面向经济复杂性的行为建模与计算实验及应用研究

项目名称： 面向经济复杂性的行为建模与计算实验及应用研究

项目编号： No.71471177

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 管理科学

项目作者： 王国成

作者单位： 中国社会科学院数量经济与技术经济研究所

项目金额： 62万元

中文摘要： 行为与实验经济学的重要贡献突显认知行为bias的广泛存在及显著影响；以深化分析异质和交互等多元行为属性为基础，借助观察和实验并采用基数类、序数类变量及分布向量等方法将真实行为参数化后引入经典决策行为模型，突破RA分析框架，构建以行为贯通的宏微观连接的一体化模型作为实验平台；通过多情景状态与多元行为属性交叉匹配的仿真，探索微观行为与宏观异象的内在联系与交变机理，以及又如何影响个体决策，有助于从根源上揭示日趋复杂的经济金融活动的本质；在关键行为特征内生参数化、个体与群体行为关系和人类被试与虚拟主体结合的实验方法等方面推进计量实证与博弈实验等传统方法；能互动、可视化地预现和评价政策效应，为处理好市场的决定性作用与政府职能转变的关系提供更加有力可靠的支撑；开辟跨学科探索复杂经济问题人文本质的新途径；并以异质员工薪酬激励、投资行为与股市波动之间的复杂联动关系为例，说明行为建模与计算实验的可行有效性。

中文关键词： 深化行为分析；行为建模；计算实验；博弈论；经济复杂性

英文摘要： The important theoretic contribution of behavior and experimental economics focuses on the broad existence of cognitive behavioral bias with significant effect. Basing on deepening multi-attribute analysis of behaviors including heterogeneity and interaction, and by means of observation or experiment and making the obtained datum from real behavior parameterization with cardinal, ordinal number variables styles as well as distributional vectors, then introducing and incorporating them into classical decision-making model, and breaking through the RA (Representative Agent) analysis framework, for constructing the integrated model with behavior-through and macro-micro link feature as the experimental platform; With the cross matching simulation between multi-scenario, multi-state and multiple dimensions of behavioral properties, and to explore the inner relationship between microscopic behaviors and macroscopic phenomena and their interacting mechanism, and how to affect inversely the individual decisions, and it is greatly benefit for revealing the essence of an increasingly complex economic and financial activities from the source. There will be some new contributions in this research project in the endogenous parameterization of key behavioral characteristics, the behavioral relationships between individual and group, and conducting experiments by human subjects combined with virtual subjects methods etc., for promoting the traditional game experiment and econometrics methods as well as empirical positives. It is realizable to visually and interactively evaluate and foresee the policy effect, and to deal well with the interacting roles between the market-determine and the change of government's function, to provide more powerful and reliable decision-support, and to blaze a new path of exploring the humanistic nature of complex economy with interdisciplinary. At last, it is helpful, taking salary incentive of heterogeneous employees, the relationship between investor's behaviors and the complicated volatility of stock market as illustrating examples, to show the validity of applying behavior modeling and computing experiment.

英文关键词： deepening behavioral analysis;behavioral modeling;computational experiment;game theory;economic complexity