 |
English
|
正體中文
|
简体中文
|
Post-Print筆數 : 27 |
全文筆數/總筆數 : 118940/150005 (79%)
造訪人次 : 82945869
線上人數 : 407
|
|
|
資料載入中.....
|
請使用永久網址來引用或連結此文件:
https://nccur.lib.nccu.edu.tw/handle/140.119/48600
|
| 題名: | Simulating Economic Transition Processes by Genetic Programming |
| 作者: | 陳樹衡
Chen,Shu-Heng;Yeh,Chia-Hsuan |
| 貢獻者: | 政大經濟系 |
| 關鍵詞: | Kolmogorov complexity, minimum description length principle, genetic programming,
bounded rationality, short selling |
| 日期: | 2000-12 |
| 上傳時間: | 2010-11-24 22:13:01 (UTC+8) |
| 摘要: | Recently, genetic programming has been proposed to model agents` adaptive behavior in a complex transition process where uncertainty cannot be formalized within the usual probabilistic framework. However, this approach has not been widely accepted by economists. One of the main reasons is the lack of the theoretical foundation of using genetic programming to model transition dynamics. Therefore, the purpose of this paper is two-fold. First, motivated by the recent applications of algorithmic information theory in economics, we would like to show the relevance of genetic programming to transition dynamics given this background. Second, we would like to supply two concrete applications to transition dynamics. The first application, which is designed for the pedagogic purpose, shows that genetic programming can simulate the non-smooth transition, which is difficult to be captured by conventional toolkits, such as differential equations and difference equations. In the second application, genetic programming is applied to simulate the adaptive behavior of speculators. This simulation shows that genetic programming can generate artificial time series with the statistical properties frequently observed in real financial time series. |
| 關聯: | Annals of Operation Research,97(1-4),265-286 |
| 資料類型: | article |
| DOI 連結: | http://dx.doi.org/10.1023/A:1018972006990 |
| DOI: | 10.1023/A:1018972006990 |
| 顯示於類別: | [經濟學系] 期刊論文
|
文件中的檔案:
| 檔案 |
描述 |
大小 | 格式 | 瀏覽次數 |
|---|
| aor2000.pdf | | 272Kb | Adobe PDF2 | 1443 | 檢視/開啟 |
|
在政大典藏中所有的資料項目都受到原著作權保護.
|
著作權政策宣告 Copyright Announcement1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.
2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(
nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(
nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
