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    题名: Individual Rationality as a Partial Impediment to Market Efficiency
    作者: 陳樹衡;C.-C. Tai;B.-T. Chie
    Chen,Shu-Heng
    日期: 2002-03
    上传时间: 2009-01-09 11:22:03 (UTC+8)
    摘要: In this chapter we conduct two experiments within an agent-based double auction market. These two experiments allow us to see the effect of learning and smartness on price dynamics and allocative efficiency. Our results are largely consistent with the stylized facts observed in experimental economics with human subjects. From the amelioration of price deviation and allocative efficiency, the effect of learning is vividly seen. However, smartness does not enhance market performance. In fact, the experiment with smarter agents (agents without a quote limit) results in a less stable price dynamics and lower allocative efficiency.
    關聯: Genetic Algorithms and Genetic Programming in Computational Finance
    2002, pp 357-377
    数据类型: book/chapter
    显示于类别:[經濟學系] 專書/專書篇章

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