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研究生: 池秉聰
論文名稱: 人工雙方喊價市場之競價行為與市場績效的研究-遺傳規劃的應用
指導教授: 陳樹衡
學位類別: 碩士
Master
系所名稱: 社會科學學院 - 經濟學系
Department of Economics
論文出版年: 2001
畢業學年度: 89
語文別: 中文
論文頁數: 110
中文關鍵詞: 軟體代理人人工智慧電子商務人工雙方喊價市場議價代理人納許式過程分配效率價格效率
外文關鍵詞: Software Agent, Artificial Intelligence, Electronic Commerce, Artificial Double Auction Market, Bargaining Agent, Nash-Like Process, Allocative Efficiency, Price Efficiency
相關次數: 點閱:144下載:66
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  • 近年來,網際網路(Internet)快速發展,已成為一個無疆無界無時差的市場,如何不被這股潮流所淘汰,我們所提出的解決方案—軟體代理人(software agent),一位具有人工智慧(artificial intelligence)演化調適(adaptive)能力的代理人,現在已經有許多企業與資訊、管理、電腦科學等各方面專家結合,開始使用軟體代理人來代勞,試想一位永不停止、具有創新、學習適應的員工,企業家可以隨意複製或刪除,隨時配合市場規模,不必擔心任何裁員的負擔,這樣的代理人的問世,勢必對我們的經濟環境帶來莫大的衝擊。

    電子商務(electronic commerce)已經行之有年,人類的消費型態似乎不易於因這個轉變而有所改變,消費者如果沒有經過視覺、觸覺、嗅覺等感官的刺激,很難有購買的動機,再加上授信制度的不健全使得電子商務的施行充滿了風險。雖然有這麼多問題,我們仍無法阻擋這股趨勢,在電子科技的進步,3D數位影像、各種感官刺激的傳送、或如同期貨市場上明確公認的規格、法律的修訂、完善的認證制度,接下來我們就是要看軟體代理人的表現。

    我們將軟體代理人運用在人工雙方喊價(artificial double auction)的市場,就像真實市場已經有人開始使用自動下單或自動議價代理人的機制一樣。然而市場上是否有必然不敗的策略呢?本文就是要解開這個答案。再進一步來看,待真實市場每個成員受不了生存競爭的壓力,也採取使用代理人的演化性策略,屆時我們的人工市場就是真實市場的縮影,我們在本文也會針對這樣一個具有未來前瞻性市場的表現如何?透過經濟學的角度來揭露市場的本質是否仍然維持?

    在本文軟體代理人即為議價代理人(bargaining agent),她可以在穩定的(stable)市場環境(其他參與者使用固定策略)中辨別出一些有利的市場特徵,藉由這些特徵發展出有利的策略,而其結果甚至不是很容易想到的策略;接著若每個人都使用議價代理人在市場上交易,這裡我們使用一種納許式過程(Nash-like process)來詮釋,之後再分別依市場的分配效率、價格效率、及所得分配來討論市場績效。


    封面頁
    證明書
    致謝詞
    論文摘要
    目錄
    表目錄
    圖目錄
    1 緒論
    1.1 研究動機
    1.1.1 為什麼看不到網路上有雙方喊價市場呢?
    1.1.2 研究目的
    1.1.3 研究限制:基本問題
    1.1.4 本文架構及研究方法
    1.2 文獻回顧
    1.3 聖塔菲雙方喊價市場
    1.3.1 實驗雙方喊價市場
    1.3.2 訊息
    1.3.3 Token值產生過程
    1.3.4 交易程序
    2 人工智慧經濟學雙方喊價市場介紹
    2.1 議價代理人
    2.1.1 基本原素:終點集合與函數集合
    2.1.2 初始化
    2.1.3 演化母體
    2.1.4 適合度函數
    2.1.5 選擇機制和遺傳運作元
    2.1.6 複雜度的限制
    2.1.7 納許式的過程
    2.2 人工喊價市場之代理人基計算建模
    2.2.1 市場環境介紹
    2.2.2 實驗設計
    2.2.3 基本統計量
    3 市場結構與競價行為
    3.1 GP交易者的行為符合理性嗎? 簡單的測試
    3.2 行為假設
    3.2.1 假設1:有恃無恐策略
    3.2.2 假設2:捷足先登策略
    3.3 基它策略的內涵
    3.4 恐龍假設
    4 市場績效
    4.1 市場總實現比例
    4.1.1 市場總實現比例的測度
    4.1.2 測度期間及表現方式
    4.2 價格效率
    4.3 所得分配
    4.4 市場收斂
    4.4.1 影響市場收斂的因素
    4.5 策略空間
    5 結論與建議
    附錄
    A 總實現比例及吉尼係數:實驗設計1-4
    B 總實現比例及吉尼係數:實驗設計1_1-1_4
    C 市場結構,成交價格,及成交量:實驗設計1-4
    D 市場結構,成交價格,及成交量:實驗設計1_1-1_4
    E 聯合α值,每隔十代分配圖:實驗設計1-4
    F 聯合α值,每隔十代分配圖:實驗設計1_1-1_4
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