| 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 12:17:08 (UTC+8) | - |
| dc.date.available | 9-Jan-2009 12:17:08 (UTC+8) | - |
| dc.date.issued (上傳時間) | 9-Jan-2009 12:17:08 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/23274 | - |
| 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) | Journal of Economic Behavior and Organization,67(3),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) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.jebo.2006.11.006 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/http://dx.doi.org/10.1016/j.jebo.2006.11.006 | en_US |
