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政大機構典藏 > 社會科學學院 > 經濟學系 > 專書/專書篇章 > Item 140.119/75069

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/75069

Title:	Modeling Speculators with Genetic Programming
Authors:	Chen, Shu-heng;Yeh, Chia-Hsuan 陳樹衡
Contributors:	經濟系
Keywords:	Genetic Programming;Speculators;No-Trade Theorem;Short Selling;Volatility.
Date:	1997
Issue Date:	2015-05-11 14:02:50 (UTC+8)
Abstract:	In spirit of the earlier works done by Arthur (1992) and Palmer et al. (1993), this paper models speculators with genetic programming (GP) in a production economy (Muthian Economy). Through genetic programming, we approximate the consequences of “speculating about the speculations of others”, including the price volatility and the resulting welfare loss. Some of the patterns observed in our simulations are consistent with findings in experimental markets with human subjects. For example, we show that GP-based speculators can be noisy by nature. However, when appropriate financial regulations are imposed, GP-based speculators can also be more informative than noisy.
Relation:	Evolutionary Programming , pp. 137-147
Data Type:	book/chapter
Appears in Collections:	[經濟學系] 專書/專書篇章

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chp%3A10.1007%2FBFb0014807.pdf	608Kb	Adobe PDF2	399	View/Open

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