发表机构
Universitat Politécnica de Catalunya; Universitat Oberta de Catalunya(加泰罗尼亚理工大学; 加泰罗尼亚开放大学)
机构由 AI 辅助整理,请以论文原文为准。AI 中文总结
本研究通过多智能体仿真重现人类交易者心理过程及价格操纵实验,验证了形式化与图形化语言在简化复杂经济行为理解与验证中的可行性。
AI 中文摘要
本研究的主要目标是重现人类交易者的行为,详细描述其心理过程,以理解其决策对资产最终价值的影响。第二个目标是使用形式化语言来详细描述这种行为,作为改进和简化项目所有参与者(如计算机、经济学和心理学等不同学科专家)之间沟通的工具。作为起点,我们采用了一篇论文,该论文展示了一项实验,分析了当代理操控者和交易机器人试图扭曲市场时对其他交易者行为的影响。本研究重现了该实验,使用了属于多智能体仿真模型的虚拟交易者,展示了重现复杂人类行为的可行性,并展示了使用形式化和图形化语言来简化对经济过程中涉及的复杂行为的理解与验证的便利性。
英文摘要
The primary goal of this work is to reproduce the behavior of a human trader, detailing his or her psychological processes to understand the effects of his or her decisions on the final value of an asset. The second goal is to use a formal language to detail this behavior as a tool for improving and simplifying the communication between all actors involved in the project, such as specialists from disciplines as diverse as computing, economics and psychology. As a starting point, we use a paper that shows an experiment that analyzes the influence on other trader's behavior when an agent handler and a trading robot attempt to distort the market. This work reproduces this experiment, using virtual traders that belong to a multi-agent simulation model, showing the feasibility to reproduce complex human behaviors and showing the convenience of use formal and graphical languages to simplify the understanding and the validation of the complex behaviors involved in an economic process.