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政大機構典藏 > 社會科學學院 > 經濟學系 > 期刊論文 > Item 140.119/23287

Please use this identifier to cite or link to this item: https://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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