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32934-01 - Vorlesung: Advanced Computational Economics 3 KP

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 wöchentlich
Datum 17.04.2020 – 29.05.2020
Zeit Freitag, 10.15-15.00 Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Datum Zeit Raum
Freitag 17.04.2020 10.15-15.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 24.04.2020 10.15-15.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 01.05.2020 10.15-15.00 Uhr Tag der Arbeit
Freitag 08.05.2020 10.15-14.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 15.05.2020 10.15-14.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
Freitag 22.05.2020 10.15-15.00 Uhr Auffahrt
Freitag 29.05.2020 10.15-15.00 Uhr Wirtschaftswissenschaftliche Fakultät, Grosses PC-Labor S18 HG.37
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.
written exam:
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

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