英文标题：
《Exploring Narrative Economics: An Agent-Based-Modeling Platform that
  Integrates Automated Traders with Opinion Dynamics》
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作者：
Kenneth Lomas and Dave Cliff
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最新提交年份：
2020
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英文摘要：
  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
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中文摘要：
诺贝尔奖得主罗伯特·希勒（Robert Shiller）自2017年以来引入并发展了叙事经济学的思想，试图解释现实世界经济中那些在通过常规手段进行分析时难以理解的方面。在叙事经济学中，可观察到的经济因素，如资产市场的价格动态，在很大程度上被解释为听到、讲述的叙事（即故事）的结果，并被这些市场的参与者所相信。Shiller认为，其他非理性且难以解释的行为，比如投资者参与高度波动的加密货币市场，最好用叙事的方式来解释和理解：人们投资是因为他们相信，因为他们对资产的未来前景有真心实意的意见，他们向自己和他人讲述关于这些信仰和观点的故事（叙事）。在本文中，我们描述了据我们所知，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。我们通过整合和综合之前两个独立领域的研究创造了这一点：观点动力学（OD）和基于代理的计算经济学（ACE），其形式是在精确建模的金融市场中操作的最小智能交易员代理。我们在这里首次展示了OD和ACE中建立了多久的模型可以结合在一起，以便对叙事经济学中的问题进行实验研究，并展示了我们系统的初步结果。我们的模拟平台的程序代码已在GitHub上作为免费的开源软件发布，以使其他研究人员能够复制和扩展我们的工作
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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一级分类：Computer Science        计算机科学
二级分类：Computational Engineering, Finance, and Science        计算工程、金融和科学
分类描述：Covers applications of computer science to the mathematical modeling of complex systems in the fields of science, engineering, and finance. Papers here are interdisciplinary and applications-oriented, focusing on techniques and tools that enable challenging computational simulations to be performed, for which the use of supercomputers or distributed computing platforms is often required. Includes material in ACM Subject Classes J.2, J.3, and J.4 (economics).
涵盖了计算机科学在科学、工程和金融领域复杂系统的数学建模中的应用。这里的论文是跨学科和面向应用的，集中在技术和工具，使挑战性的计算模拟能够执行，其中往往需要使用超级计算机或分布式计算平台。包括ACM学科课程J.2、J.3和J.4（经济学）中的材料。
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一级分类：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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