基于Agent的实体经济复杂现象建模方法
Agent-Based Model Approach to Complex Phenomena in Real Economy
摘要:
提出了一种基于Agent的企业动态模型。该模型由具有相同特征参数的公司代理和银行代理组成。这些代理人的动态由他们的资产负债表描述。每个企业都试图在市场风险的情况下最大化其预期利润。“持续经营”的概念抑制了“利润最大化”原则指导下的企业无限增长。通过引入信息对企业决策的延迟效应,引入了企业破产的可能性。通过垄断性银行相互作用的企业在时间演化过程中变得异质化。根据实际经济中的观察结果,讨论了基于该模型的模拟所获得的企业动态的统计特性。
英文摘要:
An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize its expected profit with possible risks in market. Infinite growth of a firm directed by the "profit maximization" principle is suppressed by a concept of "going concern". Possibility of bankruptcy of firms is also introduced by incorporating a retardation effect of information on firms' decision. The firms, mutually interacting through the monopolistic bank, become heterogeneous in the course of temporal evolution. Statistical properties of firms' dynamics obtained by simulations based on the model are discussed in light of observations in the real economy.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。