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Saturday, May 18, 2019

Aula 22 de Métodos Computacionais em Economia (2019) - Interlúdio 3: Modelos Baseados em Agentes

Na nossa vigésima segunda aula de métodos computacionais introduzimos modelos baseados em agentes. Esses são os slides usados em sala.



Abaixo temos os exemplos apresentados em sala de aula:

Jogo da Minoria

Modelo de Simulação Bancária


Referências

Arthur, W. B. Inductive reasoning and bounded rationality. American Economic Review, v. 84, n. 2, p. 406--411, 1994.

Barroso, R. V. et al., Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning, published in the Journal Of Network Theory In Finance, v. 2, n. 4, p. 53–86, 2016. [A versão preliminar está aqui: https://mpra.ub.uni-muenchen.de/73308/]

Challet, D. and Zhang, Y. C. Emergence of cooperation and organization on an evolutionary game. Physica A 246, p. 407--418, 1997

Agent-Based and Individual-Based Modeling: A Practical Introduction
by Steven F. Railsback and Volker Grimm

An Introduction to Agent-Based Modeling: Modeling Natural, Social, and Engineered Complex Systems with NetLogo -- Wilensky, Uri, Rand, William (2015)

Complex Adaptive Systems: An Introduction to Computational Models of Social Life -- John H. Miller and Scott Page


Agent-Based Modeling: The Santa Fe Institute Artificial Stock Market Model Revisited -- Norman Ehrentreich

Soluções de Exercícios