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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/23287


    Title: Behavior Finance and Agent-Based Computational Finance: Toward an Integrating Framework
    Authors: 陳樹衡;C.-C. Liao
    Chen,Shu-Heng;Liao,Chung-Chih
    Contributors: 政大經濟系
    Date: 2004
    Issue Date: 2009-01-09 12:18:17 (UTC+8)
    Abstract: This paper depicts three categories of research trying
    to reveal the underlying mysteries behind wellrecognized
    financial market phenomena, for instance,
    the anomalies. The first is rational agents
    models, the second is behavioral models, and the
    third is agent-based models. We argue that agentbased
    modeling is a promising approach that catches
    the important feature of real financial markets, that
    is, the very nature of complex adaptive systems.
    Analytical behavioral models may provide a starting
    point for agent engineering in agent-based models,
    while agent-based modeling lets us test whether
    a specific kind of judgment bias of traders can
    emerge and survive in the complex competitive market
    place.
    Relation: Journal of Management and Economics,8(8)
    Data Type: article
    Appears in Collections:[經濟學系] 期刊論文

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