| dc.contributor | 政大經濟系 | - |
| dc.creator (作者) | 陳樹衡;C.-C. Liao | zh_TW |
| dc.creator (作者) | Chen,Shu-Heng;Liao,Chung-Chih | - |
| dc.date (日期) | 2004 | en_US |
| dc.date.accessioned | 9-Jan-2009 12:18:17 (UTC+8) | - |
| dc.date.available | 9-Jan-2009 12:18:17 (UTC+8) | - |
| dc.date.issued (上傳時間) | 9-Jan-2009 12:18:17 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/23287 | - |
| dc.description.abstract (摘要) | This paper depicts three categories of research trying to reveal the underlying mysteries behind wellrecognized financial market phenomena, for instance, the anomalies. The first is rational agents models, the second is behavioral models, and the third is agent-based models. We argue that agentbased modeling is a promising approach that catches the important feature of real financial markets, that is, the very nature of complex adaptive systems. Analytical behavioral models may provide a starting point for agent engineering in agent-based models, while agent-based modeling lets us test whether a specific kind of judgment bias of traders can emerge and survive in the complex competitive market place. | - |
| dc.format | application/ | en_US |
| dc.language | en | en_US |
| dc.language | en-US | en_US |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Journal of Management and Economics,8(8) | en_US |
| dc.title (題名) | Behavior Finance and Agent-Based Computational Finance: Toward an Integrating Framework | en_US |
| dc.type (資料類型) | article | en |
