Leigh Tesfatsion received the Ph.D. degree in economics,
with a minor in mathematics, from the University of Minnesota,
Minneapolis, in 1975. She joined the Department of Economics at the
University of Southern California in 1975, where she subsequently
was promoted to associate and full professor. In 1990 she accepted
a position as Professor of Economics at Iowa State University, with
a courtesy appointment as Professor of Mathematics.
Her current research focuses on agent-based computational economics
(ACE), the computational study of economic processes modeled as dynamic systems of
interacting agents. Her particular interest is the development of empirically-based ACE frameworks
for the study of restructured electricity markets.
Her past research includes work on endogenous worker-employer matching, financial
intermediation in macroeconomies, human capital investment, decision making under uncertainty,
game theory, adaptive control, automatic differentiation, adaptive homotopy
continuation, nonlinear filtering, multicriteria associative memories, and a
multicriteria flexible least squares (FLS) technique for model specification
and estimation that has been incorporated into the statistical packages GAUSS
and SHAZAM. This research has been reported in over ninety publications in
economics, mathematics, statistics, engineering, and systems science outlets.
She is an Editorial Board member for Edward Elgar's
New Dimensions in Networks book series and for the Journal of Economic Interaction and Coordination.
She currently serves as Associate Editor for the Journal of Economic Dynamics and Control (JEDC) and the
Journal of Energy Markets, and is a past associate editor for Applied Mathematics and Computation (1991-2008), the Journal of Public Economic Theory (1997-2006), and the IEEE Transactions on Evolutionary Computation (IEEE-TEC) (1996-2002). She has guest-edited special issues on ACE for the JEDC, Computational Economics, and
the IEEE-TEC. From 2002-2004 she was a consultant for the Los Alamos
National Laboratory. From 1996-2004 she served as contributing co-editor in charge of the Complexity-at-Large
section of the
journal Complexity.
She is the co-organizer (with Prof. Chen-Ching Liu, ECpE) of the
ISU Electric Energy Economics (E3) Group.
She is an active member and panel session
organizer for several IEEE techical committees, working groups,
and task forces. She has been a Program Committee member and
session organizer for many of the annual conferences sponsored by the Society
for Computational Economics (SCE), and is the contact liaison for the SCE
Special Interest Group on ACE. She has twice served as an elected member
of the SCE Advisory Council. She is a participating faculty member in the ISU Graduate Program
on Human-Computer Interaction (HCI) and an Affiliate Faculty Member of the ISU Center for Computational
Intelligence, Learning and Discovery (CCILD).
Since July 1996 she has maintained an
ACE website (and news mailing list)
that provides pointers to introductory materials, readings, software, teaching resources, and
annotated pointers to research groups and individual researchers. The ACE
website has been designated as a select learning resource by the Scout
Report for Business and Economics (January 29, 1998). She also maintains
resource websites on the Formation of Economic and Social Networks, on General
Resources for Macro and Financial Economics, on Electricity
Restructuring, and on Open-Source Software for Electricity Market Research, Teaching,
and Training.
For further information about her research and professional
service activities, please refer to her
on-line vita (html).
Selected Publications
"Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents" (with Blake LeBaron),
American Economic Review Papers and Proceedings, January 2008, to appear.
"Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework"(pdf,2.2MB)
(with Junjie Sun), Computational Economics 30(3),2007, pp. 291-327.
Agent-Based Computational Economics: A Constructive Approach to Economic Theory(pdf,399K),
pp. 831-880 in Leigh Tesfatsion and Kenneth L. Judd
(eds.), Handbook of Computational Economics: Volume 2, Agent-Based
Computational Economics(Contributors and Contents),
Handbooks in Economics Series, Elsevier, North-Holland, 2006.
"Economic Agents and Markets as Emergent Phenomena"(pdf,167K),
Proceedings of the National Academy of Sciences U.S.A., Vol. 99
(supp. 3), 2002, pp. 7191-7192.
"Agent-Based Computational Economics: Growing Economies from the Bottom Up"(pdf,212K),
Artificial Life, Volume 8, Number 1, 2002, pp. 55-82. The published article is available from the
MIT Press.
"Structure, Behavior, and Market Power in an Evolutionary Labor Market with Adaptive Search"(pdf,295K),
Journal of Economic Dynamics and Control 25 (2001), pp. 419-457.
The published article is available from
Science Direct.
"Market Power and Efficiency in a Computational Electricity Market
with Discriminatory Double-Auction Pricing"(pdf,162K)
(with James Nicolaisen and Valentin Petrov), IEEE Transactions on Evolutionary Computation,
Vol. 5, No. 5, October 2001, pp. 504-523.
"A Computational Laboratory for Evolutionary Trade Networks"(pdf,508K)
(with David McFadzean and Deron Stewart), IEEE Transactions on Evolutionary
Computation, Vol. 5, No. 5, October 2001, pp. 546-560.
"Nonlocal Sensitivity Analysis with Automatic Differentiation"(pdf,114K),
pp. 92-97 in C. A. Floudas and P. M. Pardalos (eds.), Encyclopedia of Optimization,
Kluwer Academic Publishers, Volume 4, 2001.
"Active Intermediation in Overlapping Generations Economies with
Production and Unsecured Debt"(pdf,187K)
(with Mark Pingle), Macroeconomic Dynamics 2 (1998), pp. 183-212.
"A Trade Network Game with Endogenous Partner Selection"(pdf,401K),
pp. 249-269 in H. M. Amman, B. Rustem, and A. B. Whinston
(eds.), Computational Approaches to Economic Problems, Kluwer Academic
Publishers, 1997.
"A Multicriteria Approach to Model Specification and Estimation"(pdf,1645K)
(with Robert E. Kalaba), Computational Statistics and Data Analysis 21 (1996), pp. 193-214.
The published article is available from
Science Direct.