政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/23287

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113303/144284 (79%)
Visitors : 50797324 Online Users : 701

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

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

Files in This Item:

File	Description	Size	Format
14.pdf		72Kb	Adobe PDF2	2089	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.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.

Loading...