论文标题
探索叙事经济学：基于代理的模型平台，将自动交易者与意见动态集成在一起
Exploring Narrative Economics: An Agent-Based-Modeling Platform that Integrates Automated Traders with Opinion Dynamics
论文作者
论文摘要
诺贝尔奖获得者罗伯特·希勒（Robert Shiller）自2017年以来一直介绍并发展了叙事经济学的概念，在试图解释现实世界经济的各个方面，这些经济体的理解是轻松理解的，因此，可观察到的经济因素，例如资产市场价格的动态，在很大程度上被解释为叙事的结果（即，所听到的）听到了叙事，并听到了叙事的境界，并听到了叙事的境地。 Shiller认为，最好用叙事术语来解释和理解其他非理性和难以解释的行为，例如参与高度波动的加密货币市场的投资者：人们对这些资产的未来前景，以及对这些信仰和观点的未来前景进行了衷心的看法，因为他们相信，他们相信他们对此的未来前景。在本文中，我们描述了据我们所知，这是有史以来第一个基于代理的建模平台，它允许研究叙事经济学中的问题。我们通过在两个以前独立的领域中整合和综合研究来创建这一点：意见动力学（OD）和基于代理的计算经济学（ACE），以微型交易者的形式在精确建模的金融市场中运行。我们首次在这里展示了OD和ACE中的长期模型可以汇集在一起，以实现对叙事经济学问题的实验研究，并提出了系统的初步结果。我们的仿真平台的程序代码已在GitHub上以自由开源软件发布，以使其他研究人员能够复制和扩展我们的工作
In seeking to explain aspects of real-world economies that defy easy understanding when analysed via conventional means, Nobel Laureate Robert Shiller has since 2017 introduced and developed the idea of Narrative Economics, where observable economic factors such as the dynamics of prices in asset markets are explained largely as a consequence of the narratives (i.e., the stories) heard, told, and believed by participants in those markets. Shiller argues that otherwise irrational and difficult-to-explain behaviors, such as investors participating in highly volatile cryptocurrency markets, are best explained and understood in narrative terms: people invest because they believe, because they have a heartfelt opinions, about the future prospects of the asset, and they tell to themselves and others stories (narratives) about those beliefs and opinions. In this paper we describe what is, to the best of our knowledge, the first ever agent-based modelling platform that allows for the study of issues in narrative economics. We have created this by integrating and synthesizing research in two previously separate fields: opinion dynamics (OD), and agent-based computational economics (ACE) in the form of minimally-intelligent trader-agents operating in accurately modelled financial markets. We show here for the first time how long-established models in OD and in ACE can be brought together to enable the experimental study of issues in narrative economics, and we present initial results from our system. The program-code for our simulation platform has been released as freely-available open-source software on GitHub, to enable other researchers to replicate and extend our work
