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| 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: | [資訊科學系] 學位論文
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| 301301.pdf | | 93Kb | Adobe PDF2 | 774 | View/Open | | 301302.pdf | | 1030Kb | Adobe PDF2 | 790 | View/Open |
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