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Refining Human Decision-Making Models with Biological Data and Financial Markets

Refining Human Decision-Making Models with Biological Data and Financial Markets
利用生物数据和金融市场完善人类决策模型
批准号:
21530313
负责人:
SHIMOKAWA Tetsuya
金额:
$3.0万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2009
资助国家:
日本
项目状态:
已结题
起止时间:
2009 至 2011

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中文摘要
翻译
神经科学的最新发展促使人们对迄今为止在经济学中使用的风险下的决策模型进行了修订,这些模型基于公理化定义的理性假设,并促使人们构建新的、更现实的有限理性决策模型。本研究试图通过使用生物数据来改进决策模型,并为金融市场中观察到的决策模型提供市场基础。首先,我们进行了实验,并描述了一种改进现有学习模型的交易行为。接下来,我们进行了一个基于代理人的模拟,使用人工市场模型的选择压力,以检查所观察到的有限理性是否可以有一个进化的基础。
英文摘要
Recent development of neuroscience has spurred revision of models of decision-making under risk, as have been used thus far in economics, based on assumptions of axiomatically defined rationality and prompted the construction of new, more realistic models of bounded rationality decision-making. This study tries to refine decision-making models by using biological data and provide a market foundation for the decision-making model observed in financial markets.First, we conducted experiments and described a trade behavior which refines existing learning-models. Next, we conducted an agent-based simulation using an artificial market model with selection pressures in order to check whether the observed bounded rationality could have an evolutionary basis.
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会议论文
Predictability of Investment Behavior from Brain Information Measured by Functional Near-Infrared Spectroscopy : A Bayesian Neural Network Model
通过功能性近红外光谱测量的大脑信息预测投资行为:贝叶斯神经网络模型
DOI: --
发表时间: 2009
期刊: Neuroscience
影响因子: 3.3
作者: [Tetsuya Shimokawa, Kyoko Suzuki, Tadanobu Misawa, Kazuhiro Miyagawa]
通讯作者: Kazuhiro Miyagawa
DOI: --
发表时间: 2013
期刊: The IEEE Transactions on Evolutionary Computation
影响因子: --
作者: [Kanta Kinoshita, Kyoko Suzuki, Tetsuya Shimokawa]
通讯作者: Tetsuya Shimokawa
An agent based approach to test the usefulness of the behavioral finance in real financial markets
基于代理的方法来测试行为金融学在真实金融市场中的实用性
DOI: --
发表时间: 2011
期刊: International Journal of Computational Science
影响因子: --
作者: [Tetsuya Shimokawa, Kyoko Suzuki, Satoru Takahashi]
通讯作者: Satoru Takahashi
DOI: 10.1016/j.neucom.2008.11.031
发表时间: 2009-10
期刊: Neurocomputing
影响因子: 6
作者: [T. Shimokawa;Kyoko Suzuki;T. Misawa;Yoshitaka Okano]
通讯作者: T. Shimokawa;Kyoko Suzuki;T. Misawa;Yoshitaka Okano
24
    Empirical foundations of the bounded rationality in economic decision making
    • 批准号:
      24530203
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.58万
    • 财政年份:
      2012
    • 负责人:
      SHIMOKAWA Tetsuya
    • 依托单位:
    An Agent-based Approach to the Financial Stylized Facts
    • 批准号:
      19730227
    • 项目类别:
      Grant-in-Aid for Young Scientists (B)
    • 资助金额:
      $1.08万
    • 财政年份:
      2007
    • 负责人:
      SHIMOKAWA Tetsuya
    • 依托单位:
    海外基金