人工股票市场建模中基于机制的Agent模型研究

Mechanism Based Agent Model Frame In Artificial Stock Markets Modeling

在基于Agent人工股票市场建模中,如何使Agent能够具有自适应性的学习与进化性,已经成为人工股票市场建模中的一个很重要的研究内容。本文在研究传统Agent结构的基础上,试图从一个从全新的角度看待Agent的的适应与进化属性,并将Agent的概念进一步引申和扩展,引入了机制的概念,将Agent看作是由其内部的基本机制相互作用而动态构建的机制,并详细阐述了基于机制的Agent建模框架及其具体的实现。

Research on Agent frame is very important in Agent based artificial stock markets modeling. This paper summarize re-search harvest of Agent frame,and the concept of agent was extend from adaption and evolution of agent.Concept of mechanism was import.And it considers mechanism as emergent pattern of finance market complex adaptive systems.And Mechanism Based Agent model Frame and mechanism class is expatiate in this paper.