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Title: Behavior Finance and Agent-Based Computational Finance: Toward an Integrating Framework
Authors: 陳樹衡;C.-C. Liao
Contributors: 政大經濟系
Date: 2004
Issue Date: 2009-01-09 12:18:17 (UTC+8)
Abstract: 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
Relation: Journal of Management and Economics,8(8)
Data Type: article
Appears in Collections:[經濟學系] 期刊論文

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