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題名 演化、群聚以及策略互動---以富人和窮人的投資合作過程為例
Evolution, Cliques, and Strategic Interaction on Network Formation
作者 李坤智
Lee,Kun-chin
貢獻者 莊委桐
Juang,Wei-torng
李坤智
Lee,Kun-chin
關鍵詞 演化
群聚
突現
策略互動
社會網路
模擬
網路形成過程
evolution
cliques
mutation
strategic interaction
social network
simulation
network formation
日期 2006
上傳時間 9-Apr-2010 17:49:27 (UTC+8)
摘要 本研究為探討網路演化過程中的群聚現象,說明網路是否能夠藉由訊息傳遞的過程而浮現出族群分離的現象,為此我們架構了一個電腦模型,同時加入了突現行為(mutation)的考量,藉此來瞭解網路形成過程中的不理性行為是否有影響族群群聚的功效存在,探討在不同的突現發生機率下,網路演化過程中的群聚現象是否會隨著突現發生機率的不同而產生不同的結果。至於,在連結形成方面,我們設定連結如果要形成的話,必須要雙方玩家都願意採取相同的投資動作才能成立,連結必須要雙方玩家都相互協調的情況下才能建立,所以玩家每期都會先選擇要進行的投資策略,其次才依照雙方所選擇的投資動作來決定連結是否建立,並不像以往的文獻中所述,完全依照玩家是否有連結誘因存在來決定連結是否建立,在本研究中玩家是依照雙方所選擇的投資動作來決定連結是否形成。

在此研究中,我們以富人和窮人的投資合作過程為故事背景,假定玩家都有兩種投資策略可以選擇,玩家會從中擇一採用,當雙方玩家協商之後,如果雙方都願意採取相同的投資動作的話,則連結就會建立。設定富人選擇投資策略的自由度較高,而窮人選擇投資策略的自由度較低,因此當玩家開始去尋找適合的合作伙伴時,窮人所受的限制較多,而富人所受的限制較少,但是為了避免設定了太強的假設,所以本研究盡量使用較為薄弱的假設,盡可能使窮人與富人之間的差異性不大且符合現實。在這種行為模式的設定下,我們利用兩個群聚比例來計算每期所形成的同性質連結數目,藉由這兩個群聚比例的變化來探究網路形成過程中的群聚分離狀況,因此我們利用了一個較為間接的方式來瞭解所要討論的議題。

本研究透過演算模擬得到幾個結論:(1)平均群聚比例會隨著突現發生機率趨於0而不斷提升,代表網路隨著突現發生機率的下滑,族群分離的程度會隨之趨於明顯。(2)當突現發生機率很低時,平均群聚比例會隨著玩家每期能夠建立的最大連結數目增加而下滑,網路內的族群分離現象逐漸不明顯。但是當突現發生機率很高時,卻會維持在平均的水準。(3)當玩家的人數增多時,突現的發生對群聚比例會有提升的效果存在,不管最大連結數目為何都會有如此的結果。(4)如果市場上處於一個貧富人數不均的環境下,則隨著網路的演化最後所計算出來的族群現象就會越明顯,富人自然會和富人相連,而窮人自然會和窮人相連,群聚現象是自然演變出來的。(5)若搜尋時採隨機模式,則平均群聚比例在突現發生機率很高時會較一般模式差,而在突現發生機率很低時則與一般模式差異不大。(6)若突現僅限於連結的斷裂,且窮人的動作選擇僅限於投資策略二,則平均群聚比例則會趨近於一。
參考文獻 中文參考文獻
胡守仁(2003)連結。台北:天下遠見。(原文:Nexus : small worlds and the groundbreaking science of networks by Mark Buchanan, New York : W.W. Norton & Company, 2002)。
博士哲、謝良瑜(2004)6個人的小世界。台北:大塊文化。(原文:Six Degrees: The Science of a Connected Age, by Watts, Duncan J., W W Norton & Co Inc, 2004)。
彭昭英(2002)SAS與統計分析。台北:儒林。
西文參考文獻
Allen, F. and D. Gale (2000), “Financial Contagion,” Journal of Political Economy, 108, 1-33.
Andrea G. and M. A. Meléndez-Jiménez (2004), “Exploitation and Cooperation in Networks,” Tinbergen Institute Discussion Paper.
Aumann, R. and R. Myerson (1988), “Endogenous Formation of Links between Players and Coalitions: An Application of the Shapley Value,” The Shapley Value, ed. by A. Roth, Cambridge University Press, 175-191.
Bala, V., and S. Goyal (2000), “A Non-cooperative Model of Network Formation,” Econometrica, 68.5., 1181-1229.
Bhaskar D. and M. O. Jackson (2003), “On the Formation of Networks and Groups,” in Models of Strategic Formation of Networks and Groups, chap. 1, ed. by B. Dutta, and M. O. Jackson: Springer Verlag, Heidelberg, Germany.
Bienenstock, E. and P. Bonacich (1997), “Network Exchange as a Cooperative Game,” Rationality and Society, 9, 37-65.
Calvó-Armengol, A (2004), “Job Contact Networks,” Working Paper.
Christophe P. C (2004), Rational Herds: Economic Models of Social Learning, pp.195-210. Cambridge University Press.
Coralio B., A. Calvó-Armengol and Y. Zenou (2005), “Who’s Who in Networks. Wanted: The Key Player,” CEPR Discussion Paper Series.
Dutta, B., and S. Mutuswami (1997), “Stable Network,” Journal of Economic Theory, 76, 322-344.
Ely, J. (2002), “Local Conventions,” Advances in Theoretical Economics, 2(1).
Frank H. P. JR., M. H. Wooders, and S. Kamat (2005), “Networks and Farsighted Stability,” Journal of Economic Theory, 120, 257-269.
Goyal, S. and F. Vega-Redondo (2004), “Structural Holes in Social Networks,” Working Paper.
Goyal, S. and F. Vega-Redondo (2005), “Network Formation and Social Coordination,” Games and Economic Behavior, 50, 178-207.
Granovetter, M. (1973), “The Strength of Weak Ties,” American Journal of Sociology, 78, 1360-1380.
Jackson, M. O. (2003), “A Survey of Models of Networks Formation: Stability and Efficiency,” Working Paper.
Jackson, M. O. (2005), “Allocation Rules for Network Games,” Games and Economics Behavior, 51, 128-154.
Jackson, M. O. and A. van den Nouweland (2001), “Strongly Stable Networks,” working paper: Caltech and University of Oregon.
Jackson, M. O. and A. Watts (2002a), “The Evolution of Social and Economic Networks,” Journal of Economic Theory, no. 3, 265-295.
Jackson, M. O. and A. Watts. (2002b), “On the Formation of Interaction Networks in Social coordination Games,” Games and Economic Behavior, vol. 41, no. 2, 265-291.
Jackson, M.O, and A. Wolinsky (1996), “A Strategic Model of Economic and Social Networks,” Journal of Economic Theory, 71, 44-74.
Jonhnson, C. and R.P. Gilles (2000), “Spatial Social Networks,” Review of Economic Design, 5, 273-300.
Kandori, M., G. Mailath, and R. Rob (1993), “Learning, Mutation, and Long Run Equilibria in Games,” Econometrica, 61, 29-56.
Klidufe, M. (2003), Social Networks and Organizations. .London; Thousand Osks, Calif.: Sage.
Larrosa, J. and F. Tohmé (2003), “Network Formation with Heterogeneous Agents,” working paper.
Lippert, S. and G. Spagnolo (2004), “Networks of Relations,” Working Paper.
Milgram, S. (1967), “The Small-World Problem,” Psychology Today, 1, 60-67.
Myerson, R. B. (1977), “Graphs and Cooperation in Games,” Mathematics of Operations Research, 2, 225-229.
Qin, C-Z. (1996), “Endogenous Formation of Cooperation Structures,” Journal of Economic Theory, 69, 218-226.
Rapoport, A. (1957), “A Contribution to the Theory of Random and Biased Nets,” Bulletin of Mathematical Biophysics, 19, 257-271.
Rapoport, A. (1963), “Mathematical Models of Social Interaction,” in Handbook of Mathematical Psychology, .vol.2., 493-579, ed. by Luce, R. D., Bush, R. R., and Galanter, E. eds..: Wiley, New York.
Schelling, T. (1971), “Dynamic Models of Segregation,” Journal of Mathematical Sociology, 1, 143-186.
Scott, J. (2000), Social Network Analysis: A Handbook, .London; Newbury Park: Sage.
Skyrms, B. and R. Pemantle (2000), “A Dynamic Model of Social Network Formation,” Proceedings of the National Academy of Sciences, 97, 9340-9346.
Smucker, O. (1947), “The Campus Clique as an Agency of Socialization,” Journal of Educational Sociology, Vol. 21, Nov. 3, 163-168.
Solomonoff, R. and A. Rapoprt (1951), “Connectivity of Random Nets,” Bulletin of Mathematical Biophysics, 13, 107-117.
Wasserman, S. and K. Faust (1994), Social Network Analysis, .Cambridge: Cambridge University Press.
Watts, A. (2001), “A Dynamic Model of Network Formation,” Games and Economic Behavior, 34, 331-341.
Watts, A. (2002), “Non-myopic Formation of Circle Networks,” Economics Letters, 74, 277-282.
Watts, D. J. (1998), “Collective Dynamics of ‘Small World’ Network,” Nature, 393, 440-442.
West, D. B. (1996), Introduction to Graph Theory, .Prentice-Hall, Upper Saddle River, NJ.
Young, H. P. (1993), “The Evolution of Conventions,” Econometrica, 61, 57-84.
Young, H. P. (1998), Individual Strategy and Social Structure, .Princeton University Press: Princeton.
描述 碩士
國立政治大學
經濟研究所
93258003
95
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0093258003
資料類型 thesis
dc.contributor.advisor 莊委桐zh_TW
dc.contributor.advisor Juang,Wei-torngen_US
dc.contributor.author (Authors) 李坤智zh_TW
dc.contributor.author (Authors) Lee,Kun-chinen_US
dc.creator (作者) 李坤智zh_TW
dc.creator (作者) Lee,Kun-chinen_US
dc.date (日期) 2006en_US
dc.date.accessioned 9-Apr-2010 17:49:27 (UTC+8)-
dc.date.available 9-Apr-2010 17:49:27 (UTC+8)-
dc.date.issued (上傳時間) 9-Apr-2010 17:49:27 (UTC+8)-
dc.identifier (Other Identifiers) G0093258003en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/38787-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經濟研究所zh_TW
dc.description (描述) 93258003zh_TW
dc.description (描述) 95zh_TW
dc.description.abstract (摘要) 本研究為探討網路演化過程中的群聚現象,說明網路是否能夠藉由訊息傳遞的過程而浮現出族群分離的現象,為此我們架構了一個電腦模型,同時加入了突現行為(mutation)的考量,藉此來瞭解網路形成過程中的不理性行為是否有影響族群群聚的功效存在,探討在不同的突現發生機率下,網路演化過程中的群聚現象是否會隨著突現發生機率的不同而產生不同的結果。至於,在連結形成方面,我們設定連結如果要形成的話,必須要雙方玩家都願意採取相同的投資動作才能成立,連結必須要雙方玩家都相互協調的情況下才能建立,所以玩家每期都會先選擇要進行的投資策略,其次才依照雙方所選擇的投資動作來決定連結是否建立,並不像以往的文獻中所述,完全依照玩家是否有連結誘因存在來決定連結是否建立,在本研究中玩家是依照雙方所選擇的投資動作來決定連結是否形成。

在此研究中,我們以富人和窮人的投資合作過程為故事背景,假定玩家都有兩種投資策略可以選擇,玩家會從中擇一採用,當雙方玩家協商之後,如果雙方都願意採取相同的投資動作的話,則連結就會建立。設定富人選擇投資策略的自由度較高,而窮人選擇投資策略的自由度較低,因此當玩家開始去尋找適合的合作伙伴時,窮人所受的限制較多,而富人所受的限制較少,但是為了避免設定了太強的假設,所以本研究盡量使用較為薄弱的假設,盡可能使窮人與富人之間的差異性不大且符合現實。在這種行為模式的設定下,我們利用兩個群聚比例來計算每期所形成的同性質連結數目,藉由這兩個群聚比例的變化來探究網路形成過程中的群聚分離狀況,因此我們利用了一個較為間接的方式來瞭解所要討論的議題。

本研究透過演算模擬得到幾個結論:(1)平均群聚比例會隨著突現發生機率趨於0而不斷提升,代表網路隨著突現發生機率的下滑,族群分離的程度會隨之趨於明顯。(2)當突現發生機率很低時,平均群聚比例會隨著玩家每期能夠建立的最大連結數目增加而下滑,網路內的族群分離現象逐漸不明顯。但是當突現發生機率很高時,卻會維持在平均的水準。(3)當玩家的人數增多時,突現的發生對群聚比例會有提升的效果存在,不管最大連結數目為何都會有如此的結果。(4)如果市場上處於一個貧富人數不均的環境下,則隨著網路的演化最後所計算出來的族群現象就會越明顯,富人自然會和富人相連,而窮人自然會和窮人相連,群聚現象是自然演變出來的。(5)若搜尋時採隨機模式,則平均群聚比例在突現發生機率很高時會較一般模式差,而在突現發生機率很低時則與一般模式差異不大。(6)若突現僅限於連結的斷裂,且窮人的動作選擇僅限於投資策略二,則平均群聚比例則會趨近於一。
zh_TW
dc.description.tableofcontents 摘要…I
目次…II
表目錄…III
圖目錄…IV
第一章 緒論…1
第一節 研究背景與動機…1
第二節 研究目的…3
第三節 研究方法…3
第四節 研究貢獻…5
第五節 研究架構…8
第二章 文獻回顧與探討…9
第一節 網路文獻回顧…9
第二節 群聚文獻回顧…15
第三節 文獻貢獻與差異…21
第三章 模型與演算…26
第一節 假設…26
第二節 網路形成過程…34
第三節 動態演化特性…35
第四節 演算與模擬…37
第四章 結論…63
第一節 研究結論…63
第二節 研究限制…65
第三節 未來研究方向…66
參考文獻…67
zh_TW
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dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0093258003en_US
dc.subject (關鍵詞) 演化zh_TW
dc.subject (關鍵詞) 群聚zh_TW
dc.subject (關鍵詞) 突現zh_TW
dc.subject (關鍵詞) 策略互動zh_TW
dc.subject (關鍵詞) 社會網路zh_TW
dc.subject (關鍵詞) 模擬zh_TW
dc.subject (關鍵詞) 網路形成過程zh_TW
dc.subject (關鍵詞) evolutionen_US
dc.subject (關鍵詞) cliquesen_US
dc.subject (關鍵詞) mutationen_US
dc.subject (關鍵詞) strategic interactionen_US
dc.subject (關鍵詞) social networken_US
dc.subject (關鍵詞) simulationen_US
dc.subject (關鍵詞) network formationen_US
dc.title (題名) 演化、群聚以及策略互動---以富人和窮人的投資合作過程為例zh_TW
dc.title (題名) Evolution, Cliques, and Strategic Interaction on Network Formationen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 中文參考文獻zh_TW
dc.relation.reference (參考文獻) 胡守仁(2003)連結。台北:天下遠見。(原文:Nexus : small worlds and the groundbreaking science of networks by Mark Buchanan, New York : W.W. Norton & Company, 2002)。zh_TW
dc.relation.reference (參考文獻) 博士哲、謝良瑜(2004)6個人的小世界。台北:大塊文化。(原文:Six Degrees: The Science of a Connected Age, by Watts, Duncan J., W W Norton & Co Inc, 2004)。zh_TW
dc.relation.reference (參考文獻) 彭昭英(2002)SAS與統計分析。台北:儒林。zh_TW
dc.relation.reference (參考文獻) 西文參考文獻zh_TW
dc.relation.reference (參考文獻) Allen, F. and D. Gale (2000), “Financial Contagion,” Journal of Political Economy, 108, 1-33.zh_TW
dc.relation.reference (參考文獻) Andrea G. and M. A. Meléndez-Jiménez (2004), “Exploitation and Cooperation in Networks,” Tinbergen Institute Discussion Paper.zh_TW
dc.relation.reference (參考文獻) Aumann, R. and R. Myerson (1988), “Endogenous Formation of Links between Players and Coalitions: An Application of the Shapley Value,” The Shapley Value, ed. by A. Roth, Cambridge University Press, 175-191.zh_TW
dc.relation.reference (參考文獻) Bala, V., and S. Goyal (2000), “A Non-cooperative Model of Network Formation,” Econometrica, 68.5., 1181-1229.zh_TW
dc.relation.reference (參考文獻) Bhaskar D. and M. O. Jackson (2003), “On the Formation of Networks and Groups,” in Models of Strategic Formation of Networks and Groups, chap. 1, ed. by B. Dutta, and M. O. Jackson: Springer Verlag, Heidelberg, Germany.zh_TW
dc.relation.reference (參考文獻) Bienenstock, E. and P. Bonacich (1997), “Network Exchange as a Cooperative Game,” Rationality and Society, 9, 37-65.zh_TW
dc.relation.reference (參考文獻) Calvó-Armengol, A (2004), “Job Contact Networks,” Working Paper.zh_TW
dc.relation.reference (參考文獻) Christophe P. C (2004), Rational Herds: Economic Models of Social Learning, pp.195-210. Cambridge University Press.zh_TW
dc.relation.reference (參考文獻) Coralio B., A. Calvó-Armengol and Y. Zenou (2005), “Who’s Who in Networks. Wanted: The Key Player,” CEPR Discussion Paper Series.zh_TW
dc.relation.reference (參考文獻) Dutta, B., and S. Mutuswami (1997), “Stable Network,” Journal of Economic Theory, 76, 322-344.zh_TW
dc.relation.reference (參考文獻) Ely, J. (2002), “Local Conventions,” Advances in Theoretical Economics, 2(1).zh_TW
dc.relation.reference (參考文獻) Frank H. P. JR., M. H. Wooders, and S. Kamat (2005), “Networks and Farsighted Stability,” Journal of Economic Theory, 120, 257-269.zh_TW
dc.relation.reference (參考文獻) Goyal, S. and F. Vega-Redondo (2004), “Structural Holes in Social Networks,” Working Paper.zh_TW
dc.relation.reference (參考文獻) Goyal, S. and F. Vega-Redondo (2005), “Network Formation and Social Coordination,” Games and Economic Behavior, 50, 178-207.zh_TW
dc.relation.reference (參考文獻) Granovetter, M. (1973), “The Strength of Weak Ties,” American Journal of Sociology, 78, 1360-1380.zh_TW
dc.relation.reference (參考文獻) Jackson, M. O. (2003), “A Survey of Models of Networks Formation: Stability and Efficiency,” Working Paper.zh_TW
dc.relation.reference (參考文獻) Jackson, M. O. (2005), “Allocation Rules for Network Games,” Games and Economics Behavior, 51, 128-154.zh_TW
dc.relation.reference (參考文獻) Jackson, M. O. and A. van den Nouweland (2001), “Strongly Stable Networks,” working paper: Caltech and University of Oregon.zh_TW
dc.relation.reference (參考文獻) Jackson, M. O. and A. Watts (2002a), “The Evolution of Social and Economic Networks,” Journal of Economic Theory, no. 3, 265-295.zh_TW
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