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32934-01 - Vorlesung: Advanced Computational Economics 3 KP

Semester Frühjahrsemester 2021
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. While the course “23525 Computational Economics” looked mainly into established techniques that any economist should have in their toolbox, this course will recent contributions.

Building and expanding on the course "Computational Economics", the first part of this course will look into meta-heuristics and artificial intelligence (AI) inspired concepts for optimization where traditional (deterministic) methods struggle. In the second part covers methods for modelling and analysing complex and adaptive systems in an economic context. Real world situations often exhibit heterogeneity, butterfly effects, self-organization or critical situations that are difficult to analyse with traditional economic approaches. Agent-based Modelling and agent-based simulation are increasingly used in this context, and the course addresses how these can be setup, implemented, and analysed.
Lernziele Successful participants should be familiar with recent methods for demanding optimization and simulation problems. Also, they will improve their programming skills with special emphasis on the implementation of economic / management models and related methods.
Literatur Lecture material will be provided. 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 (in alphabetical order) helpful:

*) Brabazon, A.; O'Neill, M. & McGarraghy, S. Natural Computing Algorithms, Springer, 2015

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

*) Gilli, M.; Maringer, D. & Schumann, E. Numerical Methods and Optimization in Finance, Academic Press, 2nd ed. 2019 (or 1st ed. 2011).

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

*) Jackson, M. O. Social and Economic Networks Princeton University Press, 2008

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

Specific recommendations and additional literature to be announced during the course.
Weblink Weblink

 

Teilnahmebedingungen *) Completed Bachelor in Business and Economics and
*) 23525 Computational Economics
*) Basic Python skills.
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 May 7, 2021, 8 pm.
Unterrichtssprache Englisch
Einsatz digitaler Medien Online-Veranstaltung

 

Intervall wöchentlich
Datum 23.04.2021 – 04.06.2021
Zeit Freitag, 10.15-14.00 - Online Präsenz -

The course will be taught online at the dates you can see below:

Datum Zeit Raum
Freitag 23.04.2021 10.15-14.00 Uhr - Online Präsenz -, --
Freitag 30.04.2021 10.15-14.00 Uhr - Online Präsenz -, --
Freitag 07.05.2021 10.15-14.00 Uhr - Online Präsenz -, --
Freitag 14.05.2021 10.15-14.00 Uhr Auffahrt
Freitag 21.05.2021 10.15-14.00 Uhr - Online Präsenz -, --
Freitag 28.05.2021 10.15-14.00 Uhr - Online Präsenz -, --
Freitag 04.06.2021 10.15-14.00 Uhr - Online Präsenz -, --
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 Combination of active participation, assignment(s) and final exam.
written exam: 22.06.21; 10:15-11:00. The exam will take place at WWZ. In case COVID-19 protective measures prevent examination on site, the faculty reserves the right to conduct the examination electronically during the same time slot. You will receive details of the on-site examinations (Exhibition Center or WWZ) by email approximately one week before the examination date.

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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