Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/85016| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 陳樹衡 | zh_TW |
| dc.contributor.author | 池秉聰 | zh_TW |
| dc.creator | 池秉聰 | zh_TW |
| dc.date | 2001 | en_US |
| dc.date.accessioned | 2016-04-15T08:05:25Z | - |
| dc.date.available | 2016-04-15T08:05:25Z | - |
| dc.date.issued | 2016-04-15T08:05:25Z | - |
| dc.identifier | A2002001224 | en_US |
| dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/85016 | - |
| dc.description | 碩士 | zh_TW |
| dc.description | 國立政治大學 | zh_TW |
| dc.description | 經濟學系 | zh_TW |
| dc.description | 88258019 | zh_TW |
| dc.description.abstract | 近年來，網際網路(Internet)快速發展，已成為一個無疆無界無時差的市場，如何不被這股潮流所淘汰，我們所提出的解決方案—軟體代理人(software agent)，一位具有人工智慧(artificial intelligence)演化調適(adaptive)能力的代理人，現在已經有許多企業與資訊、管理、電腦科學等各方面專家結合，開始使用軟體代理人來代勞，試想一位永不停止、具有創新、學習適應的員工，企業家可以隨意複製或刪除，隨時配合市場規模，不必擔心任何裁員的負擔，這樣的代理人的問世，勢必對我們的經濟環境帶來莫大的衝擊。 | zh_TW |
| dc.description.tableofcontents | 封面頁\r\n證明書\r\n致謝詞\r\n論文摘要\r\n目錄\r\n表目錄\r\n圖目錄\r\n1 緒論\r\n1.1 研究動機\r\n1.1.1 為什麼看不到網路上有雙方喊價市場呢?\r\n1.1.2 研究目的\r\n1.1.3 研究限制：基本問題\r\n1.1.4 本文架構及研究方法\r\n1.2 文獻回顧\r\n1.3 聖塔菲雙方喊價市場\r\n1.3.1 實驗雙方喊價市場\r\n1.3.2 訊息\r\n1.3.3 Token值產生過程\r\n1.3.4 交易程序\r\n2 人工智慧經濟學雙方喊價市場介紹\r\n2.1 議價代理人\r\n2.1.1 基本原素：終點集合與函數集合\r\n2.1.2 初始化\r\n2.1.3 演化母體\r\n2.1.4 適合度函數\r\n2.1.5 選擇機制和遺傳運作元\r\n2.1.6 複雜度的限制\r\n2.1.7 納許式的過程\r\n2.2 人工喊價市場之代理人基計算建模\r\n2.2.1 市場環境介紹\r\n2.2.2 實驗設計\r\n2.2.3 基本統計量\r\n3 市場結構與競價行為\r\n3.1 GP交易者的行為符合理性嗎? 簡單的測試\r\n3.2 行為假設\r\n3.2.1 假設1：有恃無恐策略\r\n3.2.2 假設2：捷足先登策略\r\n3.3 基它策略的內涵\r\n3.4 恐龍假設\r\n4 市場績效\r\n4.1 市場總實現比例\r\n4.1.1 市場總實現比例的測度\r\n4.1.2 測度期間及表現方式\r\n4.2 價格效率\r\n4.3 所得分配\r\n4.4 市場收斂\r\n4.4.1 影響市場收斂的因素\r\n4.5 策略空間\r\n5 結論與建議\r\n附錄\r\nＡ 總實現比例及吉尼係數：實驗設計1-4\r\nＢ 總實現比例及吉尼係數：實驗設計1_1-1_4\r\nＣ 市場結構，成交價格，及成交量：實驗設計1-4\r\nＤ 市場結構，成交價格，及成交量：實驗設計1_1-1_4\r\nＥ 聯合α值，每隔十代分配圖：實驗設計1-4\r\nＦ 聯合α值，每隔十代分配圖：實驗設計1_1-1_4\r\n參考文獻與書目 | zh_TW |
| dc.source.uri | http://thesis.lib.nccu.edu.tw/record/#A2002001224 | en_US |
| dc.subject | 軟體代理人 | zh_TW |
| dc.subject | 人工智慧 | zh_TW |
| dc.subject | 電子商務 | zh_TW |
| dc.subject | 人工雙方喊價市場 | zh_TW |
| dc.subject | 議價代理人 | zh_TW |
| dc.subject | 納許式過程 | zh_TW |
| dc.subject | 分配效率 | zh_TW |
| dc.subject | 價格效率 | zh_TW |
| dc.subject | Software Agent | en_US |
| dc.subject | Artificial Intelligence | en_US |
| dc.subject | Electronic Commerce | en_US |
| dc.subject | Artificial Double Auction Market | en_US |
| dc.subject | Bargaining Agent | en_US |
| dc.subject | Nash-Like Process | en_US |
| dc.subject | Allocative Efficiency | en_US |
| dc.subject | Price Efficiency | en_US |
| dc.title | 人工雙方喊價市場之競價行為與市場績效的研究－遺傳規劃的應用 | zh_TW |
| dc.type | thesis | en_US |
| dc.relation.reference | 李富民，陳瑞斌，洪瑞文 (2000)，\"軟體代理人於網路拍賣與議價系統之應用\"，中華民國資訊學會通訊，第三卷，第二期, pp. 67-80.\r\nAndrews, M. and R. Prager (1994), \"Genetic Programming for the Acquisition of Double Auction Market Strategies,\" in K. E. Kinnear (ed.), Advances in Genetic Programming, Vol. 1, MIT Press. pp. 355-368.\r\nArthur, W. Brian (1992), ``On Learning and Adaptation in the Economy,`` A Working Paper from the SFI Economics Research Program.\r\nAxelrod, R. (1984), The Evolution of Cooperation, Basic Books.\r\nBeaufils, B., J.-P. Delahaye and P. Mathieu (1998), ""Complete Classes of Strategies for the Classical Iterated Prisoner`s Dilemma,`` in V. W. Porto, N. Saravanan, D. Waagen, and A. E. Eiben (eds.), Evolutionary Programming VII, pp. 33-42.\r\nChen, S.-H. and C.-C. Ni (2000), ""Simulating the Ecology of Oligopoly Games with Genetic Algorithms,`` Knowledge and Information Systems: An International Journal, 2000 (2), pp.310-339.\r\nChen, S.-H and C.-H. Yeh (2001), ""Evolving Traders and the Business School with Genetic Programming: A New Architecture of the Agent-Based Artificial Stock Market,`` Journal of Economic Dynamics and Control, Vol.25,pp.363-393.\r\nChen, S.-H. (2000), ""Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming,`` in K.S.Leung, L.-W.Chan, and H.Meng (eds.), Intelligent Data Engineering and Automated Learning-IDEAL 2000: Data Mining, Financial Engineering, and Intelligent Agents, Lecture Notes in Computer Sciences 1983, Springer, 2000, pp.517-531.\r\nChen, S.-H. (2001), ""Fundamental Issues in the Uses of Genetic Programming in Agent-Based Computational Economics,`` AI-ECON Working Paper Series 2001-2.\r\nChen, S. -H. (2001) , ""Evolving Bargaining Strategies with Genetic Programming: An Overview of AIE-DA, Ver. 2 Part 1,`` in Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications(ICCIMA), Yokusika City, Japan, Oct. 30 - Nov. 1, IEEE Computer Society Press.\r\nChen, S. -H., B. -T. Chie, and C. -C. Tai, (2001) ""Evolving Bargaining Strategies with Genetic Programming: An Overview of AIE-DA, Ver. 2 Part 2,`` in Proceedings of Fourth International Conference on Computational Intelligence and Multimedia Applications (ICCIMA), Yokusika City, Japan, Oct. 30 - Nov. 1, IEEE Computer Society Press.\r\nCliff, D. (1997), ""Minimal-Intelligence Agents for Bargaining Behaviors in Market-Based Environments,`` HP Technical Report, HPL-97-91, 1997.\r\nDawid, H. (1999), ""On the Convergence of Genetic Learning in a Double Auction Market,`` Journal of Economic Dynamics and Control, 23, pp. 1545-1567.\r\nDosi, G., L. Marengo, A. Bassanini, and M. Valente (1999), ""Norms as Emergent Properties of Adaptive Learning: The Case of Economic Routines,`` Journal of Evolutionary Economics, 9(1), pp. 5--26.\r\nFriedman, D. (1993),""The Double Auction Market Institution: A Survey``, The Double Auction Market Institutions, Theories, and Evidence, Proceedings of the workshop on double auction markets, proceedings vol. XIV, Addison-Wesley.\r\nDuffy, J. and J. Engle-Warnick (2001), ""Using Symbolic Regression to Infer Strategies from Experimental Data,`` in Chen, S.-H. (ed.), Evolutionary Computation in Economics and Finance, Physica Verlag.\r\nGeyer-Schulz A. (1997), Fuzzy Rule-Based Expert Systems and Genetic Machine Learning, 2nd edn. Physica-Verlag.\r\nGode, D. K., and S. Sunder (1993), ""Allocative Efficiency of Market with Zero-Intelligence Trader: Market as a Partial Substitute for Individual Rationality,`` Journal of Political Economy, Vol. 101, No. 1, pp. 119-137.\r\nHayek, F. A. (1945), ""The Use of Knowledge in Society.`` American Economic Reiview, 34(4), pp. 519-530.\r\nHolland J. (1997), Adaptation in Natural and Artificial System, University of Michigan Press.\r\nKirman, A. P., and N. Vriend (2001), ""Evolving Market Structure: An ACE Model of Price Dispersion and Loyalty``, Journal Of Economic Dynamics And Control, (25)3-4, pp. 459-502.\r\nKoza, J. R. (1992), Genetic Programming: On the Programming of Computers by Means of Natural Selection, MIT Press.\r\nKoza, J. R. (1994), Genetic programming II : Automatic Discovery of Reusable Programs, MIT Press.\r\nOk, S. K. Miyashita and S. Nishihara (2000), ""Improve Performance of GP by Adaptive Terminal Selection,`` PRICAI 2000.\r\nOlsson, L. (2000), ""Evolution of Bargaining Strategies for Continuous Double Auction Markets Using Genetic Programming,`` forthcoming in Proeceedings of the First International Workshop on Computational Intelligence in Economics and Finance (CIEF`2000).\r\nRust, J., R. Palmer, and J. Miller (1993): ""Behaviour of Trading Automata in a Computerized Double Auction Market,`` in D. Friedman and J. Rust (eds.), The Double Auction Market: Institutions, Theories, and Evidence, Addison Wesley. Chap. 6, pp.155-198.\r\nRust, J., J. Miller, and R. Palmer (1994), ""Characterizing Effective Trading Strategies: Insights from a Computerized Double Auction Market,`` Journal of Economic Dynamics and Control, Vol. 18, pp.61-96.\r\nSmith, V. (1962), ""An Experimental Study of Competitive Market Behaviour,`` Journal of Political Economy, 70, pp.111-137.\r\nSmith, V. L., G. L. Suchanek, and A. Williams.(1988), ""Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets,`` Econometrica 56 pp. 1119-1151.\r\nSmith, V. (1992), Papers in Experimental Economics, Cambridge University Press. | zh_TW |
| item.openairecristype | http://purl.org/coar/resource_type/c_46ec | - |
| item.grantfulltext | open | - |
| item.openairetype | thesis | - |
| item.fulltext | With Fulltext | - |
| item.cerifentitytype | Publications | - |
| Appears in Collections: | 學位論文 | |
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