Agent-based approaches in economic and social complex systems VI: post-proceedings of the AESCS International Workshop 2009 / Shu-Heng Chen, Takao Terano, Ryuichi Yamamoto, editors

Annotation Agent-based modeling/simulation is an emergent approach to the analysis of social and economic systems. It provides a bottom-up experimental method to be applied to social sciences such as economics, management, sociology, and politics as well as some engineering fields dealing with social activities. This book includes selected papers presented at the Sixth International Workshop on Agent-Based Approaches in Economic and Social Complex Systems held in Taipei in 2009. We have 39 presentations in the conference, and 14 papers are selected to be included in this volume. These 14 papers are then grouped into six parts: Agent-based financial markets; Financial forecasting and investment; Cognitive modeling of agents; Complexity and policy analysis; Agent-based modeling of good societies; and Miscellany. The research presented here shows the state of the art in this rapidly growing field Agent-based financial markets Comprehensive analysis of information transmission among agents : similarity and heterogeneity of collective behavior / Aki-Hiro Sato Examining the effects of traders' overconfidence on market behavior / Chia-Hsuan Yeh and Chun-Yi Yang Financial forecasting and investment Short time correction to mean variance analysis in an optimized two-stock portfolio / Wenjin Chen and Kwok Y. Szeto Exchange rate forecasting with hybrid genetic algorithms / Jui-Fang Chang Cognitive modeling of agents Learning backward induction : a neural network agent approach / Leonidas Spiliopoulos Cognitive-costed agent model of the microblogging network / Mitsuhiro Nakamura and Hiroshi Deguchi Complexity and policy analysis Landscape analysis of possible outcomes / Yusuke Goto and Shingo Takahashi The flow of information through people's network and its effect on Japanese public pension system / Masatoshi Murukami and Noriyuki Tanida Identification of voting with individual's feet through agent-based modeling / RIo Nishida, Takashi Yamada, Atsushi Yoshikawa, and Takao Terano Agent-based modeling of good societies Communities, anti-communities, pan-community as social order / Yutaka Nakai Bayesian analysis method of times series data in greenhouse gas emissions trading market / Tomohiro Nakada, Keiki Takadama, and Shigeyoshi Watanabe Large scale crowd situation simulation of terminal station area when Tokai earthquake advisory information is announced officially / Qing-Lin Cui, Manabu Ichikawa, Toshiyuki Kaneda, and Hiroshi Deguchi Miscellany Boundary organizations : an evaluation of their impact through a multi-agent system / Denis Boissin A bibliometric study of agent-based modeling literature on the SSCI database / Shu-Heng Chen, Yu Hsiang Yang, and Wen-Jen Yu. Front Matter....Pages i-x Front Matter....Pages 1-1 Comprehensive Analysis of Information Transmission Among Agents: Similarity and Heterogeneity of Collective Behavior....Pages 3-17 Examining the Effects of Traders’ Overconfidence on Market Behavior....Pages 19-31 Front Matter....Pages 33-33 Short Time Correction to Mean Variance Analysis in an Optimized Two-Stock Portfolio....Pages 35-45 Exchange Rate Forecasting with Hybrid Genetic Algorithms....Pages 47-58 Front Matter....Pages 59-59 Learning Backward Induction: A Neural Network Agent Approach....Pages 61-73 Cognitive-Costed Agent Model of the Microblogging Network....Pages 75-84 Front Matter....Pages 59-59 Landscape Analysis of Possible Outcomes....Pages 87-98 The Flow of Information Through People’s Network and Its Effect on Japanese Public Pension System....Pages 99-118 Identification of Voting with Individual’s Feet Through Agent-Based Modeling....Pages 119-132 Front Matter....Pages 133-133 Communities, Anti-Communities, Pan-Community as Social Order....Pages 135-145 Bayesian Analysis Method of Time Series Data in Greenhouse Gas Emissions Trading Market....Pages 147-159 Large Scale Crowd Simulation of Terminal Station Area When Tokai Earthquake Advisory Information Is Announced Officially....Pages 161-174 Front Matter....Pages 175-175 Boundary Organizations: An Evaluation of Their Impact Through a Multi-Agent System....Pages 177-188 A Bibliometric Study of Agent-Based Modeling Literature on the SSCI Database....Pages 189-198 Back Matter....Pages 199-202