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'''<font color="#ff8000">基于主体的计算经济学 Agent-based Computational Economics （ACE）</font>'''是[[计算经济学]]的一个研究领域，将整个经济视作不同主体相互作用的动态系统，研究经济的发展过程。<ref>W. Brian Arthur, 1994. "[https://ocw.tudelft.nl/wp-content/uploads/ElFarolArtur1994.pdf Inductive Reasoning and Bounded Rationality]," ''American Economic Review'', 84(2), pp. [http://www-personal.umich.edu/~samoore/bit885f2011/arthur-inductive.pdf 406-411] {{Webarchive|url=https://web.archive.org/web/20130521145936/http://www-personal.umich.edu/~samoore/bit885f2011/arthur-inductive.pdf |date=21 May 2013 }}.<br/>&nbsp;&nbsp; • Leigh Tesfatsion, 2003. "Agent-based Computational Economics: Modeling Economies as Complex Adaptive Systems," ''Information Sciences'', 149(4), pp. [http://copper.math.buffalo.edu/urgewiki/uploads/Literature/Tesfatsion2002.pdf 262-268] {{webarchive|url=https://web.archive.org/web/20120426000037/http://copper.math.buffalo.edu/urgewiki/uploads/Literature/Tesfatsion2002.pdf |date=26 April 2012 }}.</ref>  

'''Agent-based computational economics''' ('''ACE''') is the area of [[computational economics]] that studies economic processes, including whole [[economy|economies]], as [[dynamic system]]s of interacting [[Agent (economics)|agents]]. As such, it falls in the [[paradigm]] of [[complex adaptive system]]s.<ref>• [[W. Brian Arthur]], 1994. "[https://ocw.tudelft.nl/wp-content/uploads/ElFarolArtur1994.pdf Inductive Reasoning and Bounded Rationality]," ''American Economic Review'', 84(2), pp. [http://www-personal.umich.edu/~samoore/bit885f2011/arthur-inductive.pdf 406-411] {{Webarchive|url=https://web.archive.org/web/20130521145936/http://www-personal.umich.edu/~samoore/bit885f2011/arthur-inductive.pdf |date=21 May 2013 }}.<br/>&nbsp;&nbsp; • [[Leigh Tesfatsion]], 2003. "Agent-based Computational Economics: Modeling Economies as Complex Adaptive Systems," ''Information Sciences'', 149(4), pp. [http://copper.math.buffalo.edu/urgewiki/uploads/Literature/Tesfatsion2002.pdf 262-268] {{webarchive|url=https://web.archive.org/web/20120426000037/http://copper.math.buffalo.edu/urgewiki/uploads/Literature/Tesfatsion2002.pdf |date=26 April 2012 }}.</ref> In corresponding [[agent-based model]]s, the "[[agent (economics)|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.<ref>Scott E. Page (2008). "agent-based models," ''[[The New Palgrave Dictionary of Economics]]'', 2nd Edition. [http://www.dictionaryofeconomics.com/article?id=pde2008_A000218&edition=current&q=agent-based%20computational%20modeling&topicid=&result_number=1 Abstract].</ref> Such rules could also be the result of optimization, realized through use of AI methods (such as [[Q-learning]] and other reinforcement learning techniques).<ref>Richard S. Sutton and Andrew G. Barto, Reinforcement Learning: An Introduction, The MIT Press, Cambridge, MA, 1998 [http://www.cs.ualberta.ca/~sutton/book/ebook/the-book.html] {{Webarchive|url=https://web.archive.org/web/20090904194934/http://www.cs.ualberta.ca/~sutton/book/ebook/the-book.html |date=4 September 2009 }}</ref>

因此，它属于[[复杂适应系统]]的科学范式。在相应的[[基于主体模型]]中，“主体”指根据特定规则进行交互的计算实体，而非真实的人。其中交互的规则一种对个体行为和社会互动的建模。<ref>Scott E. Page (2008). "agent-based models," ''The New Palgrave Dictionary of Economics]'', 2nd Edition. [http://www.dictionaryofeconomics.com/article?id=pde2008_A000218&edition=current&q=agent-based%20computational%20modeling&topicid=&result_number=1 Abstract].</ref>

 

 

'''<font color="#ff8000">基于主体的计算经济学 Agent-based Computational Economics (ACE)</font>'''是[[计算经济学]]的一个研究领域，将整个经济视作不同主体相互作用的动态系统，研究经济的发展过程。<ref>• [[W. Brian Arthur]], 1994. "[https://ocw.tudelft.nl/wp-content/uploads/ElFarolArtur1994.pdf Inductive Reasoning and Bounded Rationality]," ''American Economic Review'', 84(2), pp. [http://www-personal.umich.edu/~samoore/bit885f2011/arthur-inductive.pdf 406-411] {{Webarchive|url=https://web.archive.org/web/20130521145936/http://www-personal.umich.edu/~samoore/bit885f2011/arthur-inductive.pdf |date=21 May 2013 }}.<br/>&nbsp;&nbsp; • [[Leigh Tesfatsion]], 2003. "Agent-based Computational Economics: Modeling Economies as Complex Adaptive Systems," ''Information Sciences'', 149(4), pp. [http://copper.math.buffalo.edu/urgewiki/uploads/Literature/Tesfatsion2002.pdf 262-268] {{webarchive|url=https://web.archive.org/web/20120426000037/http://copper.math.buffalo.edu/urgewiki/uploads/Literature/Tesfatsion2002.pdf |date=26 April 2012 }}.</ref>  

因此，它属于[[复杂适应系统]]的科学范式。在相应的[[基于主体模型]]中，“主体”指根据特定规则进行交互的计算实体，而非真实的人。其中交互的规则一种对个体行为和社会互动的建模。<ref>Scott E. Page (2008). "agent-based models," ''[[The New Palgrave Dictionary of Economics]]'', 2nd Edition. [http://www.dictionaryofeconomics.com/article?id=pde2008_A000218&edition=current&q=agent-based%20computational%20modeling&topicid=&result_number=1 Abstract].</ref>

这些规则甚至可以通过人工智能方法（如'''<font color="#ff8000">Q学习 Q-learning</font>'''及其他强化学习技术）来获得。<ref>Richard S. Sutton and Andrew G. Barto, Reinforcement Learning: An Introduction, The MIT Press, Cambridge, MA, 1998 [http://www.cs.ualberta.ca/~sutton/book/ebook/the-book.html] {{Webarchive|url=https://web.archive.org/web/20090904194934/http://www.cs.ualberta.ca/~sutton/book/ebook/the-book.html |date=4 September 2009 }}</ref>

这些规则甚至可以通过人工智能方法（如'''<font color="#ff8000">Q学习 Q-learning</font>'''及其他强化学习技术）来获得。<ref>Richard S. Sutton and Andrew G. Barto, Reinforcement Learning: An Introduction, The MIT Press, Cambridge, MA, 1998 [http://www.cs.ualberta.ca/~sutton/book/ebook/the-book.html] {{Webarchive|url=https://web.archive.org/web/20090904194934/http://www.cs.ualberta.ca/~sutton/book/ebook/the-book.html |date=4 September 2009 }}</ref>

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，ACE方法也在不断发展，其终极科学目标是“用实际数据来检验理论发现——使得可靠的、有实际经验和数据支撑的理论能不断积累，而研究人员也能在可靠的前人理论基础上做进一步探索。”现在，ACE方法已应用于如资产定价、竞争与合作、'''<font color="#ff8000">交易成本 Transaction Cost</font>'''、市场形式与'''<font color="#ff8000">产业组织  Industrial Organization</font>'''与动态、'''<font color="#ff8000">福利经济学 Welfare Economics</font>'''、'''<font color="#ff8000">机制设计 Mechanism Design</font>'''、信息与不确定性、'''<font color="#ff8000">宏观经济学 Macroeconomics</font>'''和'''<font color="#ff8000">马克思主义政治经济学 Marxist economics</font>'''等研究领域。

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，ACE方法也在不断发展，其终极科学目标是“用实际数据来检验理论发现——使得可靠的、有实际经验和数据支撑的理论能不断积累，而研究人员也能在可靠的前人理论基础上做进一步探索。”现在，ACE方法已应用于如资产定价、竞争与合作、'''<font color="#ff8000">交易成本 Transaction Cost</font>'''、市场形式与'''<font color="#ff8000">产业组织  Industrial Organization</font>'''与动态、'''<font color="#ff8000">福利经济学 Welfare Economics</font>'''、'''<font color="#ff8000">机制设计 Mechanism Design</font>'''、信息与不确定性、'''<font color="#ff8000">宏观经济学 Macroeconomics</font>'''和'''<font color="#ff8000">马克思主义政治经济学 Marxist economics</font>'''等研究领域。

The "[[Agent (economics)|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.<ref>[http://www.socsci.aau.dk/ae2006/ Summary of methods] {{Webarchive|url=https://web.archive.org/web/20070526105550/http://www.socsci.aau.dk/ae2006/ |date=26 May 2007 }}: ''Department of Economics, Politics and Public Administration, Aalborg University, Denmark'' website.</ref> Issues include those common to [[experimental economics]] in general<ref>[[Vernon L. Smith]], 2008. "experimental economics," ''The New Palgrave Dictionary of Economics'', 2nd Edition. [http://www.dictionaryofeconomics.com/article?id=pde2008_E000277&q=experimental%20&topicid=&result_number=2 Abstract].</ref> and development of a common framework for empirical validation and resolving open questions in agent-based modeling.<ref>Giorgio Fagiolo, Alessio Moneta, and Paul Windrum, 2007. "A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems," ''Computational Economics'', 30, pp. [https://doi.org/10.1007%2Fs10614-007-9104-4 195]–226.</ref>

==概述==

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.

ACE 模型中的“主体（agent）”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），整个ACE模型就是由多个相互作用的主体组成的计算经济系统。建模者首先为ACE模型设置初始参数。然后，ACE模型就会自行演化，建模人员则观察系统随着时间的推移而演化的情况，不需要做进一步的干预。注意，系统活动应由主体间的相互作用驱动，而不需要外部强加平衡条件。<ref>[http://www.socsci.aau.dk/ae2006/ Summary of methods] {{Webarchive|url=https://web.archive.org/web/20070526105550/http://www.socsci.aau.dk/ae2006/ |date=26 May 2007 }}: ''Department of Economics, Politics and Public Administration, Aalborg University, Denmark'' website.</ref>目前来说，ACE面临的研究问题包括所有'''<font color="#ff8000">实验经济学 Experimental economics</font>'''会遇到的普遍问题，以及开发用于验证模型正确性的的通用框架，和其他基于主体的建模中尚未解决的开放问题。<ref>[[Vernon L. Smith]], 2008. "experimental economics," ''The New Palgrave Dictionary of Economics'', 2nd Edition. [http://www.dictionaryofeconomics.com/article?id=pde2008_E000277&q=experimental%20&topicid=&result_number=2 Abstract].</ref> and development of a common framework for empirical validation and resolving open questions in agent-based modeling.<ref>Giorgio Fagiolo, Alessio Moneta, and Paul Windrum, 2007. "A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems," ''Computational Economics'', 30, pp. [https://doi.org/10.1007%2Fs10614-007-9104-4 195]–226.</ref>

ACE is an officially designated special interest group (SIG) of the Society for Computational Economics.<ref>[http://comp-econ.org/ Society for Computational Economics] website.</ref> Researchers at the [[Santa Fe Institute]] have contributed to the development of ACE.

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、卡森·帕尔默 Cars Hommes和布莱克·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一种或几种以预测股票价格，他们自己的预测结果影响了他们的自己的资产需求，进而影响整体股票价格。这些模型假设每个主体更有可能选择最近前几轮中成功的预测策略。任何策略的成功取决于市场条件，也取决于目前正在被主体们使用的预测策略。这些模型的实验结果经常表明，随着主体改换预测策略，资产价格可能会出现大起大落。<ref name=arthuretal/><ref>W. Brock and C. Hommes (1997), 'A rational route to randomness.' ''Econometrica'' 65 (5), pp. 1059-1095.</ref><ref>C. Hommes (2008), 'Interacting agents in finance,' in ''The New Palgrave Dictionary of Economics''.</ref>最近，Brock、Hommes和 Wagener 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，<ref>{{cite journal |first=W. |last=Brock |first2=C. |last2=Hommes |first3=F. |last3=Wagener |year=2009 |title=More hedging instruments may destabilize markets |journal=Journal of Economic Dynamics and Control |volume=33 |issue=11 |pages=1912–1928 |doi=10.1016/j.jedc.2009.05.004 |url=http://cendef.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics/amsterdam-school-of-economics-research-institute/cendef/working-papers-2006/brohomwag.pdf?1417181713282 }}</ref> 一些论文提出，ACE 可能是理解最近[[金融危机 financial crisis]]的有用方法。<ref>M. Buchanan (2009), '[http://pagesperso-orange.fr/mark.buchanan/nature_economic_modelling.pdf Meltdown modelling. Could agent-based computer models prevent another financial crisis?].' Nature, Vol. 460, No. 7256. (5 August 2009), pp. 680-682.</ref><ref>J.D. Farmer, D. Foley (2009), 'The economy needs agent-based modelling.' Nature, Vol. 460, No. 7256. (5 August 2009), pp. 685-686.</ref><ref>M. Holcombe, S. Coakley, M.Kiran, S. Chin, C. Greenough, D.Worth, S.Cincotti, M.Raberto, A. Teglio, C. Deissenberg, S. van der Hoog, H. Dawid, S. Gemkow, P. Harting, M. Neugart. Large-scale Modeling of Economic Systems, Complex Systems, 22(2), 175-191, 2013</ref>

One area where ACE methodology has frequently been applied is asset pricing. [[W. Brian Arthur]], Eric Baum, [[William A. Brock (economist)|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.<ref name=arthuretal/><ref>W. Brock and C. Hommes (1997), 'A rational route to randomness.' ''Econometrica'' 65 (5), pp. 1059-1095.</ref><ref>C. Hommes (2008), 'Interacting agents in finance,' in ''The New Palgrave Dictionary of Economics''.</ref> 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,<ref>{{cite journal |first=W. |last=Brock |first2=C. |last2=Hommes |first3=F. |last3=Wagener |year=2009 |title=More hedging instruments may destabilize markets |journal=Journal of Economic Dynamics and Control |volume=33 |issue=11 |pages=1912–1928 |doi=10.1016/j.jedc.2009.05.004 |url=http://cendef.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics/amsterdam-school-of-economics-research-institute/cendef/working-papers-2006/brohomwag.pdf?1417181713282 }}</ref> and some papers have suggested that ACE might be a useful methodology for understanding the recent [[financial crisis]].<ref>M. Buchanan (2009), '[http://pagesperso-orange.fr/mark.buchanan/nature_economic_modelling.pdf Meltdown modelling. Could agent-based computer models prevent another financial crisis?].' Nature, Vol. 460, No. 7256. (5 August 2009), pp. 680-682.</ref><ref>J.D. Farmer, D. Foley (2009), 'The economy needs agent-based modelling.' Nature, Vol. 460, No. 7256. (5 August 2009), pp. 685-686.</ref><ref>M. Holcombe, S. Coakley, M.Kiran, S. Chin, C. Greenough, D.Worth, S.Cincotti, M.Raberto, A. Teglio, C. Deissenberg, S. van der Hoog, H. Dawid, S. Gemkow, P. Harting, M. Neugart. Large-scale Modeling of Economic Systems, Complex Systems, 22(2), 175-191, 2013</ref>

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