基于Agent的计算经济学发展前沿:文献综述

Frontier Development of Agent-based Computational Economics:A Survey

现实日益复杂的经济问题,使得传统经济学的研究方法感到力不从心,计算机仿真方法开始弥补传统经济学研究的不足;基于Agent的计算经济学已成为经济学的一个重要分支。本文从五个方面阐述了当前ACE的发展前沿和主要研究领域,包括主体学习过程和行为规范演变的研究、复杂经济网络的形成和特征研究、组织及特定市场的研究、ACE模型的现实市场检验与算法优化研究以及在政策制定方面的研究,这些领域也是当代经济学研究的核心。文献表明,ACE理论最吸引人的地方是它通过对异质性微观主体行为的分析来研究经济系统的演化过程及其宏观"涌现"特征,它很好地揭示了微观与宏观经济之间的矛盾;ACE方法可以应用于几乎所有经济现象的分析,其对经济学研究的影响不仅表现为研究工具的革新,更带来了经济学思维方式和研究范式的深刻变革。

Traditional economics research method can＇t match it＇s demand faced with more and more complex economy problems,the computer simulation method to make up the insufficiency of traditional economics;Agent-based computational economics（ACE） has become a branch of Economics.This paper analyses five frontier development research areas of ACE.It includes different agent learn and adaptive characteristics,interactive complex network models,tests and optimizations of ACE models,modeling of different markets and policy making,these areas is the core of contemporary economics.The survey show that the most attractive characteristics of ACE is it can analyses economy evolutionary process and its macro-＂emergency＂ character by research heterogeneous agents behavior.It reveals the contradiction between the micro and macro economy,and almost each area of economics can use ACE.ACE has put influence on deep innovation not only of economics research but also thinking way of economics and research paradigm.