期刊文献+

计算经济学与交通行为研究 被引量:6

Agent-based Computational Economics and Its Application in Travel Behaviour Study
下载PDF
导出
摘要 计算经济学(ACE)是用计算的方法来进行经济研究的新技术。其途径是通过大量有独立机能并能相互影响的Agents组成的进化系统来建模和模拟真实的经济体系。这是一个非常活跃的研究领域,涉及到经济学、统计学、计算科学和行为心理学的最新发展和前沿研究。并介绍了计算经济学的基本思路、计算经济学模型与经典经济学模型的主要区别、计算经济学技术的特点和它的潜在优势。文章通过计算经济学在交通行为研究的一个具体案例来阐述计算经济学技术应用的关键途径。 Agent-based computational economics (ACE) is a new technology to make economic study through computation. It establishes models and reality-simulating economic system through evolving systems of autonomous interacting agents. This is a fast growing area of study involving the latest development and forward research in economics, statistics, computer science and behaviour psychology. This paper is to introduce the basic idea of ACE, the main differences between traditional economic models and ACE models, the characteristics of ACE techniques and the potential advantages of ACE research. Then we use a case study of travel behaviour to illustrate the essential approach of ACE technique in detail.
出处 《财经研究》 CSSCI 北大核心 2004年第7期5-13,共9页 Journal of Finance and Economics
关键词 计算经济学 交互影响 进化 学习 交通行为 agent-based computational economics interaction evolution learning travel behaviour
  • 相关文献

参考文献10

  • 1Auther, W B , Holland, J , LeBaron, B,. Palmer, R , and Tayler, P . Asset pricing under endogenous expectations in an artificial stock market model[M]. In Arther,W B , Durlauf, S N , and Lane, D A , eds. , The economy as an evolving complexsystem AⅡ. (pp. 15-44), 1997.
  • 2Batten, D. Discovering artificial economics. How agents learn and economies evolve,Boulder[M]. MA. The MIT Press 2002.
  • 3Bazzan, A L C , Wahle, J , Klugl, F . Agent In Traffic Modelling From Reactive to Social 13ehaviour[M]. Advances in Artificial Intelligence, Lecture Notes in Artificial Intelligence, Vol. 1701. Springer-Verlag, Berlin Heidelberg New York. 1999.
  • 4Burmeister, b., Doormann, J. & Matylis, G. Agent-oriented Traffic Simulation[J]. Transactions of the Society for Computer Simulation International, 14(2). June 1997.
  • 5Klngl, F, & Bazzan, A L C . Route Decision Behaviour in a Commuting Scenario. Simple Heuristics Adaptation and Effect of Traffic Forecast[J]. Journal of Artificial.Societies and Social Simulation Vol. 7, No. 1, 2004.
  • 6LeBaron, B. , Agent-based computational finance: suggested readings and early research [J]. Journal of Economic Dynamics and Control,24, (pp. 679~702),2000.
  • 7Selten, R. , Schreckenberg, M. , Pitz, t. , Chmura, T. & Wahle, J.. Experimental Investigation of Day-to-Day Route Choice-Behaviour[M]. tL Selten and M. Schreckeberg(eds. )Human Behavior and Traffic Networks, Springer, 2003.
  • 8Tesfatsion, L. Agent-based computational economics[R]. ISU economics working paper, 2003.
  • 9Young, H P . Individual strategy and social structure[M]. Princeton, N J: Princeton University Press, 1998.
  • 10张维,刘文财,王启文,刘豹.面向资本市场复杂性建模:基于Agent计算实验金融学[J].现代财经(天津财经大学学报),2003,23(1):3-7. 被引量:31

二级参考文献17

  • 1Edgar E.Peters.王小东译.资本市场的混沌与秩序[M].北京:经济科学出版社,1999.
  • 2Holland. J. Modeling Complex Adaptive System[M]. 2001.
  • 3Arthur, W.B., Holland,J. , LeBaron,B. , Palmer. R and P. Taylor. Asset Pricing Under Endogenous Expectations in an Artificial Stock Market[C]. in W. B. Authur, S. Durlauf, and D. lane, eds. , The Economy As An Evolving Complex System Ⅱ. Reading, MA: Addison- Wesley. 1997.
  • 4Grossman,S., Stiglitz, F. On the impossibility of informationally efficient markets[J]. American Economic Review, 1980, 70:393~408.
  • 5Shu- Heng Chen, Chia- Hsuan Yeh. Evolving traders and the business school with genetic programming: A new architecture of the agent - based artificial stock market[J]. Journal of Economic Dynamics & Control 25,2001,363 - 393.
  • 6Arifovic, J. The behavior of the exchange rate in the genetic algorithm and experimental economies [J]. Journal of Political Economy, 1996,104: 510-541.
  • 7Kareken, J. , Wallace, N. On the indeterminacy of equilibrium exchange rates [J]. Quarterly Journal of Economics, 1981,96:207 - 222.
  • 8Gode,D. K. , Sunder, S. Allocative efficiency of markets with zero intelligence traders [J]. Journal of Political Economy, 1993,101:119 - 137.
  • 9Blake LeBaron. Agent - Based computational finance: Suggested readings and early research [J].Journal of Economic Dynamice& Control. 2000,24:679 - 702.
  • 10Bray, M. Learning, estimation, and the stability of expectations [J]. Journal of Economic Theory,1982,26:318 - 339.

共引文献30

同被引文献62

引证文献6

二级引证文献53

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部