學術產出-Theses

題名 所得分配對彩券市場銷售額之影響-以代理人基計算方法模擬分析
Would Income Distribution Impact Lottery Sales? An Analysis Based on Agent-Based Simulaton
作者 范慧芬
Fan,Hui-Fen
貢獻者 陳樹衡
Chen, Shu-Heng
范慧芬
Fan,Hui-Fen
關鍵詞 遺傳演算
代理人基計算模型
彩券
光環效果
genetic algorithms
agent-based computational modeling
lottery
halo effect
日期 2006
上傳時間 19-Sep-2009 15:25:56 (UTC+8)
摘要 本研究以Chen-Chie(Chen and Chie, 2007)所設計的代理人基模型,探討所得分配對彩券銷售額的影響。這篇論文考量了兩種彩券參與函數,一種是採用模糊推論的方法來呈現代理人購買彩券的決定,在此方式下,並未將可能中奬的期望效果納入。另一種則是以預期效用理論為主軸,並且加入主觀認知的中獎機率。除了彩券參與度外,根據Chen and Chie (2007)的設計,還考慮到兩個購買彩券經驗的觀點,分別是自我意識選號及個體間的獨立性。模型中代理人參數並未固定,取而代之的,是讓代理人具有自動產生參數的能力,所有行為的參數是以遺傳演算法取得其適應性。當代理人進行遺傳演算(社會學習)時,代理人對策略的學習會依照區間的設定,進一步作區域性社會學習及全域社會學習。本論文彙集了上述設計,提供了四種彩券市場行為模型,配合不同的所得分配進行模擬,並且利用統計檢定比較其統計量的變化,分析所得分配對彩券銷售額的影響。
This study addresses the impact of income distribution on lottery sales using an agent-based modeling approach, specifically, the Chen-Chie model (Chen and Chie, 2007). Two kinds of lottery participation function are considered in this thesis. One is more heuristic and does not require agents’ expectations of the odds. In this case, we use the fuzzy inference system to represent agents’ heuristics. The other explicitly takes agents’ expectations of the odds into account, and a formal expected utility maximization approach is taken. In addition to lottery participation, following Chen and Chie (2007), we also consider two additional empirical aspects of lottery plays, namely, conscious selection and state-dependent utilities. The parameters of agents are not fixed; instead, they are autonomous and all behavioral parameters are adaptive via genetic algorithms. While the population genetic algorithms (social learning) are applied, an idea of nearest neighbors learning is used to further distinguish the global social learning from the local social learning. These setups together give us four behavioral models of lottery markets. We then simulate each of these four markets with different income distribution, and then compare their statistic behavior with statistical test to examine the overall effect of income distribution to lottery sales.
參考文獻 中文部分
1. 李家瑋(2005), 「比較遺傳演算法與強化學習:以代理人基彩券市場為例」,國立政治大學碩士論文。
2. 洪蘭譯(2002), 「大腦的祕密檔案」, 原著Carter,Rita(1998), “Mapping the Mind”, 遠流出版, p27,48,170-172,190,191。
3. 鹿元忠 (2003), 「台北市地區彩券購買行為之研究」, 淡江大學管理科學研究所碩士論文, p.31。
4. 陳壁紋(2002), 「台灣地區公益彩券需求與租稅歸宿之研究」, 私立逢甲大學會計與財稅研究所碩士論文, p18。
5. 劉代洋(主持人), 郭介恆(研究顧問)(2005), 「公益彩券發行及管理制度之研究」, 財政部國庫署94年度委託研究計畫, 受託單位國立台灣科技大學企業管理系, p.8,9,12。
英文部分
1. Beenstock, Michael, Ephraim Goldin and Yoel Haitovsky(2000), “What Jackpot? The Optimal Lottery Tax”, European Journal of Political Economy, Vol.16, P657.
2. Beenstock, Michael and Haitovaky, Yoel (2001), “Lottomania and Other Anomalies in the Market for Lotto”, Journal of Economic Psychology 22, p.721.
3. Chen, Shu-Heng and Bin-Tzong Chie(2007)“Lottery Markets Design, Micro-Structure, and Macro-Behavior : An ACE Approach”, Journal of Economic Behavior and Organization, forthcoming.
4. Farrell, Lisa, Edgar Morgenroth and Ian Walker(1999), “A Time Series Analysis of U.K. Lottery Sales : Long and Short Run Price Elasticities”, Oxford Bulletin of Economics and Statistics, 61, 4, p.525.
5. Forrest, David, Robert Simmons and Neil Chesters (2002), “Buying a Dream : Alternative Models of Demand for Lotto”, Economic Inquiry Vol.40, No.3, p.485.
6. Forrest, David, O. David Gulley and Rob Simmons (2005), “The Relationship Between Betting and Lottery Play: A High Frequency Time-Series Analysis”, Lancaster University Management School, The Department of Economics, Working Paper/046, p.3.
7. Griffiths, Mark D and Richard T.A. Wood(2003), “Lottery Gambling and Addiction : An Overview of European Research”, Psychology Division, Nottingham Trent University, p.2-5.
8. Hartley, Roger and Lisa Farrell(1995-2001), “Can Expected Utility Theory Explain Gambling?”, Department of Economics, Keele University in its Series, Keele Department of Economics Discussion Papers with number 98/02, p.1.
9. Langer, E. J. (1975), “The Illusion of Control” Journal of Personality and Social Psychology, 32, 311-328.
10. Majia, Elaine (2005), “State Lottery Tax : Who would Bear the Burden?”, NC Justice Center,Vol.2, No.1.
11. Matheson, Victor A. and Kent Grote (2005), “Dueling Jackpots : Are Competing Lotto Games Complements or Substitutes?”, College of the Holy Cross, Department of Economics Faculty Research Series, Paper NO. 04-06, p.1.
12. Matheson, Victor A. and Kent Grote (2005), “Examining the “Halo Effect” in Lotto Games”, College of the Holy Cross, Department of Economics Faculty Research Series, Paper NO. 05-12, p.1.
13. Oster, Emily(2004), “Are All Lotteries Regressive? Evidence from the Powerball”, National Tax Journal, Vol. LV11, No. 2. Part 1,p179.
14. Pablo, Branas Garza, Nikolaos Georgantzis, Pablo Guillen(2005), “I Do Not Play Lotteries”,p.2.
15. Paton, David, Donald S. Siegel and Leighton Vaughan Williams(2002), “A Policy Response to the E-Commerce Revolution : the Case of Betting Taxation in the U.K.”, Royal Economic Society, The Economic Journal, 112(June), p. F296.
16. Puyenbroeck, T. Van (2004), “Hoe Duur is Lotto?”, Tijdschrift voor Economie en Management, Vol. XLIX, 1, 2004,p 47.
17. Rubinstein, Ariel(1998), “Modeling Bounded Rationality”, Zeuthen Lecture Book Series, Karl Gunnar Persson, editor, p.190.
18. Smith, V. L. (1989),“Theory, Experiment and Economics. “ Journal of Economic Perspectives, Volume 3, Number 1, p.151-169.
19. Smith, V. L. (1994),“Economics in the Laboratory. “ Journal of Economic Perspectives, Volume 8, Number1, p.113-131.
20. Statman, Meir (2002), “Lottery Players/Stock Traders”, Financial Analysts Journal, Jan/Feb, 58,1, p.17.
21. Texas Tech University(2005), “Demographic Study of Texas Lottery Players”, p.2.
22. Tosun, Mehmet Serkan, Mark Skidmore(2004), “Interstate Competition and State Lottery Revenues”, National Tax Journal, P.163.
23. Walker, Ian and Juliet Young (2001), “An Economist’s Guide to Lottery Design”, Royal Economic Society , The Eeconomic Journal, 111(Newember), p.F700.
網頁部分
1. 行政院主計處網頁http://www.dgbas.gov.tw,下載日期2006年3月5日.
2.行政院主計處中部辦公室台灣地區家庭收支調查網頁 http://fies2.tpg.gov.tw/doc/result/93/211/Year03.doc,下載日期2006年3月2日.
3. 國立陽明大學網頁http://www.dls.ym.edu.tw/life.htm,下載日期 2006年10月1日.

參考書目
bibliography
中文部分
1. 黃建斌(2000), 「政府彩券盈餘極大化與最適徵收率之關聯性研究」, 國立台灣科技大學管理研究所企業管理學程碩士論文, 台北。
英文部分
1.DeBoer, Larry (1984),“The Lottery as a Source of State Revenue”, India`s Revenue Structure : Major Components and Issues, Vol.2, ed. By James A. Papke, West Lafayette, IN:Center for Tax Policy Studies, Purdue University, pp: 46-52.
2. Gregory, Richard(1990), “Eye & brain:The psychology of seeing”, Fourth Edition, Princeton University Press.
3. Mikesell, John L. and C. Kurt Zorn(1987), “State Lottery Sales : Separating the Influence of Markets and Game Structure”, Growth and Change, Vol. 18, pp: 10-19.
4. Mikesell, John L(1987),“The Effect of Maturity and Competition on State Lottery Markets”, Journal of Policy Analysis and Management, Vol.6, pp: 251-253.
5. Vasche, Jon David(1985), “Are Taxes on Lotteries too High?” Journal of Policy Analysis and Management, Vol.4, pp: 269-271.
6. Vrooman, David H(1976), “An Economic Analysis of the New York State Lottery?” national Tax Journal, Vol. 29, pp: 482-490.
7. Worthington, Andrew C(2001), “Implicit Finance in Gambling Expenditures: Australian Evidence on Socioeconomic and Demographic Tax Incidence”, Public Finance Review, Vol.29, No.4, pp: 326-342.
描述 碩士
國立政治大學
行政管理碩士學程
92921029
95
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0929210291
資料類型 thesis
dc.contributor.advisor 陳樹衡zh_TW
dc.contributor.advisor Chen, Shu-Hengen_US
dc.contributor.author (Authors) 范慧芬zh_TW
dc.contributor.author (Authors) Fan,Hui-Fenen_US
dc.creator (作者) 范慧芬zh_TW
dc.creator (作者) Fan,Hui-Fenen_US
dc.date (日期) 2006en_US
dc.date.accessioned 19-Sep-2009 15:25:56 (UTC+8)-
dc.date.available 19-Sep-2009 15:25:56 (UTC+8)-
dc.date.issued (上傳時間) 19-Sep-2009 15:25:56 (UTC+8)-
dc.identifier (Other Identifiers) G0929210291en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/34891-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 行政管理碩士學程zh_TW
dc.description (描述) 92921029zh_TW
dc.description (描述) 95zh_TW
dc.description.abstract (摘要) 本研究以Chen-Chie(Chen and Chie, 2007)所設計的代理人基模型,探討所得分配對彩券銷售額的影響。這篇論文考量了兩種彩券參與函數,一種是採用模糊推論的方法來呈現代理人購買彩券的決定,在此方式下,並未將可能中奬的期望效果納入。另一種則是以預期效用理論為主軸,並且加入主觀認知的中獎機率。除了彩券參與度外,根據Chen and Chie (2007)的設計,還考慮到兩個購買彩券經驗的觀點,分別是自我意識選號及個體間的獨立性。模型中代理人參數並未固定,取而代之的,是讓代理人具有自動產生參數的能力,所有行為的參數是以遺傳演算法取得其適應性。當代理人進行遺傳演算(社會學習)時,代理人對策略的學習會依照區間的設定,進一步作區域性社會學習及全域社會學習。本論文彙集了上述設計,提供了四種彩券市場行為模型,配合不同的所得分配進行模擬,並且利用統計檢定比較其統計量的變化,分析所得分配對彩券銷售額的影響。zh_TW
dc.description.abstract (摘要) This study addresses the impact of income distribution on lottery sales using an agent-based modeling approach, specifically, the Chen-Chie model (Chen and Chie, 2007). Two kinds of lottery participation function are considered in this thesis. One is more heuristic and does not require agents’ expectations of the odds. In this case, we use the fuzzy inference system to represent agents’ heuristics. The other explicitly takes agents’ expectations of the odds into account, and a formal expected utility maximization approach is taken. In addition to lottery participation, following Chen and Chie (2007), we also consider two additional empirical aspects of lottery plays, namely, conscious selection and state-dependent utilities. The parameters of agents are not fixed; instead, they are autonomous and all behavioral parameters are adaptive via genetic algorithms. While the population genetic algorithms (social learning) are applied, an idea of nearest neighbors learning is used to further distinguish the global social learning from the local social learning. These setups together give us four behavioral models of lottery markets. We then simulate each of these four markets with different income distribution, and then compare their statistic behavior with statistical test to examine the overall effect of income distribution to lottery sales.en_US
dc.description.tableofcontents 1 緒論 1
1.1 研究背景及動機................................1
1.1.1 為何政府得不到最適的彩券政策?............1
1.1.2 所得分配在彩券發行政策中可能占有的重要地位..3
1.2 研究方法及研究目的.............................4
1.3 研究限制......................................4
1.4 本文架構......................................6
2 理論基礎與文獻回顧 7
2.1 遺傳演算的代理人基研究方法理論基礎...............7
2.2 公益彩券文獻探討...............................9
2.2.1 人們購買彩券的理由.......................10
2.2.2 最適的彩券稅率...........................13
2.2.3 同一地區發行兩種彩券是互補效果還是替代效果?.14
2.2.4 彩券上癮者的研究.........................15
2.2.5 彩券市場總體分析.........................16
2.3 所得分配與彩券相關文獻..........................16
3 台灣彩券市場及所得分配 19
3.1 台灣彩券市場分析...............................19
3.2 台灣所得分配情形...............................26
4 人工彩券市場及代理人之設計 30
4.1 模型平台設計..................................30
4.1.1 彩券市場環境設計.........................30
4.1.2 彩券購買者主要認知行為的擷取..............31
4.1.3 代理人工程..............................33
4.1.3.1 代理人結構......................33
4.1.3.2 基因編碼方式....................34
4.1.3.3 彩券市場參與度..................34
4.1.3.3.1 版本一(模糊理論)......35
4.1.3.3.2 版本二(直覺式期望報酬).37
4.1.3.4 自我意識選號.....................40
4.1.3.5 個體與個體間的獨立性..............40
4.1.3.6 基因之整體設計...................41
4.1.4 挑選染色體的方式.........................41
4.1.5 代理人的學習方式.........................42
4.1.6 代理人的演化方式.........................43
4.2 實驗設計......................................45
4.3 彩券市場行為模擬...............................47
5 實驗結果 52
5.1 真實與模擬之彩券市場銷售額分析...................52
5.1.1 真實彩券市場銷售額與獎金順移檢定分析........52
5.1.2 遺傳演算法模擬彩券市場銷售額與獎金順移檢定分析.54
5.2 所得分配對彩券銷售額影響之檢定分析................65
5.3 各個所得分配下之彩券市場總體現象分析..............69
5.3.1 彩券市場銷售額...........................69
5.3.2 彩券市場之稅率與稅收......................78
5.3.3 平均彩券支出比例..........................86
6 結論與建議 . 93
參考文獻
附錄
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dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0929210291en_US
dc.subject (關鍵詞) 遺傳演算zh_TW
dc.subject (關鍵詞) 代理人基計算模型zh_TW
dc.subject (關鍵詞) 彩券zh_TW
dc.subject (關鍵詞) 光環效果zh_TW
dc.subject (關鍵詞) genetic algorithmsen_US
dc.subject (關鍵詞) agent-based computational modelingen_US
dc.subject (關鍵詞) lotteryen_US
dc.subject (關鍵詞) halo effecten_US
dc.title (題名) 所得分配對彩券市場銷售額之影響-以代理人基計算方法模擬分析zh_TW
dc.title (題名) Would Income Distribution Impact Lottery Sales? An Analysis Based on Agent-Based Simulatonen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 中文部分zh_TW
dc.relation.reference (參考文獻) 1. 李家瑋(2005), 「比較遺傳演算法與強化學習:以代理人基彩券市場為例」,國立政治大學碩士論文。zh_TW
dc.relation.reference (參考文獻) 2. 洪蘭譯(2002), 「大腦的祕密檔案」, 原著Carter,Rita(1998), “Mapping the Mind”, 遠流出版, p27,48,170-172,190,191。zh_TW
dc.relation.reference (參考文獻) 3. 鹿元忠 (2003), 「台北市地區彩券購買行為之研究」, 淡江大學管理科學研究所碩士論文, p.31。zh_TW
dc.relation.reference (參考文獻) 4. 陳壁紋(2002), 「台灣地區公益彩券需求與租稅歸宿之研究」, 私立逢甲大學會計與財稅研究所碩士論文, p18。zh_TW
dc.relation.reference (參考文獻) 5. 劉代洋(主持人), 郭介恆(研究顧問)(2005), 「公益彩券發行及管理制度之研究」, 財政部國庫署94年度委託研究計畫, 受託單位國立台灣科技大學企業管理系, p.8,9,12。zh_TW
dc.relation.reference (參考文獻) 英文部分zh_TW
dc.relation.reference (參考文獻) 1. Beenstock, Michael, Ephraim Goldin and Yoel Haitovsky(2000), “What Jackpot? The Optimal Lottery Tax”, European Journal of Political Economy, Vol.16, P657.zh_TW
dc.relation.reference (參考文獻) 2. Beenstock, Michael and Haitovaky, Yoel (2001), “Lottomania and Other Anomalies in the Market for Lotto”, Journal of Economic Psychology 22, p.721.zh_TW
dc.relation.reference (參考文獻) 3. Chen, Shu-Heng and Bin-Tzong Chie(2007)“Lottery Markets Design, Micro-Structure, and Macro-Behavior : An ACE Approach”, Journal of Economic Behavior and Organization, forthcoming.zh_TW
dc.relation.reference (參考文獻) 4. Farrell, Lisa, Edgar Morgenroth and Ian Walker(1999), “A Time Series Analysis of U.K. Lottery Sales : Long and Short Run Price Elasticities”, Oxford Bulletin of Economics and Statistics, 61, 4, p.525.zh_TW
dc.relation.reference (參考文獻) 5. Forrest, David, Robert Simmons and Neil Chesters (2002), “Buying a Dream : Alternative Models of Demand for Lotto”, Economic Inquiry Vol.40, No.3, p.485.zh_TW
dc.relation.reference (參考文獻) 6. Forrest, David, O. David Gulley and Rob Simmons (2005), “The Relationship Between Betting and Lottery Play: A High Frequency Time-Series Analysis”, Lancaster University Management School, The Department of Economics, Working Paper/046, p.3.zh_TW
dc.relation.reference (參考文獻) 7. Griffiths, Mark D and Richard T.A. Wood(2003), “Lottery Gambling and Addiction : An Overview of European Research”, Psychology Division, Nottingham Trent University, p.2-5.zh_TW
dc.relation.reference (參考文獻) 8. Hartley, Roger and Lisa Farrell(1995-2001), “Can Expected Utility Theory Explain Gambling?”, Department of Economics, Keele University in its Series, Keele Department of Economics Discussion Papers with number 98/02, p.1.zh_TW
dc.relation.reference (參考文獻) 9. Langer, E. J. (1975), “The Illusion of Control” Journal of Personality and Social Psychology, 32, 311-328.zh_TW
dc.relation.reference (參考文獻) 10. Majia, Elaine (2005), “State Lottery Tax : Who would Bear the Burden?”, NC Justice Center,Vol.2, No.1.zh_TW
dc.relation.reference (參考文獻) 11. Matheson, Victor A. and Kent Grote (2005), “Dueling Jackpots : Are Competing Lotto Games Complements or Substitutes?”, College of the Holy Cross, Department of Economics Faculty Research Series, Paper NO. 04-06, p.1.zh_TW
dc.relation.reference (參考文獻) 12. Matheson, Victor A. and Kent Grote (2005), “Examining the “Halo Effect” in Lotto Games”, College of the Holy Cross, Department of Economics Faculty Research Series, Paper NO. 05-12, p.1.zh_TW
dc.relation.reference (參考文獻) 13. Oster, Emily(2004), “Are All Lotteries Regressive? Evidence from the Powerball”, National Tax Journal, Vol. LV11, No. 2. Part 1,p179.zh_TW
dc.relation.reference (參考文獻) 14. Pablo, Branas Garza, Nikolaos Georgantzis, Pablo Guillen(2005), “I Do Not Play Lotteries”,p.2.zh_TW
dc.relation.reference (參考文獻) 15. Paton, David, Donald S. Siegel and Leighton Vaughan Williams(2002), “A Policy Response to the E-Commerce Revolution : the Case of Betting Taxation in the U.K.”, Royal Economic Society, The Economic Journal, 112(June), p. F296.zh_TW
dc.relation.reference (參考文獻) 16. Puyenbroeck, T. Van (2004), “Hoe Duur is Lotto?”, Tijdschrift voor Economie en Management, Vol. XLIX, 1, 2004,p 47.zh_TW
dc.relation.reference (參考文獻) 17. Rubinstein, Ariel(1998), “Modeling Bounded Rationality”, Zeuthen Lecture Book Series, Karl Gunnar Persson, editor, p.190.zh_TW
dc.relation.reference (參考文獻) 18. Smith, V. L. (1989),“Theory, Experiment and Economics. “ Journal of Economic Perspectives, Volume 3, Number 1, p.151-169.zh_TW
dc.relation.reference (參考文獻) 19. Smith, V. L. (1994),“Economics in the Laboratory. “ Journal of Economic Perspectives, Volume 8, Number1, p.113-131.zh_TW
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