| dc.contributor | 經濟系 | |
| dc.creator (作者) | Chen, Shu-heng;Yeh, Chia-Hsuan | |
| dc.creator (作者) | 陳樹衡 | zh_TW |
| dc.date (日期) | 1997 | |
| dc.date.accessioned | 11-May-2015 14:02:50 (UTC+8) | - |
| dc.date.available | 11-May-2015 14:02:50 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-May-2015 14:02:50 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/75069 | - |
| dc.description.abstract (摘要) | In spirit of the earlier works done by Arthur (1992) and Palmer et al. (1993), this paper models speculators with genetic programming (GP) in a production economy (Muthian Economy). Through genetic programming, we approximate the consequences of “speculating about the speculations of others”, including the price volatility and the resulting welfare loss. Some of the patterns observed in our simulations are consistent with findings in experimental markets with human subjects. For example, we show that GP-based speculators can be noisy by nature. However, when appropriate financial regulations are imposed, GP-based speculators can also be more informative than noisy. | |
| dc.format.extent | 622759 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Evolutionary Programming , pp. 137-147 | |
| dc.subject (關鍵詞) | Genetic Programming; Speculators; No-Trade Theorem; Short Selling;Volatility. | |
| dc.title (題名) | Modeling Speculators with Genetic Programming | |
| dc.type (資料類型) | book/chapter | en |
