基于人类主体实验的学习模型校验-管理科学与工程专业论文.docxVIP

Experiment result has shown that subject experiment concludes in convergence and damping vibration of two classes of shares sequence; When price series convergence, it instructs the heterogeneous of investors and adaptive learning process in the experiment is effective, it can achieve a similar state of rational expectations equilibrium; By computational financial experiments, using Roth - Erve learning model to simulate a sequence of two classes of shares, we can find the solution with high fitness, and combining with the practical significance of the four options, we analysis the learning process and the characteristics of shares sequence theory; Finally, in a fixed interval, by comparing the fitness, you can find the parameter values which are more adaptive for domestic investors. For the application of Agent-based Model, the research provides a more adaptive learning model of domestic investors. KEY WORDS：Human Subject Experiment, Roth-Erve Learning Model, Forgotten Parameter, Analogy Parameter 目 录 HYPERLINK \l _bookmark0 第一章 引言 1 HYPERLINK \l _bookmark1 1.1 理论背景 1 HYPERLINK \l _bookmark2 1.1.1 计算实验金融 1 HYPERLINK \l _bookmark3 1.1.2 学习模型 2 HYPERLINK \l _bookmark4 1.2 研究问题的提出 3 HYPERLINK \l _bookmark5 1.3 研究问题的意义与创新点 4 HYPERLINK \l _bookmark6 1.4 文章结构与主要内容 5 HYPERLINK \l _bookmark7 第二章 文献综述 7 HYPERLINK \l _bookmark8 2.1 学习模型研究综述 7 HYPERLINK \l _bookmark9 2.1.1 代表性学习模型 7 HYPERLINK \l _bookmark10 2.1.2 Roth-Erev 模型的应用 9 HYPERLINK \l _bookmark11 2.2 学习模型的校验综述 9 HYPERLINK \l _bookmark12 2.2.1 学习模型的校验方法 9 HYPERLINK \l _bookmark13 2.2.2 人类主体实验方法 11 HYPERLINK \l _bookmark14 第三章 实验设计 14 HYPERLINK \l _bookmark15 3.1 实验设计的纲要 14 HYPERLINK \l _bookmark16 3.2 人类主体实验设计（基于 z-Tree） 15 HYPERLINK \l _bookmark17 3.2.1 实验经济学软件 z-Tree 简介 15 HYPERLINK \l _bookmark18 3.2.2 人类主体实验设计（面向程序开发者） 17 HYPERLINK \l _bookmark19 3.2.3 人类主体实验流程概述 19 HYPERLINK \l _bookmark20 3.2.4 实验流程说明书（面向被试者） 20 HYPERLINK \l _bookmark21 3.3 计算金融实验设计（基于 MATLAB） 22 HYPE