| dc.contributor | 經濟系 | zh_TW |
| dc.creator (作者) | 陳樹衡 | zh_TW |
| dc.creator (作者) | Chen, Shu-Heng ; Huang, Ya-Chi | en_US |
| dc.date (日期) | 2008-09 | en_US |
| dc.date.accessioned | 9-Jan-2009 11:36:46 (UTC+8) | - |
| dc.date.available | 9-Jan-2009 11:36:46 (UTC+8) | - |
| dc.date.issued (上傳時間) | 9-Jan-2009 11:36:46 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/23161 | - |
| dc.description.abstract (摘要) | 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 (關聯) | The 3rd NTU International Conference on Economics | en_US |
| dc.relation (關聯) | Journal of Economic Behavior & Organization, Volume 67, Issues 3–4, Pages 702-717 | en_US |
| dc.subject (關鍵詞) | Market selection hypothesis; Agent-based artificial stock markets; Autonomous agents; Genetic algorithms | - |
| dc.title (題名) | Risk preference, forecasting accuracy and survival dynamics: Simulations based on a multi-asset agent-based artificial stock market | en_US |
| dc.type (資料類型) | conference | en |
