메뉴 건너뛰기




Volumn 36, Issue 1, 2012, Pages 1-25

Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective

Author keywords

Autonomous agents; Cellular automata; Cognitive capacity; Genetic algorithms; Genetic programming; Tournaments

Indexed keywords


EID: 84866323485     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2011.09.003     Document Type: Short Survey
Times cited : (98)

References (196)
  • 6
    • 0039944969 scopus 로고
    • Genetic programming for the acquisition of double auction market strategies
    • MIT Press, Cambridge, MA, K. Kinnear (Ed.)
    • Andrews M., Prager R. Genetic programming for the acquisition of double auction market strategies. Advances in Genetic Programming 1994, 355-368. MIT Press, Cambridge, MA. K. Kinnear (Ed.).
    • (1994) Advances in Genetic Programming , pp. 355-368
    • Andrews, M.1    Prager, R.2
  • 8
    • 43949152639 scopus 로고
    • Genetic algorithms learning and the cobweb model
    • Arifovic J. Genetic algorithms learning and the cobweb model. Journal of Economic Dynamics and Control 1994, 18(1):3-28.
    • (1994) Journal of Economic Dynamics and Control , vol.18 , Issue.1 , pp. 3-28
    • Arifovic, J.1
  • 9
    • 0002031461 scopus 로고
    • Genetic algorithms and inflationary economies
    • Arifovic J. Genetic algorithms and inflationary economies. Journal of Monetary Economics 1995, 36(1):219-243.
    • (1995) Journal of Monetary Economics , vol.36 , Issue.1 , pp. 219-243
    • Arifovic, J.1
  • 10
    • 0030477311 scopus 로고    scopus 로고
    • The behavior of the exchange rate in the genetic algorithm and experimental economies
    • Arifovic J. The behavior of the exchange rate in the genetic algorithm and experimental economies. Journal of Political Economy 1996, 104(3):510-541.
    • (1996) Journal of Political Economy , vol.104 , Issue.3 , pp. 510-541
    • Arifovic, J.1
  • 11
    • 33748904941 scopus 로고    scopus 로고
    • An initial implementation of the Turing tournament to learning in repeated two-person games
    • Arifovic J., McKelvey R., Pevnitskaya S. An initial implementation of the Turing tournament to learning in repeated two-person games. Games and Economic Behavior 2006, 57(1):93-122.
    • (2006) Games and Economic Behavior , vol.57 , Issue.1 , pp. 93-122
    • Arifovic, J.1    McKelvey, R.2    Pevnitskaya, S.3
  • 12
    • 0001784118 scopus 로고
    • On designing economic agents that behave like human agents
    • Arthur B. On designing economic agents that behave like human agents. Journal of Evolutionary Economics 1993, 3(1):1-22.
    • (1993) Journal of Evolutionary Economics , vol.3 , Issue.1 , pp. 1-22
    • Arthur, B.1
  • 14
    • 0001980141 scopus 로고
    • The evolution of strategies in the iterated prisoner's dilemma
    • Pitman, Morgan Kaufman, London, Los Altos, CA, L. Davis (Ed.)
    • Axelrod R. The evolution of strategies in the iterated prisoner's dilemma. Genetic Algorithms and Simulated Annealing 1987, 32-41. Pitman, Morgan Kaufman, London, Los Altos, CA. L. Davis (Ed.).
    • (1987) Genetic Algorithms and Simulated Annealing , pp. 32-41
    • Axelrod, R.1
  • 15
    • 0002264625 scopus 로고    scopus 로고
    • Advancing the art of simulation in the social sciences
    • Springer, R. Conte, R. Hegselmann, P. Terna (Eds.)
    • Axelrod R. Advancing the art of simulation in the social sciences. Simulating Social Phenomena 1997, 21-40. Springer. R. Conte, R. Hegselmann, P. Terna (Eds.).
    • (1997) Simulating Social Phenomena , pp. 21-40
    • Axelrod, R.1
  • 17
    • 21544476451 scopus 로고    scopus 로고
    • The complexity of exchange
    • Axtell R. The complexity of exchange. Economic Journal 2005, 115(504):193-210.
    • (2005) Economic Journal , vol.115 , Issue.504 , pp. 193-210
    • Axtell, R.1
  • 19
    • 0002811393 scopus 로고
    • Irrational behaviour and economic theory
    • Becker G. Irrational behaviour and economic theory. Journal of Political Economy 1962, 70:1-13.
    • (1962) Journal of Political Economy , vol.70 , pp. 1-13
    • Becker, G.1
  • 20
    • 4444324685 scopus 로고    scopus 로고
    • Share and share alike? Gender-paring, personality, and cognitive ability as determinants of giving
    • Ben-Ner A., Kong F., Putterman L. Share and share alike? Gender-paring, personality, and cognitive ability as determinants of giving. Journal of Economic Psychology 2004, 25:581-589.
    • (2004) Journal of Economic Psychology , vol.25 , pp. 581-589
    • Ben-Ner, A.1    Kong, F.2    Putterman, L.3
  • 22
    • 84866311940 scopus 로고    scopus 로고
    • Measuring Trust: Which Measures Can be Trusted?
    • Working Paper, University of Minnesota.
    • Ben-Ner, A., Halldorsson, F., 2007. Measuring Trust: Which Measures Can be Trusted? Working Paper, University of Minnesota.
    • (2007)
    • Ben-Ner, A.1    Halldorsson, F.2
  • 25
    • 0043122319 scopus 로고    scopus 로고
    • Socialism and the Market: The Socialist Calculation Debate Revisited
    • volumes. Routledge.
    • Boettke, P. (Ed.), 2000. Socialism and the Market: The Socialist Calculation Debate Revisited. 9 volumes. Routledge.
    • (2000) , vol.9
    • Boettke, P.1
  • 26
    • 0035350696 scopus 로고    scopus 로고
    • Swarm intelligence: a whole new way to think about business
    • (R0105G)
    • Bonabeau E., Meyer C. Swarm intelligence: a whole new way to think about business. Harvard Business Review 2001, (R0105G).
    • (2001) Harvard Business Review
    • Bonabeau, E.1    Meyer, C.2
  • 27
    • 84877815409 scopus 로고    scopus 로고
    • Agent-based modeling: The right mathematics for the social sciences?
    • In: J. Davis, D. Hands (Eds.), Elgar Recent Economic Methodology Companion, Edward Elgar Publishers, to appear.
    • P. Borrill, L. Tesfatsion. Agent-based modeling: The right mathematics for the social sciences? In: J. Davis, D. Hands (Eds.), Elgar Recent Economic Methodology Companion, Edward Elgar Publishers, to appear.
    • Borrill, P.1    Tesfatsion, L.2
  • 28
    • 1542457283 scopus 로고    scopus 로고
    • Tracking the invisible hand: convergence of double auctions to competitive equilibrium
    • Bosch-Domènech A., Sunder S. Tracking the invisible hand: convergence of double auctions to competitive equilibrium. Computational Economics 2000, 16(3):257-284.
    • (2000) Computational Economics , vol.16 , Issue.3 , pp. 257-284
    • Bosch-Domènech, A.1    Sunder, S.2
  • 29
    • 85008814948 scopus 로고    scopus 로고
    • Statistical properties of stock order books: empirical results and models
    • Bouchaud J.-P., Mezard M., Potters M. Statistical properties of stock order books: empirical results and models. Quantitative Finance 2002, 2:251-256.
    • (2002) Quantitative Finance , vol.2 , pp. 251-256
    • Bouchaud, J.-P.1    Mezard, M.2    Potters, M.3
  • 30
    • 79960839886 scopus 로고    scopus 로고
    • The strategy versus the direct-response method: a first survey of experimental comparisons
    • Brandts J., Charness G. The strategy versus the direct-response method: a first survey of experimental comparisons. Experimental Economics 2011, 14(3):375-398.
    • (2011) Experimental Economics , vol.14 , Issue.3 , pp. 375-398
    • Brandts, J.1    Charness, G.2
  • 31
    • 66049092611 scopus 로고    scopus 로고
    • Agent learning representation: advice on modelling economic learning
    • Elsevier, Oxford, UK
    • Brenner T. Agent learning representation: advice on modelling economic learning. Handbook of Computational Economics 2006, vol. 2:617-631. Elsevier, Oxford, UK.
    • (2006) Handbook of Computational Economics , vol.2 , pp. 617-631
    • Brenner, T.1
  • 32
    • 0000921080 scopus 로고    scopus 로고
    • Heterogeneous beliefs and routes to chaos in a simple asset pricing model
    • Brock W., Hommes C. Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control 1998, 22(8-9):1235-1274.
    • (1998) Journal of Economic Dynamics and Control , vol.22 , Issue.8-9 , pp. 1235-1274
    • Brock, W.1    Hommes, C.2
  • 35
    • 0001240712 scopus 로고    scopus 로고
    • EWA Learning in coordination games: probability rules, heterogeneity, and time variation
    • Camerer C., Ho T.-H. EWA Learning in coordination games: probability rules, heterogeneity, and time variation. Journal of Mathematical Psychology 1998, 42:305-326.
    • (1998) Journal of Mathematical Psychology , vol.42 , pp. 305-326
    • Camerer, C.1    Ho, T.-H.2
  • 36
    • 18644365144 scopus 로고    scopus 로고
    • Experienced-weighted attraction learning in normal form games
    • Camerer C., Ho T.-H. Experienced-weighted attraction learning in normal form games. Econometrica 1999, 67(4):827-874.
    • (1999) Econometrica , vol.67 , Issue.4 , pp. 827-874
    • Camerer, C.1    Ho, T.-H.2
  • 39
    • 84866321082 scopus 로고    scopus 로고
    • Being of Two Minds: An Ultimatum Experiment Investigating Affective Processes
    • Jena Economic Research Papers 2008-048, The Friedrich Schiller University and the Max Planck Institute of Economics, Jena, Germany.
    • Cappelletti, D., Güth, W., Ploner, M., 2008. Being of Two Minds: An Ultimatum Experiment Investigating Affective Processes. Jena Economic Research Papers 2008-048, The Friedrich Schiller University and the Max Planck Institute of Economics, Jena, Germany.
    • (2008)
    • Cappelletti, D.1    Güth, W.2    Ploner, M.3
  • 41
    • 0037410365 scopus 로고    scopus 로고
    • Decentralized management of common property resources: experiments with a centuries-old institution
    • Casari M., Plott C. Decentralized management of common property resources: experiments with a centuries-old institution. Journal of Economic Behavior and Organization 2003, 51(2):217-247.
    • (2003) Journal of Economic Behavior and Organization , vol.51 , Issue.2 , pp. 217-247
    • Casari, M.1    Plott, C.2
  • 42
    • 15044346697 scopus 로고    scopus 로고
    • Can genetic algorithms explain experimental anomalies? An application to common property resources
    • Casari M. Can genetic algorithms explain experimental anomalies? An application to common property resources. Computational Economics 2004, 24:257-275.
    • (2004) Computational Economics , vol.24 , pp. 257-275
    • Casari, M.1
  • 43
    • 35348850250 scopus 로고    scopus 로고
    • Selection bias, demographic effects, and ability effects in common value auction experiments
    • Casari M., Ham J., Kagel J. Selection bias, demographic effects, and ability effects in common value auction experiments. American Economic Review 2007, 97(4):1278-1304.
    • (2007) American Economic Review , vol.97 , Issue.4 , pp. 1278-1304
    • Casari, M.1    Ham, J.2    Kagel, J.3
  • 46
    • 78651070803 scopus 로고    scopus 로고
    • Reinforcement learning in experimental asset markets
    • Chen S.-H., Hsieh Y.-L. Reinforcement learning in experimental asset markets. Eastern Economic Journal 2011, 37(1):109-133.
    • (2011) Eastern Economic Journal , vol.37 , Issue.1 , pp. 109-133
    • Chen, S.-H.1    Hsieh, Y.-L.2
  • 47
    • 23144446005 scopus 로고    scopus 로고
    • Trading restrictions, price dynamics and allocative efficiency in double auction markets: an analysis based on agent-based modeling and simulations
    • Chen S.-H., Tai C.-C. Trading restrictions, price dynamics and allocative efficiency in double auction markets: an analysis based on agent-based modeling and simulations. Advances in Complex Systems 2003, 6(3):283-302.
    • (2003) Advances in Complex Systems , vol.6 , Issue.3 , pp. 283-302
    • Chen, S.-H.1    Tai, C.-C.2
  • 48
    • 84855908529 scopus 로고    scopus 로고
    • The agent-based double auction markets: 15 years on
    • Springer, K. Takadama, C. Cioffi-Revilla, G. Deffuant (Eds.)
    • Chen S.-H., Tai C.-C. The agent-based double auction markets: 15 years on. Simulating Interacting Agents and Social Phenomena 2010, 119-136. Springer. K. Takadama, C. Cioffi-Revilla, G. Deffuant (Eds.).
    • (2010) Simulating Interacting Agents and Social Phenomena , pp. 119-136
    • Chen, S.-H.1    Tai, C.-C.2
  • 50
    • 79952283985 scopus 로고    scopus 로고
    • Agents learned, but do we? Knowledge discovery using the agent-based double auction markets
    • Chen S.-H., Yu T. Agents learned, but do we? Knowledge discovery using the agent-based double auction markets. Frontiers of Electrical and Electronic Engineering (FEE) in China 2011, 6(1):159-170.
    • (2011) Frontiers of Electrical and Electronic Engineering (FEE) in China , vol.6 , Issue.1 , pp. 159-170
    • Chen, S.-H.1    Yu, T.2
  • 51
    • 55549098017 scopus 로고    scopus 로고
    • Co-evolving trading strategies to analyze bounded rationality in double auction markets
    • Springer, R. Riolo (Ed.)
    • Chen S.-H., Zeng R.-J., Yu T. Co-evolving trading strategies to analyze bounded rationality in double auction markets. Genetic Programming Theory and Practice VI 2008, 195-213. Springer. R. Riolo (Ed.).
    • (2008) Genetic Programming Theory and Practice VI , pp. 195-213
    • Chen, S.-H.1    Zeng, R.-J.2    Yu, T.3
  • 52
    • 0002358115 scopus 로고    scopus 로고
    • Individual learning in normal form games: some laboratory results
    • Cheung Y., Friedman D. Individual learning in normal form games: some laboratory results. Games and Economic Behavior 1997, 19(1):46-76.
    • (1997) Games and Economic Behavior , vol.19 , Issue.1 , pp. 46-76
    • Cheung, Y.1    Friedman, D.2
  • 53
    • 0031275421 scopus 로고    scopus 로고
    • Zero is Not Enough: On the Lower Limit of Agent Intelligence for Continuous Double Auction Markets
    • Technical Report no. HPL-97-141. Hewlett-Packard Laboratories. Available via CiteSeer 〈〉.
    • Cliff, D., Bruten, J., 1997. Zero is Not Enough: On the Lower Limit of Agent Intelligence for Continuous Double Auction Markets. Technical Report no. HPL-97-141. Hewlett-Packard Laboratories. Available via CiteSeer 〈〉. http://citeseer.ist.psu.edu/cliff97zero.html.
    • (1997)
    • Cliff, D.1    Bruten, J.2
  • 55
    • 35448929989 scopus 로고    scopus 로고
    • Level-k auctions: can boundedly rational strategic thinking explain the winner's curse and overbidding in private-value auctions?
    • Crawford V., Iriberri N. Level-k auctions: can boundedly rational strategic thinking explain the winner's curse and overbidding in private-value auctions?. Econometrica 2007, 75:1721-1770.
    • (2007) Econometrica , vol.75 , pp. 1721-1770
    • Crawford, V.1    Iriberri, N.2
  • 56
    • 84866321079 scopus 로고    scopus 로고
    • Strategic Thinking. Levine's Working Paper Archive 661465000000001148.
    • Crawford, V., Costa-Gomes, M., Iriberri, N., 2010. Strategic Thinking. Levine's Working Paper Archive 661465000000001148.
    • (2010)
    • Crawford, V.1    Costa-Gomes, M.2    Iriberri, N.3
  • 57
    • 35248822190 scopus 로고    scopus 로고
    • Learning competitive equilibrium in laboratory exchange economies
    • Crockett S. Learning competitive equilibrium in laboratory exchange economies. Economic Theory 2008, 34(1):157-180.
    • (2008) Economic Theory , vol.34 , Issue.1 , pp. 157-180
    • Crockett, S.1
  • 58
    • 0000742255 scopus 로고
    • A stochastic learning model of economic behavior
    • Cross J. A stochastic learning model of economic behavior. Quarterly Journal of Economics 1973, 87(2):239-266.
    • (1973) Quarterly Journal of Economics , vol.87 , Issue.2 , pp. 239-266
    • Cross, J.1
  • 60
    • 45449110182 scopus 로고    scopus 로고
    • Agent-based models for economic policy design: introduction to the special issue
    • Dawid H., Fagiolo G. Agent-based models for economic policy design: introduction to the special issue. Journal of Economic Behavior & Organization 2008, 67:351-354.
    • (2008) Journal of Economic Behavior & Organization , vol.67 , pp. 351-354
    • Dawid, H.1    Fagiolo, G.2
  • 62
    • 18244396078 scopus 로고    scopus 로고
    • Asset price bubbles and crashes with near zero-intelligence traders
    • Duffy J., Unver M. Asset price bubbles and crashes with near zero-intelligence traders. Economic Theory 2006, 27:537-563.
    • (2006) Economic Theory , vol.27 , pp. 537-563
    • Duffy, J.1    Unver, M.2
  • 64
    • 0002997803 scopus 로고
    • Theories of price formation and exchange in double oral auctions
    • Addison Wesley, Redwood City, CA, D. Friedman, J. Rust (Eds.)
    • Easley D., Ledyard J. Theories of price formation and exchange in double oral auctions. The Double Auction Market-Institutions, Theories, and Evidence 1993, 63-97. Addison Wesley, Redwood City, CA. D. Friedman, J. Rust (Eds.).
    • (1993) The Double Auction Market-Institutions, Theories, and Evidence , pp. 63-97
    • Easley, D.1    Ledyard, J.2
  • 74
    • 77958572790 scopus 로고    scopus 로고
    • On the Persistence of Strategic Sophistication
    • Unpublished Ohio State Working Paper.
    • Georganas, S., Healy, P., Weber, R., 2010. On the Persistence of Strategic Sophistication. Unpublished Ohio State Working Paper.
    • (2010)
    • Georganas, S.1    Healy, P.2    Weber, R.3
  • 76
    • 0004098104 scopus 로고    scopus 로고
    • Bounded Rationality: The Adaptive Toolbox
    • The MIT Press.
    • Gigerenzer, G., Selten, R. (Eds.), 2001. Bounded Rationality: The Adaptive Toolbox. The MIT Press.
    • (2001)
    • Gigerenzer, G.1    Selten, R.2
  • 77
    • 84866331727 scopus 로고    scopus 로고
    • The ABC Research Group, Simple Heuristics That Make Us Smart. Oxford University Press, New York.
    • Gigerenzer, G., Todd, P., The ABC Research Group, 1999. Simple Heuristics That Make Us Smart. Oxford University Press, New York.
    • (1999)
    • Gigerenzer, G.1    Todd, P.2
  • 78
    • 0037471364 scopus 로고    scopus 로고
    • A global optimization heuristic for estimating agent-based models
    • Gilli M., Winker P. A global optimization heuristic for estimating agent-based models. Computational Statistics and Data Analysis 2003, 42(3):299-312.
    • (2003) Computational Statistics and Data Analysis , vol.42 , Issue.3 , pp. 299-312
    • Gilli, M.1    Winker, P.2
  • 79
    • 34247857043 scopus 로고    scopus 로고
    • The emergence of a price system from decentralized bilateral exchange
    • Gintis H. The emergence of a price system from decentralized bilateral exchange. B.E. Journal of Theoretical Economics 2006, 6(1):n13.
    • (2006) B.E. Journal of Theoretical Economics , vol.6 , Issue.1
    • Gintis, H.1
  • 80
    • 34848868753 scopus 로고    scopus 로고
    • The dynamics of general equilibrium
    • Gintis H. The dynamics of general equilibrium. Economic Journal 2007, 117(523):1280-1309.
    • (2007) Economic Journal , vol.117 , Issue.523 , pp. 1280-1309
    • Gintis, H.1
  • 84
    • 72949083817 scopus 로고
    • Allocative efficiency of markets with zero intelligence traders: market as a partial substitute for individual rationality
    • Gode D., Sunder S. Allocative efficiency of markets with zero intelligence traders: market as a partial substitute for individual rationality. Journal of Political Economy 1993, 101:119-137.
    • (1993) Journal of Political Economy , vol.101 , pp. 119-137
    • Gode, D.1    Sunder, S.2
  • 85
    • 33846790115 scopus 로고    scopus 로고
    • Convergence of Double Auctions to Pareto Optimal Allocations in the Edgeworth Box
    • Yale ICF Working Paper No. 04-30.
    • Gode, D., Spear, S., Sunder, S., 2004. Convergence of Double Auctions to Pareto Optimal Allocations in the Edgeworth Box. Yale ICF Working Paper No. 04-30.
    • (2004)
    • Gode, D.1    Spear, S.2    Sunder, S.3
  • 87
    • 33750016356 scopus 로고    scopus 로고
    • Stigmergic optimization: inspiration, technologies and perspectives
    • Springer, (Chapter 1), A. Abraham, C. Gorsan, V. Ramos (Eds.)
    • Grosan C., Abraham A. Stigmergic optimization: inspiration, technologies and perspectives. Stigmergic Optimization 2006, 1-24. Springer, (Chapter 1). A. Abraham, C. Gorsan, V. Ramos (Eds.).
    • (2006) Stigmergic Optimization , pp. 1-24
    • Grosan, C.1    Abraham, A.2
  • 88
    • 0001073135 scopus 로고
    • The uses of knowledge in society
    • Hayek F. The uses of knowledge in society. American Economic Review 1945, 35(4):519-530.
    • (1945) American Economic Review , vol.35 , Issue.4 , pp. 519-530
    • Hayek, F.1
  • 89
    • 63749102235 scopus 로고    scopus 로고
    • Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
    • Heemeijer P., Hommes C., Sonnemans J., Tuinstra J. Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation. Journal of Economic Dynamics and Control 2009, 33:1052-1072.
    • (2009) Journal of Economic Dynamics and Control , vol.33 , pp. 1052-1072
    • Heemeijer, P.1    Hommes, C.2    Sonnemans, J.3    Tuinstra, J.4
  • 90
    • 56649092724 scopus 로고    scopus 로고
    • Extraversion, neuroticism, and the prisoner's dilemma
    • Hirsh J., Peterson J. Extraversion, neuroticism, and the prisoner's dilemma. Personality and Individual Differences 2009, 46(2):254-256.
    • (2009) Personality and Individual Differences , vol.46 , Issue.2 , pp. 254-256
    • Hirsh, J.1    Peterson, J.2
  • 91
    • 37749037694 scopus 로고    scopus 로고
    • Individual differences in EWA learning with partial payoff information
    • Ho T.-H., Wang X., Camerer C. Individual differences in EWA learning with partial payoff information. The Economic Journal 2008, 118(525):37-59.
    • (2008) The Economic Journal , vol.118 , Issue.525 , pp. 37-59
    • Ho, T.-H.1    Wang, X.2    Camerer, C.3
  • 95
    • 0000059180 scopus 로고
    • Artificial adaptive agents in economic theory
    • Holland J., Miller J. Artificial adaptive agents in economic theory. American Economic Review 1991, 81(2):365-370.
    • (1991) American Economic Review , vol.81 , Issue.2 , pp. 365-370
    • Holland, J.1    Miller, J.2
  • 98
    • 66049139912 scopus 로고    scopus 로고
    • Heterogeneous agent models in economics and finance
    • Elsevier
    • Hommes C. Heterogeneous agent models in economics and finance. Handbook of Computational Economics 2006, vol. 2-23:1109-1186. Elsevier.
    • (2006) Handbook of Computational Economics , vol.2-23 , pp. 1109-1186
    • Hommes, C.1
  • 99
    • 78549243687 scopus 로고    scopus 로고
    • The heterogeneous expectations hypothesis: some evidence from the lab
    • Hommes C. The heterogeneous expectations hypothesis: some evidence from the lab. Journal of Economic Dynamics and Control 2011, 35:1-24.
    • (2011) Journal of Economic Dynamics and Control , vol.35 , pp. 1-24
    • Hommes, C.1
  • 100
    • 22644451911 scopus 로고    scopus 로고
    • Cross-national differences in risk preference and lay predictions
    • Hsee C., Weber E. Cross-national differences in risk preference and lay predictions. Journal of Behavioral Decision Making 1999, 12:165-179.
    • (1999) Journal of Behavioral Decision Making , vol.12 , pp. 165-179
    • Hsee, C.1    Weber, E.2
  • 101
    • 11944266539 scopus 로고
    • Information theory and statistical mechanics: I, II
    • and Physical Review 108, 171-190
    • Jaynes E. Information theory and statistical mechanics: I, II. Physical Review 1957, 106:620-630. and Physical Review 108, 171-190.
    • (1957) Physical Review , vol.106 , pp. 620-630
    • Jaynes, E.1
  • 102
    • 56249086434 scopus 로고    scopus 로고
    • Are smarter groups more cooperative? Evidence from prisoner's dilemma experiments, 1959-2003
    • Jones G. Are smarter groups more cooperative? Evidence from prisoner's dilemma experiments, 1959-2003. Journal of Economic Behavior and Organization 2008, 68:489-497.
    • (2008) Journal of Economic Behavior and Organization , vol.68 , pp. 489-497
    • Jones, G.1
  • 103
    • 2942700268 scopus 로고    scopus 로고
    • Maps of bounded rationality: psychology for behavioral economics
    • Kahneman D. Maps of bounded rationality: psychology for behavioral economics. American Economic Review 2003, 93(5):1449-1475.
    • (2003) American Economic Review , vol.93 , Issue.5 , pp. 1449-1475
    • Kahneman, D.1
  • 104
    • 16444378043 scopus 로고    scopus 로고
    • Theory of cellular automata: a survey
    • Kari J. Theory of cellular automata: a survey. Theoretical Computer Science 2005, 334(1-3):3-33.
    • (2005) Theoretical Computer Science , vol.334 , Issue.1-3 , pp. 3-33
    • Kari, J.1
  • 106
    • 0033420550 scopus 로고    scopus 로고
    • Strategic behavior of experienced subjects in a common pool resource game
    • Keser C., Gardner R. Strategic behavior of experienced subjects in a common pool resource game. International Journal of Game Theory 1999, 28(2):241-252.
    • (1999) International Journal of Game Theory , vol.28 , Issue.2 , pp. 241-252
    • Keser, C.1    Gardner, R.2
  • 107
    • 0002762378 scopus 로고
    • Epidemics of opinion and speculative bubbles in financial markets
    • Blackwell, Cambridge, M. Taylor (Ed.)
    • Kirman A. Epidemics of opinion and speculative bubbles in financial markets. Money and Financial Markets 1991, 354-368. Blackwell, Cambridge. M. Taylor (Ed.).
    • (1991) Money and Financial Markets , pp. 354-368
    • Kirman, A.1
  • 108
    • 0001201174 scopus 로고
    • Whom and what does the representative individual represent?
    • Kirman A. Whom and what does the representative individual represent?. Journal of Economic Perspectives 1992, 6(2):117-136.
    • (1992) Journal of Economic Perspectives , vol.6 , Issue.2 , pp. 117-136
    • Kirman, A.1
  • 109
    • 84960597456 scopus 로고
    • Ants, rationality, and recruitment
    • Kirman A. Ants, rationality, and recruitment. Quarterly Journal of Economics 1993, 108:137-156.
    • (1993) Quarterly Journal of Economics , vol.108 , pp. 137-156
    • Kirman, A.1
  • 110
    • 0012843381 scopus 로고    scopus 로고
    • Evolving market structure: an ACE model of price dispersion and loyalty
    • Kirman A., Vriend N. Evolving market structure: an ACE model of price dispersion and loyalty. Journal of Economic Dynamics and Control 2001, 25(3-4):459-502.
    • (2001) Journal of Economic Dynamics and Control , vol.25 , Issue.3-4 , pp. 459-502
    • Kirman, A.1    Vriend, N.2
  • 111
    • 84866311935 scopus 로고    scopus 로고
    • Multi-agent-simulation of prediction markets: Does manipulation matter using zero-intelligence traders?
    • Kassel University, Kassel, Germany
    • Klingert F., Meyer M. Multi-agent-simulation of prediction markets: Does manipulation matter using zero-intelligence traders?. Third World Congress on Social Simulation (WCSS 2010) September 6-9, 2010 2010, Kassel University, Kassel, Germany.
    • (2010) Third World Congress on Social Simulation (WCSS 2010) September 6-9, 2010
    • Klingert, F.1    Meyer, M.2
  • 112
    • 79960906608 scopus 로고    scopus 로고
    • Intraday trading patterns in an intelligent autonomous agent-based stock market
    • Kluger B., McBride M. Intraday trading patterns in an intelligent autonomous agent-based stock market. Journal of Economic Behavior and Organization 2011, 79(3):226-245.
    • (2011) Journal of Economic Behavior and Organization , vol.79 , Issue.3 , pp. 226-245
    • Kluger, B.1    McBride, M.2
  • 115
    • 84866331726 scopus 로고    scopus 로고
    • Zero intelligence in economics and finance
    • Knowledge Engineering Review, forthcoming.
    • Ladley, D. Zero intelligence in economics and finance. Knowledge Engineering Review, forthcoming.
    • Ladley, D.1
  • 118
    • 57849098713 scopus 로고
    • Sensitivity analyses would help
    • Leamer E. Sensitivity analyses would help. American Economic Review 1985, 75(3):308-313.
    • (1985) American Economic Review , vol.75 , Issue.3 , pp. 308-313
    • Leamer, E.1
  • 119
    • 66049155348 scopus 로고    scopus 로고
    • Agent-based computational finance
    • Elsevier
    • LeBaron B. Agent-based computational finance. Handbook of Computational Economics 2006, vol. 2-24:1187-1233. Elsevier.
    • (2006) Handbook of Computational Economics , vol.2-24 , pp. 1187-1233
    • LeBaron, B.1
  • 121
    • 0033195251 scopus 로고    scopus 로고
    • Investment behavior under Knightian uncertainty-an evolutionary approach
    • Lensberg T. Investment behavior under Knightian uncertainty-an evolutionary approach. Journal of Economic Dynamics and Control 1999, 23:1587-1604.
    • (1999) Journal of Economic Dynamics and Control , vol.23 , pp. 1587-1604
    • Lensberg, T.1
  • 122
    • 85115980122 scopus 로고    scopus 로고
    • How to design a strategy to win an IPD tournament
    • World Scientific, (Chapter 4), G. Kendall, X. Yao, S.-Y. Chong (Eds.)
    • Li J. How to design a strategy to win an IPD tournament. The Iterated Prisoners' Dilemma: 20 Years On 2007, 89-104. World Scientific, (Chapter 4). G. Kendall, X. Yao, S.-Y. Chong (Eds.).
    • (2007) The Iterated Prisoners' Dilemma: 20 Years On , pp. 89-104
    • Li, J.1
  • 125
    • 0000015564 scopus 로고
    • Herd behavior, bubbles and crashes
    • Lux T. Herd behavior, bubbles and crashes. Economic Journal 1995, 105:881-896.
    • (1995) Economic Journal , vol.105 , pp. 881-896
    • Lux, T.1
  • 126
    • 0031617088 scopus 로고    scopus 로고
    • The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions
    • Lux T. The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions. Journal of Economic Behavior and Organization 1998, 33:143-165.
    • (1998) Journal of Economic Behavior and Organization , vol.33 , pp. 143-165
    • Lux, T.1
  • 127
    • 0002465033 scopus 로고
    • Breeding hybrid strategies: optimal behaviour for oligopolists
    • Marks R. Breeding hybrid strategies: optimal behaviour for oligopolists. Journal of Evolutionary Economics 1992, 2:17-38.
    • (1992) Journal of Evolutionary Economics , vol.2 , pp. 17-38
    • Marks, R.1
  • 129
    • 0031599142 scopus 로고    scopus 로고
    • Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
    • Matsumoto M., Nishimura T. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator. ACM Transactions on Modeling and Computer Simulation 1998, 8(1):3-30.
    • (1998) ACM Transactions on Modeling and Computer Simulation , vol.8 , Issue.1 , pp. 3-30
    • Matsumoto, M.1    Nishimura, T.2
  • 131
    • 0028419195 scopus 로고
    • The magical number seven, plus or minus two: some limits on our capacity for processing information
    • Miller G. The magical number seven, plus or minus two: some limits on our capacity for processing information. Psychological Review 1956, 101(2):343-352.
    • (1956) Psychological Review , vol.101 , Issue.2 , pp. 343-352
    • Miller, G.1
  • 132
    • 84866321077 scopus 로고    scopus 로고
    • Miller, J., 1988. The Evolution of Automata in the Repeated Prisoner's Dilemma. Essay in Ph.D. Dissertation. University of Michigan, Ann Arbor.
    • Miller, J., 1988. The Evolution of Automata in the Repeated Prisoner's Dilemma. Essay in Ph.D. Dissertation. University of Michigan, Ann Arbor.
  • 133
    • 33947542585 scopus 로고    scopus 로고
    • Markets come to bits: evolution, computation and markomata in economic science
    • Mirowski P. Markets come to bits: evolution, computation and markomata in economic science. Journal of Economic Behavior and Organization 2007, 63(2):209-242.
    • (2007) Journal of Economic Behavior and Organization , vol.63 , Issue.2 , pp. 209-242
    • Mirowski, P.1
  • 135
    • 85079316491 scopus 로고    scopus 로고
    • A survey of experimental guessing games: a study of bounded rationality and learning
    • Lawrence Erlbaum Associates, Hillsdale, NJ, D. Budescu, I. Erev, R. Zwick (Eds.)
    • Nagel R. A survey of experimental guessing games: a study of bounded rationality and learning. Games and Human Behavior: Essays in Honor of Amnon Rapoport 1998, 105-142. Lawrence Erlbaum Associates, Hillsdale, NJ. D. Budescu, I. Erev, R. Zwick (Eds.).
    • (1998) Games and Human Behavior: Essays in Honor of Amnon Rapoport , pp. 105-142
    • Nagel, R.1
  • 136
    • 0035481191 scopus 로고    scopus 로고
    • Market power and efficiency in a computational electricity market with discriminatory double-auction pricing
    • Nicolaisen J., Petrov V., Tesfatsion L. Market power and efficiency in a computational electricity market with discriminatory double-auction pricing. IEEE Transactions on Evolutionary Computation 2001, 5(5):504-523.
    • (2001) IEEE Transactions on Evolutionary Computation , vol.5 , Issue.5 , pp. 504-523
    • Nicolaisen, J.1    Petrov, V.2    Tesfatsion, L.3
  • 143
    • 36649005179 scopus 로고    scopus 로고
    • Adaptive traders and the design of financial markets
    • Pouget S. Adaptive traders and the design of financial markets. Journal of Finance 2007, 62(6):2835-2863.
    • (2007) Journal of Finance , vol.62 , Issue.6 , pp. 2835-2863
    • Pouget, S.1
  • 147
    • 58149324992 scopus 로고
    • Learning in extensive-form games: experimental data and simple dynamic models in the intermediate term
    • Roth A., Erev I. Learning in extensive-form games: experimental data and simple dynamic models in the intermediate term. Games and Economic Behavior, Special Issue: Nobel Symposium 1995, 8:164-212.
    • (1995) Games and Economic Behavior, Special Issue: Nobel Symposium , vol.8 , pp. 164-212
    • Roth, A.1    Erev, I.2
  • 148
    • 0011618367 scopus 로고
    • Behavior of trading automata in a computerized double auction market
    • Addison Wesley, Redwood City, CA, D. Friedman, J. Rust (Eds.)
    • Rust J., Miller J., Palmer R. Behavior of trading automata in a computerized double auction market. Double Auction Markets: Theory Institutions, and Laboratory Evidence 1993, Addison Wesley, Redwood City, CA. D. Friedman, J. Rust (Eds.).
    • (1993) Double Auction Markets: Theory Institutions, and Laboratory Evidence
    • Rust, J.1    Miller, J.2    Palmer, R.3
  • 149
    • 0002569430 scopus 로고
    • Characterizing effective trading strategies: insights from a computerized double auction tournament
    • Rust J., Miller J., Palmer R. Characterizing effective trading strategies: insights from a computerized double auction tournament. Journal of Economic Dynamics and Control 1994, 18:61-96.
    • (1994) Journal of Economic Dynamics and Control , vol.18 , pp. 61-96
    • Rust, J.1    Miller, J.2    Palmer, R.3
  • 150
    • 66049142369 scopus 로고
    • Minidoka: An Analysis of Changing Patterns of Social Interaction
    • Unpublished Doctoral Dissertation. University of California at Berkeley.
    • Sakoda, J., 1949. Minidoka: An Analysis of Changing Patterns of Social Interaction. Unpublished Doctoral Dissertation. University of California at Berkeley.
    • (1949)
    • Sakoda, J.1
  • 151
    • 33845255189 scopus 로고
    • The checkerboard model of social interaction
    • Sakoda J. The checkerboard model of social interaction. Journal of Mathematical Sociology 1971, 1:119-132.
    • (1971) Journal of Mathematical Sociology , vol.1 , pp. 119-132
    • Sakoda, J.1
  • 154
    • 0012131172 scopus 로고
    • Mathematical programming and economic theory
    • Scarf H. Mathematical programming and economic theory. Operations Research 1990, 38(3):377-385.
    • (1990) Operations Research , vol.38 , Issue.3 , pp. 377-385
    • Scarf, H.1
  • 157
    • 79955799861 scopus 로고    scopus 로고
    • How to give agents a personality
    • Passau, Germany, 7-9 April 2002. SCS-Europe, Ghent, Belgium
    • Schmidt, B., 2002. How to give agents a personality. In: Proceedings of the Third Workshop on Agent-Based Simulation, Passau, Germany, 7-9 April 2002. SCS-Europe, Ghent, Belgium, pp. 13-17.
    • (2002) Proceedings of the Third Workshop on Agent-Based Simulation , pp. 13-17
    • Schmidt, B.1
  • 158
    • 0032615660 scopus 로고    scopus 로고
    • Cooperation and competition between twins: findings from a prisoner's dilemma game
    • Segal N., Hershberger S. Cooperation and competition between twins: findings from a prisoner's dilemma game. Evolution and Human Behavior 1999, 20:29-51.
    • (1999) Evolution and Human Behavior , vol.20 , pp. 29-51
    • Segal, N.1    Hershberger, S.2
  • 159
    • 85005378376 scopus 로고
    • Markets as economizers of information: experimental examination of the "Hayek Hypothesis"
    • Smith V. Markets as economizers of information: experimental examination of the "Hayek Hypothesis". Economic Inquiry 1982, 20(2):165-179.
    • (1982) Economic Inquiry , vol.20 , Issue.2 , pp. 165-179
    • Smith, V.1
  • 161
    • 0001271980 scopus 로고    scopus 로고
    • Rule learning in symmetric normal-form games: theory and evidence
    • Stahl D. Rule learning in symmetric normal-form games: theory and evidence. Games and Economic Behavior 2000, 32(1):105-138.
    • (2000) Games and Economic Behavior , vol.32 , Issue.1 , pp. 105-138
    • Stahl, D.1
  • 162
    • 58149326017 scopus 로고
    • On players' models of other players: theory and experimental evidence
    • Stahl D., Wilson P. On players' models of other players: theory and experimental evidence. Games and Economic Behavior 1995, 10(1):218-254.
    • (1995) Games and Economic Behavior , vol.10 , Issue.1 , pp. 218-254
    • Stahl, D.1    Wilson, P.2
  • 163
    • 78649703824 scopus 로고    scopus 로고
    • Countries and culture in behavioral finance
    • Conference Paper Presented at the Wealth Management 2008 Conference, Atlanta, 8-9 April
    • Statman, M., 2008. Countries and culture in behavioral finance. Conference Paper Presented at the Wealth Management 2008 Conference, Atlanta, 8-9 April 2008.
    • (2008) , pp. 2008
    • Statman, M.1
  • 164
    • 0000714123 scopus 로고
    • Empirical approaches to the problem of aggregation over individuals
    • Stoker T. Empirical approaches to the problem of aggregation over individuals. Journal of Economic Literature 1993, 31:1827-1874.
    • (1993) Journal of Economic Literature , vol.31 , pp. 1827-1874
    • Stoker, T.1
  • 165
    • 1542666570 scopus 로고    scopus 로고
    • Markets as artifacts: aggregate efficiency from zero-intelligence traders
    • MIT Press, M. Augier, J. March (Eds.)
    • Sunder S. Markets as artifacts: aggregate efficiency from zero-intelligence traders. Models of a Man: Essays in Memory of Herbert A. Simon 2004, MIT Press. M. Augier, J. March (Eds.).
    • (2004) Models of a Man: Essays in Memory of Herbert A. Simon
    • Sunder, S.1
  • 166
    • 84866321075 scopus 로고    scopus 로고
    • A multidimensional homo economicus: cultural dimensions of economic preferences in four countries
    • In: 2005 Annual Meeting, July 24-27, Providence, RI 19225, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Tanner, M., Lusk, J., Tyner, W., 2005. A multidimensional homo economicus: cultural dimensions of economic preferences in four countries. In: 2005 Annual Meeting, July 24-27, Providence, RI 19225, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • (2005)
    • Tanner, M.1    Lusk, J.2    Tyner, W.3
  • 167
    • 22944452307 scopus 로고    scopus 로고
    • Hysteresis in an evolutionary labor market with adaptive search
    • Springer, S.-H. Chen (Ed.)
    • Tesfatsion L. Hysteresis in an evolutionary labor market with adaptive search. Evolutionary Computation in Economics and Finance 2002, 189-210. Springer. S.-H. Chen (Ed.).
    • (2002) Evolutionary Computation in Economics and Finance , pp. 189-210
    • Tesfatsion, L.1
  • 169
    • 33748078542 scopus 로고    scopus 로고
    • Handbook of Computational Economics: Agent-Based Computational Economics
    • North Holland.
    • Tesfatsion, L., Judd, K., 2006. Handbook of Computational Economics: Agent-Based Computational Economics, vol. 2. North Holland.
    • (2006) , vol.2
    • Tesfatsion, L.1    Judd, K.2
  • 170
    • 0006090876 scopus 로고    scopus 로고
    • From homo economicus to homo sapiens
    • Thaler R. From homo economicus to homo sapiens. Journal of Economic Perspectives 2000, 14(1):133-141.
    • (2000) Journal of Economic Perspectives , vol.14 , Issue.1 , pp. 133-141
    • Thaler, R.1
  • 174
    • 0002988210 scopus 로고
    • Computing machinery and intelligence
    • Turing A. Computing machinery and intelligence. Mind 1950, 59:433-460.
    • (1950) Mind , vol.59 , pp. 433-460
    • Turing, A.1
  • 176
    • 0344113923 scopus 로고
    • Can a machine think?
    • Simon and Schuster, New York
    • Turing A.M. Can a machine think?. The World of Mathematics 1956, 2009-2123. Simon and Schuster, New York.
    • (1956) The World of Mathematics , pp. 2009-2123
    • Turing, A.M.1
  • 177
    • 84866321074 scopus 로고    scopus 로고
    • Monetary policy reform with zero intelligent agents: an agent based model
    • July 15-17, 2009, University of Technology at Sydney, Sydney, Australia.
    • Ussher, L.,2009. Monetary policy reform with zero intelligent agents: an agent based model. Conference Talk at the 15th International Conference on Computing in Economics and Finance, July 15-17, 2009, University of Technology at Sydney, Sydney, Australia.
    • (2009) Conference Talk at the 15th International Conference on Computing in Economics and Finance
    • Ussher, L.1
  • 181
    • 0003087344 scopus 로고
    • Various techniques used in connection with random digits
    • National Bureau of Standards (now National Institute of Standards and Technology), Washington, D.C. vol. 12 (Washington, DC: U.S. Government Printing Office, 1951)
    • Von Neumann J. Various techniques used in connection with random digits. Monte Carlo Method, National Bureau of Standards Applied Mathematics Series 1951, vol. 12:36-38. National Bureau of Standards (now National Institute of Standards and Technology), Washington, D.C. vol. 12 (Washington, DC: U.S. Government Printing Office, 1951).
    • (1951) Monte Carlo Method, National Bureau of Standards Applied Mathematics Series , vol.12 , pp. 36-38
    • Von Neumann, J.1
  • 182
    • 0011799248 scopus 로고
    • The general and logical theory of automata
    • Simon and Schuster, New York, J. Newman (Ed.)
    • Von Neumann J. The general and logical theory of automata. The World of Mathematics 1956, 2070-2101. Simon and Schuster, New York. J. Newman (Ed.).
    • (1956) The World of Mathematics , pp. 2070-2101
    • Von Neumann, J.1
  • 185
    • 0001557565 scopus 로고
    • Self-organization of markets: an example of a computational approach
    • Vriend N. Self-organization of markets: an example of a computational approach. Computational Economics 1995, 8(3):205-231.
    • (1995) Computational Economics , vol.8 , Issue.3 , pp. 205-231
    • Vriend, N.1
  • 186
    • 0001838252 scopus 로고    scopus 로고
    • An illustration of the essential difference between individual and social learning, and its consequences for computational analysis
    • Vriend N. An illustration of the essential difference between individual and social learning, and its consequences for computational analysis. Journal of Economic Dynamics and Control 2000, 24(1):1-19.
    • (2000) Journal of Economic Dynamics and Control , vol.24 , Issue.1 , pp. 1-19
    • Vriend, N.1
  • 187
    • 0035993977 scopus 로고    scopus 로고
    • Was Hayek an Ace?
    • Vriend N. Was Hayek an Ace?. Southern Economic Journal 2002, 68(4):811-840.
    • (2002) Southern Economic Journal , vol.68 , Issue.4 , pp. 811-840
    • Vriend, N.1
  • 188
    • 66049145615 scopus 로고    scopus 로고
    • ACE models of endogenous interactions
    • Elsevier
    • Vriend N. ACE models of endogenous interactions. Handbook of Computational Economics 2006, vol. 2-21:1047-1079. Elsevier.
    • (2006) Handbook of Computational Economics , vol.2-21 , pp. 1047-1079
    • Vriend, N.1
  • 189
    • 77953662602 scopus 로고    scopus 로고
    • Where economics and neuroscience might meet
    • Vromen J. Where economics and neuroscience might meet. Journal of Economic Methodology 2010, 17(2):171-183.
    • (2010) Journal of Economic Methodology , vol.17 , Issue.2 , pp. 171-183
    • Vromen, J.1
  • 190
    • 3242774003 scopus 로고    scopus 로고
    • A factual account of the functioning of the nineteenth-century Paris Bourse
    • Walker D. A factual account of the functioning of the nineteenth-century Paris Bourse. The European Journal of the History of Economic Thought 2001, 8(2):186-207.
    • (2001) The European Journal of the History of Economic Thought , vol.8 , Issue.2 , pp. 186-207
    • Walker, D.1
  • 193
    • 66049086950 scopus 로고    scopus 로고
    • Economic activity on fixed networks
    • Elsevier
    • Wilhite A. Economic activity on fixed networks. Handbook of Computational Economics 2006, vol. 2-20:1013-1045. Elsevier.
    • (2006) Handbook of Computational Economics , vol.2-20 , pp. 1013-1045
    • Wilhite, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.