Workshop on Modeling the Financial Crisis from the Bottom Up

自下而上金融危机建模研讨会

• 批准号: 0957819
• 负责人: Robert Axtell
• 金额: $ 5万
• 依托单位: George Mason University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2009
• 资助国家: 美国
• 起止时间: 2009-09-15 至 2010-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0957819&HistoricalAwards=false
• 关键词: Workshop; Modeling; Financial; Crisis; Bottom

Conventional financial and macroeconomic models have been demonstrated to be of limited utility in either forecasting, limiting, or remedying the current financial downturn. This workshop will focus on complexity-theoretic alternatives to traditional DSGE macroeconomic models. Specifically, agent-based approaches for building large-scale, distributed models of economic phenomena at the country-level will be highlighted. Attendees will discuss priorities for basic research to make progress toward useful models most expeditiously and explore plans for coordinating to develop next-generation modeling of economies. Participants will come from economics and finance, computer science and multi-agent systems, and physics, as well as public and private sector model users.Even a slight improvement in our ability to model the economy would have valuable implications for better policy making and mroe robust economies. Also: methodological advances in complexity modeling that apply to economies will also be useful for modeling other important complex entities, like political systems, organizational systems, and systems.

传统的金融和宏观经济模型已经被证明在预测、限制或补救当前的金融衰退方面效用有限。本次研讨会将重点讨论传统DSGE宏观经济模型的复杂性理论替代方案。具体而言，将强调在国家一级建立大规模分布式经济现象模型的基于代理人的方法。与会者将讨论基础研究的优先事项，以最快地向有用的模型迈进，并探讨协调开发下一代经济模型的计划。参与者将来自经济学和金融学、计算机科学和多智能体系统、物理学以及公共和私营部门的模型用户。即使我们对经济建模的能力有一点点提高，也会对更好的政策制定和更强劲的经济产生有价值的影响。还有：适用于经济的复杂性建模方法的进步也将有助于建模其他重要的复杂实体，如政治系统，组织系统和系统。