Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/23274
DC Field | Value | Language |
---|---|---|
dc.creator | Chen,Shu-Heng;Huang,Ya-Chi | en_US |
dc.date | 2008-09 | en_US |
dc.date.accessioned | 2009-01-09T04:17:08Z | - |
dc.date.available | 2009-01-09T04:17:08Z | - |
dc.date.issued | 2009-01-09T04:17:08Z | - |
dc.identifier.uri | https://nccur.lib.nccu.edu.tw/handle/140.119/23274 | - |
dc.description.abstract | The relevance of risk preference and forecasting accuracy to the survival of investors is an issue that has recently attracted a number of theoretical studies. By using agent-based computational modeling, this paper extends the existing studies to an economy where adaptive behaviors are autonomous and complex heterogeneous. Specifically, a computational multi-asset artificial stock market corresponding to Blume and Easley [Blume, L., Easley, D., 1992. Evolution and market behavior. Journal of Economic Theory 58, 9–40] and Sandroni [Sandroni, A., 2000. Do markets favor agents able to make accurate predictions? Econometrica 68, 1303–1341] is constructed and studied. Through simulation, we present results that contradict the market selection hypothesis. | - |
dc.format | application/ | en_US |
dc.language | en | en_US |
dc.language | en-US | en_US |
dc.language.iso | en_US | - |
dc.relation | Journal of Economic Behavior and Organization,67(3),702-717 | en_US |
dc.subject | Market selection hypothesis;Agent-based artificial stock markets;Autonomous agents;Genetic algorithms | - |
dc.title | Risk Preference Forecasting Accuracy and Survival Dynamics: Simulations Based on a Multi-Asset Agent-Based Artificial Stock Market | en_US |
dc.type | article | en |
dc.identifier.doi | 10.1016/j.jebo.2006.11.006 | en_US |
dc.doi.uri | http://dx.doi.org/http://dx.doi.org/10.1016/j.jebo.2006.11.006 | en_US |
item.fulltext | With Fulltext | - |
item.cerifentitytype | Publications | - |
item.openairetype | article | - |
item.languageiso639-1 | en_US | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.grantfulltext | open | - |
Appears in Collections: | 期刊論文 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.