代理人基模型運用與實驗經濟學之論文集

Essays on the Application of Agent-Based Models and Experimental Economics

楊志華(Chih-Hwa Yang)

指導教授 ： 池秉聰

淡江大學/商管學院/產業經濟學系博士班/博士(2022年)

https://doi.org/10.6846/TKU.2022.00331

摘要

本論文集分為三篇研究
第一篇為中古車市場動態模擬：代理人基建模方法之應用。
第二篇 實驗性預測市場的效率：公開資訊、信念演變和人格特質。
第三篇 研究電動車未來展望分析-以創新擴散理論為依據。

第一篇 中古車市場動態模擬：代理人基建模方法之應用，本研究以(Kim,1985) 的模型出發，建立一個動態的中古車市場模型，考慮資訊不對稱、車輛的耐用年限、折舊、消費者所得與偏好、中古車商、新車製造商的策略，將以模型驗證此趨勢及分析未來的產業發展研究中古車市場的成功條件及廠商競爭的動態。本研究顯示向消費者提供完全透明的資訊並不是車商最有利的策略，而較低的訂價或亦是在相同的情形之下提供更好的品質，則是車商可以取得競爭優勢的方向。由我們的模擬分析可知，資訊透明與價格競爭皆是中古車商致命的弱點，從本研究也可以看到原廠車商兼營中古車市場其實不一定是最佳的策略。

第二篇 實驗性預測市場的效率：公開資訊、信念演變和人格特質，本文研究市場匯集資訊的能力，使市場上產生的價格包含所有可用資訊的最佳估計。本文研究個人如何依據市場價格從其公開和私人資訊中“更新”其最初的信念。特別是本文觀察於個人在公開資訊與私人資訊之間的權重。同樣，通過擁有私人資訊的交易者數量增加，市場中的資訊對市場價格的品質具有正面影響。最後，如果在市場上“高效而有組織”的交易者的比例各不相同，交易者的人格特質會產生一些正面影響。

第三篇 電動車未來展望分析-以擴散理論為依據。本文從討論電動汽車的沿革再分析電動汽車未來發展，並以波特五力分析圖，說明五個影響電動車產業發展決定性的因素，還有不可忽視的就是電動汽車的儲能電池。其中最關鍵的是電池技術有待突破，目前占電動車成本三分之一以上的電池，也是讓電動車的價格無法下降的主因。電池的持續性，壽命、價格將影響電動汽車的發展，還有充電站普及化,各家廠商尚未統一。這些問題將會是決定電動車的發展速度最主要因素，亦將成為各車廠競相全力提升的目標，本研究將以Bass擴散理論及產品生命週期進行分析電動車的展望及相關進展。

關鍵字

信息不對稱 ； 基於代理的建模 ； 預測市場 ； 市場效率 ； 電動汽車 ； 蓄電池

並列摘要

Essay 1: Although used car market has grown rapidly over two decades in Taiwan, quality and price are the main criteria that consumers concerned when buying a used car. Due to lack of a used car certified standard, the reputation among car dealers varies. How to verify the quality of used cars is a crucial factor for buyers. Two decades ago, some unethical used car dealers sold vehicles with hidden issues, for instance, accidents or damage vehicles. These problems had restrained the growing of used car markets. Akerlof (1970) pointed out that the used car market will be failure due to the information asymmetry. The quality uncertainty makes consumers’ rights in the used car market cannot be reasonably protected, and often causes disputes after sales. Kim (1985) suggested that the information asymmetry in the used car market is not only limited to the used car buyers, but also many individual used car sellers. Inspired by the model of Kim (1985), this study established a dynamic model of a used car market. The model considered information asymmetry, the life of the vehicle, depreciation, consumer income, preference, the strategies of the used car dealers and new car manufacturers to identify the business model and the competition advantage of used car industry. This study
will validate the trend with agent-based models and analyze the future of used car dynamics.

Essay 2: This paper examines the ability of markets to aggregate information so that the price generated from the market contains the best estimate of all the available information. The paper investigates how individuals “update” their initial beliefs from their public and private information in light of market prices. In particular, the paper looks at individuals' weighting of public information versus private information. Also, the volume of information in the market via an increased number of traders with private information has a positive impact on the quality of the market price. Lastly, the personality traits of the traders seem to provide some positive impact if the traders are diverse in terms of the proportion of “efficient and organized”traders in the market.

Essay 3: This article discusses the evolution of electric vehicles and analyzes the development of electric vehicles. Another key issue that cannot be ignored is the automotive energy storage battery. The durability, life, and price of batteries will affect the development of electric vehicles, as well as the popularization of charging stations. These issues will be the important factors in determining the development speed of electric vehicles, and they will also become the goal of various car manufacturers to strive for improvement. This study will analyze the prospects and related developments of electric vehicles.

並列關鍵字

Information Asymmetry ； Agent-Based Modeling ； Prediction Market ； Market Efficiency ； Electric Vehicles ； Storage Batteries

參考文獻

英文文獻

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