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題名 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
作者 池秉聰
貢獻者 陳樹衡
池秉聰
關鍵詞 軟體代理人
人工智慧
電子商務
人工雙方喊價市場
議價代理人
納許式過程
分配效率
價格效率
Software Agent
Artificial Intelligence
Electronic Commerce
Artificial Double Auction Market
Bargaining Agent
Nash-Like Process
Allocative Efficiency
Price Efficiency
日期 2001
上傳時間 15-四月-2016 16:05:25 (UTC+8)
摘要 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。
參考文獻 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.
     Andrews, 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.
     Arthur, W. Brian (1992), ``On Learning and Adaptation in the Economy,`` A Working Paper from the SFI Economics Research Program.
     Axelrod, R. (1984), The Evolution of Cooperation, Basic Books.
     Beaufils, 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.
     Chen, 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.
     Chen, 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.
     Chen, 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.
     Chen, S.-H. (2001), ""Fundamental Issues in the Uses of Genetic Programming in Agent-Based Computational Economics,`` AI-ECON Working Paper Series 2001-2.
     Chen, 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.
     Chen, 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.
     Cliff, D. (1997), ""Minimal-Intelligence Agents for Bargaining Behaviors in Market-Based Environments,`` HP Technical Report, HPL-97-91, 1997.
     Dawid, H. (1999), ""On the Convergence of Genetic Learning in a Double Auction Market,`` Journal of Economic Dynamics and Control, 23, pp. 1545-1567.
     Dosi, 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.
     Friedman, 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.
     Duffy, 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.
     Geyer-Schulz A. (1997), Fuzzy Rule-Based Expert Systems and Genetic Machine Learning, 2nd edn. Physica-Verlag.
     Gode, 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.
     Hayek, F. A. (1945), ""The Use of Knowledge in Society.`` American Economic Reiview, 34(4), pp. 519-530.
     Holland J. (1997), Adaptation in Natural and Artificial System, University of Michigan Press.
     Kirman, 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.
     Koza, J. R. (1992), Genetic Programming: On the Programming of Computers by Means of Natural Selection, MIT Press.
     Koza, J. R. (1994), Genetic programming II : Automatic Discovery of Reusable Programs, MIT Press.
     Ok, S. K. Miyashita and S. Nishihara (2000), ""Improve Performance of GP by Adaptive Terminal Selection,``　PRICAI 2000.
     Olsson, 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).
     Rust, 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.
     Rust, 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.
     Smith, V. (1962), ""An Experimental Study of Competitive Market Behaviour,`` Journal of Political Economy, 70, pp.111-137.
     Smith, V. L., G. L. Suchanek, and A. Williams.(1988), ""Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets,`` Econometrica 56 pp. 1119-1151.
     Smith, V. (1992), Papers in Experimental Economics, Cambridge University Press.
描述 碩士
國立政治大學
經濟學系
88258019
資料來源 http://thesis.lib.nccu.edu.tw/record/#A2002001224
資料類型 thesis
dc.contributor.advisor 陳樹衡zh_TW
dc.contributor.author (作者) 池秉聰zh_TW
dc.creator (作者) 池秉聰zh_TW
dc.date (日期) 2001en_US
dc.date.accessioned 15-四月-2016 16:05:25 (UTC+8)-
dc.date.available 15-四月-2016 16:05:25 (UTC+8)-
dc.date.issued (上傳時間) 15-四月-2016 16:05:25 (UTC+8)-
dc.identifier (其他 識別碼) A2002001224en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/85016-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 經濟學系zh_TW
dc.description (描述) 88258019zh_TW
dc.description.abstract (摘要) 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
     證明書
     致謝詞
     論文摘要
     目錄
     表目錄
     圖目錄
     1 緒論
     1.1 研究動機
     1.1.1 為什麼看不到網路上有雙方喊價市場呢?
     1.1.2 研究目的
     1.1.3 研究限制：基本問題
     1.1.4 本文架構及研究方法
     1.2 文獻回顧
     1.3 聖塔菲雙方喊價市場
     1.3.1 實驗雙方喊價市場
     1.3.2 訊息
     1.3.3 Token值產生過程
     1.3.4 交易程序
     2 人工智慧經濟學雙方喊價市場介紹
     2.1 議價代理人
     2.1.1 基本原素：終點集合與函數集合
     2.1.2 初始化
     2.1.3 演化母體
     2.1.4 適合度函數
     2.1.5 選擇機制和遺傳運作元
     2.1.6 複雜度的限制
     2.1.7 納許式的過程
     2.2 人工喊價市場之代理人基計算建模
     2.2.1 市場環境介紹
     2.2.2 實驗設計
     2.2.3 基本統計量
     3 市場結構與競價行為
     3.1 GP交易者的行為符合理性嗎? 簡單的測試
     3.2 行為假設
     3.2.1 假設1：有恃無恐策略
     3.2.2 假設2：捷足先登策略
     3.3 基它策略的內涵
     3.4 恐龍假設
     4 市場績效
     4.1 市場總實現比例
     4.1.1 市場總實現比例的測度
     4.1.2 測度期間及表現方式
     4.2 價格效率
     4.3 所得分配
     4.4 市場收斂
     4.4.1 影響市場收斂的因素
     4.5 策略空間
     5 結論與建議
     附錄
     Ａ　總實現比例及吉尼係數：實驗設計1-4
     Ｂ　總實現比例及吉尼係數：實驗設計1_1-1_4
     Ｃ　市場結構，成交價格，及成交量：實驗設計1-4
     Ｄ　市場結構，成交價格，及成交量：實驗設計1_1-1_4
     Ｅ　聯合α值，每隔十代分配圖：實驗設計1-4
     Ｆ　聯合α值，每隔十代分配圖：實驗設計1_1-1_4
     參考文獻與書目		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#A2002001224en_US
dc.subject (關鍵詞) 軟體代理人zh_TW
dc.subject (關鍵詞) 人工智慧zh_TW
dc.subject (關鍵詞) 電子商務zh_TW
dc.subject (關鍵詞) 人工雙方喊價市場zh_TW
dc.subject (關鍵詞) 議價代理人zh_TW
dc.subject (關鍵詞) 納許式過程zh_TW
dc.subject (關鍵詞) 分配效率zh_TW
dc.subject (關鍵詞) 價格效率zh_TW
dc.subject (關鍵詞) Software Agenten_US
dc.subject (關鍵詞) Artificial Intelligenceen_US
dc.subject (關鍵詞) Electronic Commerceen_US
dc.subject (關鍵詞) Artificial Double Auction Marketen_US
dc.subject (關鍵詞) Bargaining Agenten_US
dc.subject (關鍵詞) Nash-Like Processen_US
dc.subject (關鍵詞) Allocative Efficiencyen_US
dc.subject (關鍵詞) Price Efficiencyen_US
dc.title (題名) 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 (資料類型) thesisen_US
dc.relation.reference (參考文獻) 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.
     Andrews, 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.
     Arthur, W. Brian (1992), ``On Learning and Adaptation in the Economy,`` A Working Paper from the SFI Economics Research Program.
     Axelrod, R. (1984), The Evolution of Cooperation, Basic Books.
     Beaufils, 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.
     Chen, 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.
     Chen, 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.
     Chen, 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.
     Chen, S.-H. (2001), ""Fundamental Issues in the Uses of Genetic Programming in Agent-Based Computational Economics,`` AI-ECON Working Paper Series 2001-2.
     Chen, 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.
     Chen, 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.
     Cliff, D. (1997), ""Minimal-Intelligence Agents for Bargaining Behaviors in Market-Based Environments,`` HP Technical Report, HPL-97-91, 1997.
     Dawid, H. (1999), ""On the Convergence of Genetic Learning in a Double Auction Market,`` Journal of Economic Dynamics and Control, 23, pp. 1545-1567.
     Dosi, 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.
     Friedman, 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.
     Duffy, 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.
     Geyer-Schulz A. (1997), Fuzzy Rule-Based Expert Systems and Genetic Machine Learning, 2nd edn. Physica-Verlag.
     Gode, 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.
     Hayek, F. A. (1945), ""The Use of Knowledge in Society.`` American Economic Reiview, 34(4), pp. 519-530.
     Holland J. (1997), Adaptation in Natural and Artificial System, University of Michigan Press.
     Kirman, 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.
     Koza, J. R. (1992), Genetic Programming: On the Programming of Computers by Means of Natural Selection, MIT Press.
     Koza, J. R. (1994), Genetic programming II : Automatic Discovery of Reusable Programs, MIT Press.
     Ok, S. K. Miyashita and S. Nishihara (2000), ""Improve Performance of GP by Adaptive Terminal Selection,``　PRICAI 2000.
     Olsson, 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).
     Rust, 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.
     Rust, 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.
     Smith, V. (1962), ""An Experimental Study of Competitive Market Behaviour,`` Journal of Political Economy, 70, pp.111-137.
     Smith, V. L., G. L. Suchanek, and A. Williams.(1988), ""Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets,`` Econometrica 56 pp. 1119-1151.
     Smith, V. (1992), Papers in Experimental Economics, Cambridge University Press.		zh_TW