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https://ah.lib.nccu.edu.tw/handle/140.119/23287
題名: | Behavior Finance and Agent-Based Computational Finance: Toward an Integrating Framework | 作者: | 陳樹衡;C.-C. Liao Chen,Shu-Heng;Liao,Chung-Chih |
貢獻者: | 政大經濟系 | 日期: | 2004 | 上傳時間: | 9-Jan-2009 | 摘要: | This paper depicts three categories of research trying\r\nto reveal the underlying mysteries behind wellrecognized\r\nfinancial market phenomena, for instance,\r\nthe anomalies. The first is rational agents\r\nmodels, the second is behavioral models, and the\r\nthird is agent-based models. We argue that agentbased\r\nmodeling is a promising approach that catches\r\nthe important feature of real financial markets, that\r\nis, the very nature of complex adaptive systems.\r\nAnalytical behavioral models may provide a starting\r\npoint for agent engineering in agent-based models,\r\nwhile agent-based modeling lets us test whether\r\na specific kind of judgment bias of traders can\r\nemerge and survive in the complex competitive market\r\nplace. | 關聯: | Journal of Management and Economics,8(8) | 資料類型: | article |
Appears in Collections: | 期刊論文 |
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