參考文獻 |
[1] Bergh, W. M., Boer, K., Bruin, A., Kaymak, U. and Spronk, J., “On Intelligent Agent-Based Analysis of Financial Markets,” Erasmus University Working Paper, Rotterdam, 2002.
[2] Bonabeau, E., Theraulaz, G., Arpin, E. and Sardet, E., “ The building behavior of lattice swarms,” Artificial Life IV, MIT Press, 1994.
[3] Booch, G., Rumbaugh, J. and Jacobson, I., “Unified Modeling Language User Guide,” Addison-Wesley Longman, 1996.
[4] Bruun, C., “Prospect for an economics framework for Swarm”, Agent-Based Methods in Economics and Finance: Simulation in Swarm, Kluwer Academic Publishers, 2002.
[5] Campos, A.M.C. and Hill, D.R.C., “web-based simulation of agent behaviors,” 1st Web-based Simulation & Modeling International Conference, pp. 9-14, 1998.
[6] Chen, S.H., Lux, T. and Marchesi, M., “Testing for non-liner structure in an artificial financial market,” Journal of Economic Behavior and Organization 46(3), 327-342, 2001.
[7] Chen, S.H. and Yeh, C.H., “On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis,” Journal of Economic Behavior and Organization, 49, pp. 217-39, 2001.
[8] Christoph, S.L., Bruhn, P. and Shaw, M.J., “Online Supply Chain Modeling and Simulation,” Economic Simulations in Swarm: Agent-Based modeling and Object Oriented Programming, Kluwer Academic Publishers, 2000.
[9] Cont, R. and Bouchaud, J.P, “Herd behavior and aggregate fluctuations in financial markets,” Macroeconomic Dynamics 4(2), 170-196, 2000.
[10] Drogoul, A. and Ferber, J., “Multi-Agent Simulation as a Tool for Studying Emergent Processes in Societies,” Simulation Societies, the Computer Simulation of Social Phenomena, Gilbert N. and Doran J. UCL Press, 1994.
[11] Ehrentreich, N., “The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections,” Computational Economics 0209001, Economics Working Paper Archive at WUSTL, 2002.
[12] Fishwick, P.A., “Computer Simulation: Growth Through Extension,” Proceedings of European Simulation Multiconference, 1994.
[13] Fowler, M. and Scott, K., “UML Distilled,” Addison-Wesley Longman, 1997
[14] Framer, J.D., “A simple model for the nonequilibrium dynamics and evolution of a financial market,” International Journal of Theoretical and Applied Finance 3(3),425-411, 2000.
[15] Greenwald, A. and Stone, P., “Autonomous Bidding Agents in the Trading Agent Competition.” IEEE Internet Computing, 5(2), 52-60, 2001.
[16] Grossman, S. J. and Stiglitz, J., “On the Impossibility of Informationally Efficiency Markets,” American Economic Review, 70, pp.971-988, 1980.
[17] Hiebeler, D., “The Swarm Simulation System and Individual-based Modeling,”
Working paper 94-11-065, Santa Fe Institute, 1994.
[18] Huston, M. and Deangelis, D., “New computer models unify ecological theory,” BioScience, 38(10): 682-691, November 1998.
[19] Johnson, P., “What I learned from the artificial stock market,” Social Science Computer Review, 20(2), pp. 174-196, 2002.
[20] LeBaron, B., “Building the Santa Fe Artificial Stock Market,” Brandeis University Working Paper, 2002.
[21] LeBaron, B., “Empirical Regularities from Interacting Long and Short Memory Investors in an Agent Based Stock Market,” IEEE Transactions on Evolutionary Computation, 5, pp. 442-455, 2001.
[22] LeBaron, B., Arthur, W. B., and Palmer, R.G., “Time series properties of an artificial stock market,” Journal of Economic Dynamics and Control, 23, pp. 1487-1516, 1999.
[23] Lu, Y.J., “Using ZEUS to Build a Multi-Agent Simulation System for Artificial Stock Market,” Thesis of National Central University, 2003.
[24] Luck, M., McBurney, P. and Preist, C., Agent Technology: Enabling Next Generation Computing (A Roadmap for Agent Based Computing), AgentLink, 2003.
[25] MINAR, M., Burkhart, R., Langton, C., and Askenazy, M., “The Swarm Simulation System: A Toolkit for Building Multi-agent Simulations,” Working Paper 96-06-042, Santa Fe, NM: Santa Fe Institute, 1996.
[26] Nwana, H. S., Ndumu, D. T., Lee, L. C. and Collis, J. C., “ZEUS: A Toolkit for Building Distributed Multi-Agent Systems,” Applied Artificial Intelligence Journal, 13 (1/2), pp. 129-185, 1999.
[27] Palmer, R. G., Arthur, W. B., Holland, J. H., and LeBaron, B., “An Artificial Stock Market,” Santa Fe Institute Working Paper, 1998.
[28] Resnick, M., “Turtles, Termites, and Traffic Jams: Exploration in Massively Parallel Microworlds,” MIT Press, 1994.
[29] Serenko, A., and Detlor, B., “Agent Toolkits: A general overview of the market and an assessment of instructor satisfaction with utilizing toolkits in the classroom,” Working Paper 455, McMaster University, Canada, 2002.
[30] Shoham, Y., “Agent-Oriented Programming,” Artificial Intelligence, v60, pp.51-92, 1993.
[31] Simpson, A.R., Dandy, G.C., and Murphy, L.J., “Genetic Algorithms Compared to Other Techniques for Pipe Optimization,” Journal of Water Resources Planning and Management , ASCE, 120(4), 423, 1994.
[32] Stefansson, B., “Simulating economic agents in Swarm: A short tutorial for economists and other social scientists,” Economic Simulations in Swarm: Agent-based Modeling and Object Oriented Programming, Kluwer Academic Publishers, 2000.
[33] Wooldrige, M. and Jennings, N.R., “Intelligent Agents: Theory and Practice,” Knowledge Engineering Review, 1995.
Others
[34] Complex Systems Summer School, A Tutorial Introduction to Swam,
http://www.swarm.org/csss-tutorial/frames.html, 2000
[35] Daniels, M., Integrating Simulation Technologies with Swarm,
http://www.santafe.edu/~mgd/anl/anlchicago.html, 1999
[36] Johnson, P. and Lancaster Alex, Swarm User Guide,
http://www.swarm.org/swarmdocs/userbook/userbook.html, 1999
[37] Swarm Development Group, Documentation Set for Swarm 2.1.1,
http://www.swarm.org/swarmdocs/set/set.html, 2000
[38] Swarm Development Group, Documentation Overbook for Swarm 2.1.1,
http://www.swarm.org/swarmdocs/overbook/overbook.html, 2000
[39] Swarm Development Group, Tutorial for Swarm 2.1.1, 1999
http://www.swarm.org/swarmfest99-tutorial/SectionOne-99/index.htm
[40] ZEUS, British Telecommunications plc, 2001.
http://more.btexact.com/projects/agents.htm |