政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/51472

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/51472

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政大典藏 > College of Informatics > Department of Computer Science > Theses > Item 140.119/51472

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/51472

Title:	以多代理人系統模擬風險與聲譽變數於預測市場之成效研究 A multi-agent simulation and performance analysis with risk and reputation in prediction market system
Authors:	呂一軒
Contributors:	劉吉軒呂一軒
Keywords:	多代理人系統預測市場 Multi-agent system Prediction market
Date:	2010
Issue Date:	2011-10-05 16:18:38 (UTC+8)
Abstract:	對於現有文獻中討論的預測市場模型，嘗試加入風險與聲譽變數，觀察與分析其成效，並參考文獻中的代理人系統實驗方法，對論文中相關部分進行修正、設計並模擬之預測市場模型。 In this research, we proposed two variables that could be incorporated with prediction markets: Reputation and Risk. Instead of attracting new players, The reputation system could stop losing bankrupted player, Player willing to help bankrupted player will gain reputation, and bankrupted player will lose reputation. Previous works suggest longshot bias is related to the risk-neutrality of players. Our approach is to experiment di erent risk distribution. We observe the impact of these variables in an agent-based model of prediction markets. We use zero-intelligence agents, where human qualities such as maximizing prot, learning or obeserving are missing. We further discuss the result, and the impact of risk and reputation.
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Description:	碩士國立政治大學資訊科學學系 97753013 99
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0097753013
Data Type:	thesis
Appears in Collections:	[Department of Computer Science ] Theses

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