互作用与协调》[15]


References

  1. 1.0 1.1 1.2 1.3 Computational Economics. Computational economics is a research discipline at the interface of computer science, economics, and management science. This subject encompasses computational modeling of economic systems, whether agent-based, general-equilibrium, macroeconomic, or rational-expectations, computational econometrics and statistics, computational finance, computational tools for the design 计算经济学是计算机科学、经济学和管理科学交叉的一门研究学科。这个主题包括经济系统的计算建模,无论是基于主体的,一般均衡,宏观经济,或理性预期,计算经济计量学和统计,金融工程,计算工具的设计 ""About This Journal" and "Aims and Scope."
  2. 2.0 2.1 2.2 2.3 Scott E. Page, 2008. "agent-based models," The New Palgrave Dictionary of Economics, 2nd Edition. Abstract.
  3. 3.0 3.1 The New Palgrave Dictionary of Economics, 2008. 2nd Edition:   • "computation of general equilibria" by Herbert E. Scarf. Abstract.   • "computation of general equilibria (new developments)" by Felix Kubler. Abstract.
  4. 4.0 4.1 • Hans M. Amman, David A. Kendrick, and John Rust, ed., 1996. Handbook of Computational Economics, v. 1, ch. 1-6, preview links.
  5. 5.0 5.1 Ray C. Fair "Computational Methods for Macroeconometric Models," Hans M. Amman, David A. Kendrick, and John Rust, ed., 1996. Handbook of Computational Economics, v. 1, ch. , pp. 143-169. Outline.
  6. 6.0 6.1 • Vassilis A. Hajivassiliou, 2008. "computational methods in econometrics," The New Palgrave Dictionary of Economics, 2nd Edition. Abstract.    • Keisuke Hirano, 2008. "decision theory in econometrics," The New Palgrave Dictionary of Economics, 2nd Edition. Abstract.    • James O. Berger, 2008. "statistical decision theory," The New Palgrave Dictionary of Economics, 2nd Edition. Abstract.
  7. 7.0 7.1 • Hans M. Amman, David A. Kendrick, and John Rust, ed., 1996. Handbook of Computational Economics, v. 1, Elsevier. Description -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2011-07-15. & chapter-preview links.    • Kenneth L. Judd, 1998. Numerical Methods in Economics, MIT Press. Links to description -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2012-02-11. and chapter previews.
  8. 8.0 8.1 • Scott E. Page, 2008. "agent-based models," The New Palgrave Dictionary of Economics, 2nd Edition. Abstract.    • Leigh Tesfatsion, 2006. "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," ch. 16, Handbook of Computational Economics, v. 2, [pp. 831-880]. doi:10.1016/S1574-0021(05)02016-2.    • Kenneth L. Judd, 2006. "Computationally Intensive Analyses in Economics," Handbook of Computational Economics, v. 2, ch. 17, pp. 881- 893. Pre-pub PDF.    • L. Tesfatsion and K. Judd, ed., 2006. Handbook of Computational Economics, v. 2, Agent-Based Computational Economics, Elsevier. Description -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2012-03-06. & and chapter-preview links.    • Thomas J. Sargent, 1994. Bounded Rationality in Macroeconomics, Oxford. Description and chapter-preview 1st-page links.
  9. 9.0 9.1 W. Brian Arthur, 1994. "Inductive Reasoning and Bounded Rationality," American Economic Review, 84(2), pp. 406-411 -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2013-05-21..    • Leigh Tesfatsion, 2003. "Agent-based Computational Economics: Modeling Economies as Complex Adaptive Systems," Information Sciences, 149(4), pp. 262-268 -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期April 26, 2012,..    • _____, 2002. "Agent-Based Computational Economics: Growing Economies from the Bottom Up," Artificial Life, 8(1), pp.55-82. Abstract and pre-pub PDF -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2013-05-14..
  10. 10.0 10.1 • W. Brian Arthur, 1994. "Inductive Reasoning and Bounded Rationality," American Economic Review, 84(2), pp. 406-411 -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2013-05-21..    • John H. Holland and John H. Miller (1991). "Artificial Adaptive Agents in Economic Theory," American Economic Review, 81(2), pp. 365-370 -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2011-01-05..    • Thomas C. Schelling, 1978 [2006]. Micromotives and Macrobehavior, Norton. Description -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2017-11-02., preview.    • Computational solution tools include for example software for carrying out various matrix operations (e.g. matrix inversion) and for solving systems of linear and non-linear equations. For a repository of public-domain computational solutions, visit here. 计算解决方案工具包括执行各种矩阵操作的例如软件(例如:。矩阵求逆)和求解线性和非线性方程组。对于一个公共领域计算解决方案的存储库,请访问[ https://web.archive.org/web/20110724131801/http://bucky.stanford.edu/numericalmethods/pubcode/default.htm ]。 Thomas J. Sargent, 1994. Bounded Rationality in Macroeconomics, Oxford. Description and chapter-preview 1st-page links.
  11. 11.0 11.1 Joseph Y. Halpern, 2008. "computer science and game theory," The New Palgrave Dictionary of Economics, 2nd Edition. Abstract.    • Yoav Shoham, 2008. "Computer Science and Game Theory," Communications of the ACM, 51(8), pp. 75-79 -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2012-04-26..    • Alvin E. Roth, 2002. "The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design Economics," Econometrica, 70(4), pp. 1341–1378 -{zh-cn:互联网档案馆; zh-tw:網際網路檔案館; zh-hk:互聯網檔案館;}-存檔,存档日期2004-04-14..
  12. 12.0 12.1 Leigh Tesfatsion, 2006. "Agent-Based Computational Economics: A Constructive Approach to Economic Theory," ch. 16, Handbook of Computational Economics, v. 2, sect. 5, p. 865 [pp. 831-880]. doi:10.1016/S1574-0021(05)02016-2.
  13. 13.0 13.1 "ACM Teac".
  14. 14.0 14.1 "Journal of Applied Econometrics". Wiley Online Library. 2011. doi:10.1002/(ISSN)1099-1255. Retrieved October 31, 2011.
  15. 15.0 15.1 Journal of Economic Dynamics and Control, including Aims & scope link.  For a much-cited overview and issue, see:   • Leigh Tesfatsion, 2001. "Introduction to the Special Issue on Agent-based Computational Economics," Journal of Economic Dynamics & Control, pp. 281-293.   • [Special issue], 2001. Journal of Economic Dynamics and Control, Agent-based Computational Economics (ACE). 25(3-4), pp. 281-654. Abstract/outline links.
  16. "Journal of Economic Interaction and Coordination". springer.com. 2011. Retrieved October 31, 2011.


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This page was moved from wikipedia:en:Computational economics. Its edit history can be viewed at 计算经济学/edithistory