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    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/51472


    题名: 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
    作者: 呂一軒
    贡献者: 劉吉軒
    呂一軒
    关键词: 多代理人系統
    預測市場
    Multi-agent system
    Prediction market
    日期: 2010
    上传时间: 2011-10-05 16:18:38 (UTC+8)
    摘要: 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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    [5] A.J. Bagnall and I.E. Toft. Zero intelligence plus and gjerstad-dickhaut agents for
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    2004), pages 59{64, 2004.
    [6] Y. Chen. Markets as an information aggregation mechanism for decision support.
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    tributed information market. In Proceedings of the 4th ACM conference on Electronic
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    nomics, 2005.
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    Agents, pages 106{134, 2001.
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    [11] R.W. Hahn and P.C. Tetlock. Information markets: A new way of making decisions.
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    [12] C. Hall. Prediction Markets: Issues and Applications. The Journal of Prediction
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    [13] R. Hanson. Combinatorial information market design. Information Systems Fron-
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    [14] J. Jumadinova and P. Dasgupta. Stochastic Game-based Multi-Agent Prediction
    Markets. 2010. Techinical Report.
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    [17] A. Othman. Zero-intelligence agents in prediction markets. In Proceedings of the 7th
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    [19] D.M. Pennock and R. Sami. Computational aspects of prediction markets. Algorith-
    mic Game Theory, pages 651{674, 2007.
    [20] E. Servan-Schreiber, J.Wolfers, D.M. Pennock, and B. Galebach. Prediction markets:
    Does money matter? Electronic Markets, 14(3):243{251, 2004.
    [21] J.J. Tseng, C.H. Lin, C.T. Lin, S.C. Wang, and S.P. Li. Statistical properties of
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    [22] G. Tziralis and I. Tatsiopoulos. Prediction markets: An extended literature review.
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    [23] J. Wolfers and E. Zitzewitz. Prediction markets. Journal of Economic Perspectives,
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    National Bureau of Economic Research Working Paper, 2006.
    [25] J. Wolfers and E. Zitzewitz. Interpreting prediction market prices as probabilities.
    The National Bureau of Economic Research Working Paper, 2006.
    描述: 碩士
    國立政治大學
    資訊科學學系
    97753013
    99
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0097753013
    数据类型: thesis
    显示于类别:[資訊科學系] 學位論文

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