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Agent-based computational economics (ACE) is the area of computational economics that studies economic processes, including whole economies, as dynamic systems of interacting agents. As such, it falls in the paradigm of complex adaptive systems. In corresponding agent-based models, the "agents" are "computational objects modeled as interacting according to rules" over space and time, not real people. The rules are formulated to model behavior and social interactions based on incentives and information. Such rules could also be the result of optimization, realized through use of AI methods (such as Q-learning and other reinforcement learning techniques).
 
Agent-based computational economics (ACE) is the area of computational economics that studies economic processes, including whole economies, as dynamic systems of interacting agents. As such, it falls in the paradigm of complex adaptive systems. In corresponding agent-based models, the "agents" are "computational objects modeled as interacting according to rules" over space and time, not real people. The rules are formulated to model behavior and social interactions based on incentives and information. Such rules could also be the result of optimization, realized through use of AI methods (such as Q-learning and other reinforcement learning techniques).
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'''基于主体的计算经济学 Agent-based Computational Economics (ACE)'''是[[计算经济学]]的一个领域,将整个经济视作不同主体相互作用的动态系统研究经济过程。因此,它属于复杂适应系统'''范式 Paradigm'''。在相应的'''智能体基模型 Agent-based Model(ABM)'''中,“主体”指时空中“根据规则建模的交互计算对象”,而非真实的人。这些规则是为了建立基于激励和信息的行为和社会互动模型而制定的。这些规则也可能是优化的结果,通过人工智能方法(如'''Q学习 Q-learning'''及其他强化学习技术)来实现。
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'''基于主体的计算经济学 Agent-based Computational Economics (ACE)'''是[[计算经济学]]的一个领域,将整个经济视作不同主体相互作用的动态系统研究经济过程。因此,它属于复杂适应系统'''范式 Paradigm'''。在相应的'''智能体基模型 Agent-based Model(ABM)'''中,“主体”指时空中“根据规则建模的交互计算对象”,而非真实的人。这些规则是为了建立基于激励和信息的行为和社会互动模型而制定的。这些规则也可能是优化的结果,通过人工智能方法(如'''Q学习 Q-learning'''及其他强化学习技术)来实现。
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<br/>&nbsp;&nbsp; •  _____, 1998. Numerical Methods in Economics, MIT Press. Links to [http://mitpress.mit.edu/catalog/item/default.asp?ttype=2&tid=3257 description]  and [https://books.google.com/books?id=9Wxk_z9HskAC&pg=PR7 chapter previews].</ref> Starting from initial conditions specified by the modeler, the computational economy evolves over time as its constituent agents repeatedly interact with each other, including learning from interactions. In these respects, ACE has been characterized as a bottom-up culture-dish approach to the study of economic systems.
 
<br/>&nbsp;&nbsp; •  _____, 1998. Numerical Methods in Economics, MIT Press. Links to [http://mitpress.mit.edu/catalog/item/default.asp?ttype=2&tid=3257 description]  and [https://books.google.com/books?id=9Wxk_z9HskAC&pg=PR7 chapter previews].</ref> Starting from initial conditions specified by the modeler, the computational economy evolves over time as its constituent agents repeatedly interact with each other, including learning from interactions. In these respects, ACE has been characterized as a bottom-up culture-dish approach to the study of economic systems.
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<br/>&nbsp;&nbsp; •  _____, 1998.经济学数值方法,麻省理工学院出版社。链接到[ http://mitpress.mit.edu/catalog/item/default.asp?ttype=2&tid=3257说明]和[ https://books.google.com/books?id=9wxk_z9hskac&pg=pr7章预览]。 '''经济均衡 Economic Equilibrium'''中主体'''最优化 Mathematical Optimization'''的理论假设被限制较少的适应市场力量的'''有限理性 Bounded Rationality'''主体假设所取代。ACE 模型将数值分析方法应用于复杂动力学问题的计算机模拟,对其更传统的方法,如定理公式可能无法方便地使用。从建模者指定的初始条件开始,计算经济随着时间的推移而发展,其组成主体不断地相互作用,包括从交互中学习。在这些方面,ACE 被认为是研究'''经济体系 Economic System'''的一种自下而上的文化方法。
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<br/>&nbsp;&nbsp; •  _____, 1998.经济学数值方法,麻省理工学院出版社。链接到[ http://mitpress.mit.edu/catalog/item/default.asp?ttype=2&tid=3257说明]和[ https://books.google.com/books?id=9wxk_z9hskac&pg=pr7章预览]。
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'''经济均衡 Economic Equilibrium'''中主体'''最优化 Mathematical Optimization'''的理论假设被限制较少的适应市场力量的'''有限理性 Bounded Rationality'''主体假设所取代。ACE 模型将数值分析方法应用于复杂动力学问题的计算机模拟,对其更传统的方法,如定理公式可能无法方便地使用。从建模者指定的初始条件开始,计算经济随着时间的推移而发展,其组成主体不断地相互作用,包括从交互中学习。在这些方面,ACE 被认为是研究'''经济体系 Economic System'''的一种自下而上的文化方法。
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[ http://www.sciencedirect.com/science?_ob=publicationurl&_hubeid=1-s2.0-s1574002105x02003&_cid=273377&_pubtype=hs&_auth=y&_acct=c000228598&_version=1&_urlversion=0&_userid=10&md5=e4757b4f65755ed6340a11fee9615200连结。参考文献
 
[ http://www.sciencedirect.com/science?_ob=publicationurl&_hubeid=1-s2.0-s1574002105x02003&_cid=273377&_pubtype=hs&_auth=y&_acct=c000228598&_version=1&_urlversion=0&_userid=10&md5=e4757b4f65755ed6340a11fee9615200连结。参考文献
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该方法得益于计算机科学建模技术的不断改进和计算机能力的提高。其最终科学目标是“用实际数据来检验理论发现——以允许经验支持的理论随着时间的推移而累积的方式(每位研究者的工作恰当建立在之前工作的基础之上)。”其现已应用于如资产定价、竞争与合作、交易成本、市场结构与产业组织与动态、'''福利经济学 Welfare Economics'''、机制设计、信息与不确定性、宏观经济学和马克思主义政治经济学等研究领域。
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参考文献 a。科特雷尔,p. Cockshott,g. j. Michaelson,i. p. Wright,v. Yakovenko
 
参考文献 a。科特雷尔,p. Cockshott,g. j. Michaelson,i. p. Wright,v. Yakovenko
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(2009) ,古典经济物理学。路特利奇,参考文献
 
(2009) ,古典经济物理学。路特利奇,参考文献
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该方法得益于计算机科学建模技术的不断改进和计算机能力的提高。其最终科学目标是“用实际数据来检验理论发现——以允许经验支持的理论随着时间的推移而累积的方式(每位研究者的工作恰当建立在之前工作的基础之上)。”其现已应用于如资产定价、竞争与合作、'''交易成本 Transaction Cost'''、市场形式与'''产业组织  Industrial Organization'''与动态、'''福利经济学 Welfare Economics'''、'''机制设计 Mechanism Design'''、信息与不确定性、'''宏观经济学 Macroeconomics'''和'''马克思主义政治经济学 Marxist economics'''等研究领域。
    
==Overview 概述==
 
==Overview 概述==
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The "agents" in ACE models can represent individuals (e.g. people), social groupings (e.g. firms), biological entities (e.g. growing crops), and/or physical systems (e.g. transport systems). The ACE modeler provides the initial configuration of a computational economic system comprising multiple interacting agents. The modeler then steps back to observe the development of the system over time without further intervention. In particular, system events should be driven by agent interactions without external imposition of equilibrium conditions. Issues include those common to experimental economics in general and development of a common framework for empirical validation and resolving open questions in agent-based modeling.
 
The "agents" in ACE models can represent individuals (e.g. people), social groupings (e.g. firms), biological entities (e.g. growing crops), and/or physical systems (e.g. transport systems). The ACE modeler provides the initial configuration of a computational economic system comprising multiple interacting agents. The modeler then steps back to observe the development of the system over time without further intervention. In particular, system events should be driven by agent interactions without external imposition of equilibrium conditions. Issues include those common to experimental economics in general and development of a common framework for empirical validation and resolving open questions in agent-based modeling.
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ACE 模型中的“主体”可以代表个体(如人)、社会群体(如公司)、生物实体(如生长中的庄稼)和/或物理系统(如运输系统)。ACE 模型提供了由多个相互作用的主体组成的计算经济系统的初始配置。然后,建模人员返回来观察系统随着时间的推移而发展的情况,而不需要进一步的干预。注意,系统活动应由主体间的相互作用驱动,而不需要外部强加的平衡条件。这些问题包括实验经济学通用的问题,以及开发一个用于经验验证的通用框架和解决基于主体的建模中尚未解决的问题。
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ACE 模型中的“主体”可以代表个体(如人)、社会群体(如公司)、生物实体(如生长中的庄稼)和/或物理系统(如运输系统)。ACE 模型提供了由多个相互作用的主体组成的计算经济系统的初始配置。然后,建模人员返回来观察系统随着时间的推移而发展的情况,而不需要进一步的干预。注意,系统活动应由主体间的相互作用驱动,而不需要外部强加的平衡条件。研究问题包括'''实验经济学 Experimental economics'''通用的问题,以及开发用于经验验证的通用框架和解决基于主体的建模中尚未解决的问题。
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ACE is an officially designated special interest group (SIG) of the Society for Computational Economics. Researchers at the Santa Fe Institute have contributed to the development of ACE.
 
ACE is an officially designated special interest group (SIG) of the Society for Computational Economics. Researchers at the Santa Fe Institute have contributed to the development of ACE.
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ACE 是美国计算经济学学会的一个官方指定的特殊利益集团。圣菲研究所的研究人员为 ACE 的发展做出了贡献。
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ACE 是美国计算经济学学会的一个官方指定的特殊利益集团 (SIG) 。[[圣菲研究所 Santa Fe Institute]]的研究人员为 ACE 的发展做出了贡献。
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One area where ACE methodology has frequently been applied is asset pricing. W. Brian Arthur, Eric Baum, William Brock, Cars Hommes, and Blake LeBaron, among others, have developed computational models in which many agents choose from a set of possible forecasting strategies in order to predict stock prices, which affects their asset demands and thus affects stock prices. These models assume that agents are more likely to choose forecasting strategies which have recently been successful. The success of any strategy will depend on market conditions and also on the set of strategies that are currently being used. These models frequently find that large booms and busts in asset prices may occur as agents switch across forecasting strategies. More recently, Brock, Hommes, and Wagener (2009) have used a model of this type to argue that the introduction of new hedging instruments may destabilize the market, and some papers have suggested that ACE might be a useful methodology for understanding the recent financial crisis.
 
One area where ACE methodology has frequently been applied is asset pricing. W. Brian Arthur, Eric Baum, William Brock, Cars Hommes, and Blake LeBaron, among others, have developed computational models in which many agents choose from a set of possible forecasting strategies in order to predict stock prices, which affects their asset demands and thus affects stock prices. These models assume that agents are more likely to choose forecasting strategies which have recently been successful. The success of any strategy will depend on market conditions and also on the set of strategies that are currently being used. These models frequently find that large booms and busts in asset prices may occur as agents switch across forecasting strategies. More recently, Brock, Hommes, and Wagener (2009) have used a model of this type to argue that the introduction of new hedging instruments may destabilize the market, and some papers have suggested that ACE might be a useful methodology for understanding the recent financial crisis.
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Ace 方法经常应用的一个领域是资产定价。布莱恩 · 阿瑟,埃里克 · 鲍姆,威廉 · 布洛克,汽车人,布莱克 · 勒巴伦,等等,已经开发出计算模型,其中许多代理人选择从一组可能的预测策略,以预测股票价格,这影响了他们的资产需求,从而影响股票价格。这些模型假设代理人更有可能选择最近成功的预测策略。任何战略的成功将取决于市场条件,也取决于目前正在使用的一套战略。这些模型经常发现,随着经纪人转换预测策略,资产价格可能会出现大起大落。最近,Brock、 Hommes 和 Wagener (2009)使用了这类模型,认为引入新的对冲工具可能会破坏市场稳定,一些论文提出,ACE 可能是理解最近金融危机的有用方法。
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ACE 方法已广泛应用的领域之一是资产定价。'''布莱恩·亚瑟 W. Brian Arthur''','''埃里克·鲍姆 Eric Baum''','''威廉·布洛克 William Brock''',Cars Hommes,'''布莱克·勒巴朗 Blake LeBaron'''等人已开发出一个计算模型,其中许多主体从一组可能的预测策略中选择以预测股票价格,这影响了他们的资产需求,进而影响股票价格。这些模型假设主体更有可能选择最近成功的预测策略。任何策略的成功取决于市场条件,也取决于目前正在使用的一组策略。这些模型经常表明,随着主体改换预测策略,资产价格可能会出现大起大落。最近,布洛克、Hommes '''瓦格纳 Wagener''' (2009)使用了这类模型来论证引入新的对冲工具可能会破坏市场稳定,一些论文提出,ACE 可能是理解最近金融危机的有用方法。
     
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