SAS金融计算第一讲.ppt

Herbert Simon （1） The incessant（constant） interaction between the development of real-world issues and the progress in science has continuously moved the frontier of economics forward. Herbert Simon, as the only person to win the Nobel Memorial Prize in Economics（1978） Turing Award by the ACM （1975）-AI von Neumann Theory Prize（1988）-SP is a perfect illustration of this advancement in economics. Being a lifelong scholar of human decision-making, Simon believed that economic research should start from the study of actual behavior rather than be based on convenient (simple) but unrealistic assumptions. The significance of psychological and behavioral approaches to economics, of which Simon was a pioneer, was well acknowledged by the Nobel Prize Committee. The development of economics over the last two decades has been largely in line with the legacy of Herbert Simon. 金融学（经济学）的两个研究生态：Econometrics, agent-based computational finance (economics) 这两种生态并存，互补，作为经济社会科学的研究手段和方法论。同时，这两种学科形态又完全依赖计算科学及技术的发展。 社会科学研究方法、手段及社会科学家研究问题的深入 ACE and Econometrics Agent-Based Computational Economics Econometrics 1st, 2nd stage 3rd stage 1-Presenting ACE with Econometrics 2-Building ACE with Econometrics 3-Emerging Econometrics with ACE Modelling economic development We are particularly interested in whole-economy models models which are used to guide policy explain how economy works: i.e. why some policies should be adopted in real world not others, in what sequence. Two broad approaches to modelling economic development processes: top-down bottom up. Critical difference is where they start. Top-down modelling Bottom-up modelling Different kinds of models Closed-form analytic models are not the only kind of models scientists use. For some systems a deductive（推论的，演绎的-inductive归纳） axiomatic（自明） analytic approach (like mathematical philosophy) is not appropriate. Eg. Geology – models (maps) of earth composition structure based on: Detailed field mapping of real worl