摘要
本文用元胞自动机作为复杂系统的研究工具,在己有的关于股票市场演化的基本模型基础上,建立了基于投资分析的股票市场演化模型,并对以从众行为规则作为模型的底层平台作了进一步的阐述。本文以兖州煤业股票市场为例开展了应用研究,现实市场与虚拟市场中的分形维的比较分析,反映演化模型与现实市场的吻合程度已经从总体上达到了较高的水平,表明投资分析技术能合理地体现在股票市场的元胞自动机模型中,为深入探索股票市场的复杂性提供了一种有效工具。
In this paper, the Cellular Automaton is taken as a tool to study complex system, and it is used to formulate a cellular automaton model for evolving stimulation in stock markets, which integrates with investment analysis on the basis of our previously developed CA model. In addition, this model is illustrated through a case study on the stock of Yingzhou Mineral Corporation. The comparisons of fractal dimension between real market and virtual market based on the model show that this model could better describe the real market and the investment analysis could be effectively integrated into the CA base model. This model provides an effective tool for exploring the complexity in stock markets.
出处
《管理评论》
2004年第11期4-9,共6页
Management Review
基金
国家自然科学基金资助(70371064
70425001)
