Building ABMs to Control the Emergence of Crisis Analyzing Agents' Behavior
Building ABMs to Control the Emergence of Crisis Analyzing Agents' Behavior
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构建 ABM 来控制危机的出现 分析特工的行为
DOI：
10.4018/978-1-4666-5954-4.ch018
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发表时间：
2014
期刊：
影响因子：
2.8
通讯作者：
P. Terna
中科院分区：
文献类型：
--
作者：
Luca Arciero;Cristina Picillo;S. Solomon;P. Terna
基于代理的模型（ABM）在建模领域是相当新的;它们出现在20世纪90年代。ABM比其他方法有明显的优势：它们创造了管理代理学习过程的能力，并发现了他们行为中的新奇之处。除了有限理性的假设，ABMs共享一些特有的特征：首先，自下而上的角度来假设的宏观动态的属性是新兴的微观动态的属性，涉及个人作为异构代理人谁生活在复杂的系统，随着时间的推移而演变。为了将此框架应用于金融危机分析，介绍了基于Python的SWARM协议（www.swarm.org）的简化实现。这就是Python中的类群代理协议（SLAPP）。使用SLAPP，我们可以专注于自然现象和社会行为。在我们的案例中，我们专注于银行系统，重新创建了一个金融机构社区的互动，这些金融机构在支付系统和银行间市场中发挥作用，以获得短期流动性。引言：文献综述...没有什么一般原则可以阻止经济学理论建立在理性假设之外的其他假设的基础上（K.基于主体的模型（ABM）存在的理由在于对世界的看法，这与经济学中盛行的理性选择理论的传统观点完全不同。从亚当·斯密的“看不见的手”开始，经济科学的（次要的）历史可以用一种程式化的方式来表示，作为理性代理人假设的逐步完善，它首先体现在利润（效用）最大化的代理人中，后来，在卢卡斯和萨金特的理性预期理论中。在经济科学的博弈论链中，理性主体范式转化为无限向前和向后看的主体，这些主体通常被赋予关于对手理性行为的共同知识。尽管这些代理人制定的策略是无限理性的，但它们的成功率可能会低于基于策略和捷径的简单策略，正如谢伦贝格（Schellenberg，1996）报道的著名的阿克塞尔罗德锦标赛所证明的那样。阿克塞尔罗德邀请博弈理论家和行为经济学家玩一个重复的囚徒困境，提交计算机程序翻译他们认为玩家在游戏中应该遵循的策略。许多学者参加了比赛：他们中的一些人提交了复杂的软件复制forward-looking代理，和其他人提交了简单的程序模仿代理的行为与更简单的规则，算法和捷径。这些程序中最简单的是一个名为“针锋相对达特”的程序，由著名心理学家阿纳托尔·拉波波特创建。的
Agent-based models (ABMs) are quite new in the modeling landscape; they emerged on the scene in the 1990s. ABMs have a clear advantage over other approaches: they create the capacity to manage learning processes in agents and discover novelties in their behavior. In addition to bounded rationality assumptions, ABMs share a number of peculiar characteristics: first of all, a bottom-up perspective is assumed where the properties of macro-dynamics are emergent properties of micro-dynamics involving individuals as heterogeneous agents who live in complex systems that evolve through time. To apply this framework to financial crisis analysis, a simplified implementation of the SWARM protocol (www.swarm.org), based on Python, is introduced. The result is the Swarm-Like Agent Protocol in Python (SLAPP). Using SLAPP, we can focus on natural phenomena and social behavior. In our case, we focus on the banking system, recreating the interactions of a community of financial institutions that act in the payment system and in the interbank market for short-term liquidity. INTRODUCTION: LITERATURE REVIEW ... there is no general principle that prevents the creation of an economic theory based on other hypotheses than that of rationality (K. J. Arrow, 1987) The raison d’être of Agent-based models (ABMs) lies in a vision of the world that is completely different from the conventional view of rational choice theory, which prevails in economics. Beginning with Adam Smith’s idea of the “invisible hand”, the (minor) history of economic science may be represented in a stylized fashion as a progressive refinement of the rational agent hypothesis, which first materialized in profit (utility)-maximizing agents and, later, in the Lucas and Sargent rational expectation theory. In the game theoretical strand of economic science, the rational agent paradigm translates into infinitely forwardand backward-looking agents that are usually endowed with common knowledge about their opponent’s rational behavior. Although infinitely rational, strategies elaborated by these agents may be proven as less successful than simpler strategies based on heuristics and shortcuts, as witnessed by the famous Axelrod tournament reported in Schellenberg (1996). Axelrod invited game theorists and behavioral economists to play an iterated prisoner’s dilemma by submitting computer programs translating the strategies that they thought a player should follow during the game. A number of scholars joined the tournament: some of them presented complex software replicating forwardand backward-looking agents, and others submitted simple programs mimicking agents’ behaviors with simpler rules, heuristics and shortcuts. The simplest of these programs was the one named “Tit for Tat,” built by Anatol Rapoport, a famous psychologist. The
影响因子：
2.5
作者：
Siebers, P. O.;Macal, C. M.;Pidd, M.
通讯作者：
Pidd, M.
DOI：
--
发表时间：
2007
期刊：
--
影响因子：
--
作者：
R. Sekuler;M. Kahana
通讯作者：
R. Sekuler;M. Kahana