English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 91913/122132 (75%)
Visitors : 25722252      Online Users : 81
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/23161

    Title: Risk preference, forecasting accuracy and survival dynamics: Simulations based on a multi-asset agent-based artificial stock market
    Authors: 陳樹衡
    Chen, Shu-Heng;Huang, Ya-Chi
    Contributors: 經濟系
    Keywords: Market selection hypothesis;Agent-based artificial stock markets;Autonomous agents;Genetic algorithms
    Date: 2008-09
    Issue Date: 2009-01-09 11:36:46 (UTC+8)
    Abstract: 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.
    Relation: The 3rd NTU International Conference on Economics
    Journal of Economic Behavior & Organization, Volume 67, Issues 3–4, Pages 702-717
    Data Type: conference
    Appears in Collections:[經濟學系] 期刊論文

    Files in This Item:

    File Description SizeFormat
    1-s2.0-S0167268107001679-main.pdf816KbAdobe PDF521View/Open

    All items in 政大典藏 are protected by copyright, with all rights reserved.

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback