| Summary: | 碩士 === 長庚大學 === 工商管理學系 === 102 === In this study, an agent-based model is applied to the exchange rate market, get rid of past literature observe only a single investment strategy of the foreign exchange market phenomenon, this study will examine the market increased to two, namely the yen / dollar exchange rate market and the yuan / dollar exchange rate market. In this study, agents are divided into two categories, fundamentalist and chartist, of which fundamentalist such as is the study of the two markets, so our study then add variables into triangular arbitrage to let an agent-based model is more complete.
Empirical aspects, the use of an agent-based model parameter estimation, and to estimate the parameters of an agent's behavior was observed and market dynamics. By analyzing the results, both in the yen / dollar exchange rate market or yuan / dollar exchange rate market, the use of chartist analysis strategy than the majority.
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