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32934-01 - Vorlesung: Advanced Computational Economics 3 KP

Semester Frühjahrsemester 2016
Angebotsmuster Jedes Frühjahrsem.
Dozierende Dietmar Maringer (dietmar.maringer@unibas.ch, BeurteilerIn)
Inhalt The term "Computational Economics" covers a wide array of methods and concepts, ranging from "traditional" numerical techniques to advanced simulations of complex economic systems, and anything in between. According, this course will also offer some long-established techniques that any economist should have in their toolbox, but will also look at some more recent, innovative contributions.

Building and expanding on the course "Computational Economics", the first part of this course will present some additional numerical for dealing with standard numerical problems and questions. In the second part, however, strong emphasis will be given to complex systems: to understand situations where cause-effect relationships are increasingly replaced with butterfly effects, feedback-loops and self-fulfilling prophecies, where adaptive heterogenous agents dynamically adjust their behaviour and a crisis can emerge for no apparent reason, innovative approaches are necessary. Therefore, approaches like agent-based simulation network analysis will be presented. Again, special attention will be given to implementations and hands-on experiments.
Lernziele Learning Goals:
Successful participants should be familiar with innovative numerical methods, necessary to approach and solve quantitative problems in economics and business. Also, they will improve their programming skills to implement economic / management models and the necessary methods.
Literatur there is no designated textbook, but to get a flavor of the topics or to deepen their knowledge, (prospective) participants might find the following books helpful:


Tesfatsion, L. & Judd, K. J. (Eds.) Handbook of Computational Economics Vol. 2: Agent-Based Computational Economics North-Holland, 2006

Hommes, C. Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems Cambridge University Press, 2013

Gilli, M.; Maringer, D. & Schumann, E. Numerical Methods and Optimization in Finance, Academic Press, 2011

Easley, D. & Kleinberg, J. Networks, Crowds and Markets. Reasoning about a Highly Connected World Cambridge University Press, 2010

Jackson, M. O. Social and Economic Networks Princeton University Press, 2008
Bemerkungen no prior programming skills are required
Weblink Weblink

 

Teilnahmebedingungen Prerequisites:
Completed Bachelor in Business and Economics and
23525 Computational Economics
Anmeldung zur Lehrveranstaltung Course registration:
Register in MOnA; Eucor students and exchange students contact the Registrar's Office at the Kollegiengebäude within the registration period. Registration = Enrollment for exam. A deregistration is possible by email to Studiendekanat-wwz@unibas.ch till May, 3rd, 2016, 24.00
Unterrichtssprache Englisch
Einsatz digitaler Medien kein spezifischer Einsatz

 

Intervall Wochentag Zeit Raum

Keine Einzeltermine verfügbar, bitte informieren Sie sich direkt bei den Dozierenden.

Module Modul Statistik und Computational Science (Master Actuarial Science)
Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Master International and Monetary Economics)
Vertiefungsmodul Quantitative Methods (Master Wirtschaftswissenschaften)
Leistungsüberprüfung Semesterendprüfung
Hinweise zur Leistungsüberprüfung final exam + course work.
written exam: 02.06.2016; 14:45-15:45. WWZ S13 + Labor: A-Z.
Die Adressen der Prüfungsräume finden Sie hier: http://wwz.unibas.ch/studium/pruefungen/raeume/. Bitte kontrollieren Sie die Raumzuteilung kurz vor den Prüfungen noch einmal!
You can still withdraw from the examination by submitting a completed, signed form to our office from 22.03.16 until 01.04.16 / 12:00 o’clock. Withdrawals sent by email will not be accepted. You will find the examination withdrawal form on the Homepage of the Student Dean’s Office. Prior to 21.03.16, please only use MONA for withdrawing. The exam rooms will be published up to 27.05.16.
An-/Abmeldung zur Leistungsüberprüfung Anmelden: Belegen; Abmelden: Studiendekanat
Wiederholungsprüfung keine Wiederholungsprüfung
Skala 1-6 0,1
Wiederholtes Belegen beliebig wiederholbar
Zuständige Fakultät Wirtschaftswissenschaftliche Fakultät / WWZ, studiendekanat-wwz@unibas.ch
Anbietende Organisationseinheit Wirtschaftswissenschaftliche Fakultät

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