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| Semester | Frühjahrsemester 2020 |
| 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 | 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, 2nd ed. 2019 (or 1st ed. 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 | Basic Matlab skills are required. |
| Weblink | Weblink |
| Teilnahmebedingungen | Prerequisites: Completed Bachelor in Business and Economics and 23525 Computational Economics |
| Anmeldung zur Lehrveranstaltung | Course registration: please enrol in MOnA; Registration = Enrolment to the exam. A deregistration is possible by email to Studiendekanat-wwz@unibas.ch until 3 May 2020, 8 pm. |
| Unterrichtssprache | Englisch |
| Einsatz digitaler Medien | kein spezifischer Einsatz |
| Intervall | Wochentag | Zeit | Raum |
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Keine Einzeltermine verfügbar, bitte informieren Sie sich direkt bei den Dozierenden.
| Module |
Modul: Interdisziplinäres und Wissenstransfer (Masterstudium: Actuarial Science) Modul: Risiko-Analyse (Masterstudium: Actuarial Science) Modul: Schadenversicherung (Masterstudium: Actuarial Science) Spezialisierungsmodul: Areas of Specialization in International and/or Monetary Economics (Masterstudium: International and Monetary Economics) Vertiefungsmodul: Quantitative Methods (Masterstudium: Wirtschaftswissenschaften) |
| Leistungsüberprüfung | Semesterendprüfung |
| Hinweise zur Leistungsüberprüfung | active participation, assignments, and written final exam. digital exam: 19.06.20; 15:00-16:00. You can still withdraw from the examination by submitting a completed, signed form to our office from 17.03.20 until 27.03.20 / 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 16.03.20, please only use MONA for withdrawing. The exam rooms will be published up to 20.05.20. |
| 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 / WWZ |