跨期决策中动态不一致性程度研究

doi:10.12068/j.issn.1005-3026.2015.05.031

东北大学学报:自然科学版 ›› 2015, Vol. 36 ›› Issue (5): 753-756.DOI: 10.12068/j.issn.1005-3026.2015.05.031

跨期决策中动态不一致性程度研究

陆阳，庄新田

(东北大学工商管理学院，辽宁沈阳110819)

收稿日期:2014-03-28 修回日期:2014-03-28 出版日期:2015-05-15 发布日期:2014-11-07
通讯作者: 陆阳
作者简介:陆阳(1978-)，男，辽宁沈阳人，东北大学讲师，博士; 庄新田(1956-)，男，吉林四平人，东北大学教授，博士生导师.
基金资助:
国家自然科学基金资助项目(71171042)；中央高校基本科研业务费专项资金资助项目(N140604007).

Research on the Degree of Dynamic Inconsistency in Intertemporal Decision Making

LU Yang， ZHUANG Xin-tian

School of Business Administration， Northeastern University， Shenyang 110819， China.

Received:2014-03-28 Revised:2014-03-28 Online:2015-05-15 Published:2014-11-07
Contact: LU Yang
About author:-
Supported by:
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摘要/Abstract

摘要： 通过对本科生和MBA学生分别进行跨期决策实验，估计各跨期选择模型(指数函数、简单双曲线、拟双曲线和q指数函数)的参数及拟合度AICc.同时还比较了两种测量动态不一致程度的方法.结果发现:无论实验对象是否有工作经验，使用q指数函数的贴现模型总能产生最小的AICc值，因此是最优模型；基于对数时间理论的测量方法捕获了动态不一致性的本质，是测量动态不一致性程度的最优方法.

关键词: 动态不一致性, 跨期决策, 经济物理学, 对数时间理论

Abstract: The parameters and AICc (Akaike information criterion with small sample correction) of intertemporal choice models (exponential， simple hyperbolic， quasi hyperbolic and q-exponential) for undergraduate students and MBA students were estimated respectively. Meanwhile， two methods indicating the degree of inconsistency were compared. The results showed that the q-exponential discount model always generates the minimum AICc value regardless of working experience， and it is thus regarded as the optimal discount model; the method based on the logarithmic time-perception theory captures the essence of dynamic inconsistency， and it thus serves as the optimal approach to measure the degree of dynamic inconsistency.

Key words: dynamic inconsistency, intertemporal decision making, econophysics, logarithmic time-perception theory

中图分类号:

F830

陆阳，庄新田. 跨期决策中动态不一致性程度研究[J]. 东北大学学报:自然科学版, 2015, 36(5): 753-756.

LU Yang， ZHUANG Xin-tian. Research on the Degree of Dynamic Inconsistency in Intertemporal Decision Making[J]. Journal of Northeastern University Natural Science, 2015, 36(5): 753-756.

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跨期决策中动态不一致性程度研究

Research on the Degree of Dynamic Inconsistency in Intertemporal Decision Making

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