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基于有限理性Agent的人工股票市场模型 被引量：2

Artificial Stock Market Model Based on Bounded Rational Agent
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摘要 从现实交易者的有限理性角度,描述了基于Agent的股票市场模型,研究设计了带有认知偏误的交易者Agent,分析了多Agent之间的相互关系,指出了心理因素在其中的重要作用。通过对连续双向拍卖交易收敛到竞争均衡过程的分析,发现了与有效市场假设相悖的结果。 From the bounded rationality perspective of traders,it is described the stock market model based on Agent. The trader Agent is designed with cognitive biases.The mutual relationship among multi-Agent is given,influenced by psychological factors.With converging to the competitive equilibrium in continuous double auction,it shows paradox results with efficient market hypothesis.
作者 姜继娇 杨乃定
机构地区 西北工业大学管理学院
出处 《计算机工程与应用》 CSCD 北大核心 2005年第35期4-6,9,共4页 Computer Engineering and Applications
基金 国家软科学研究计划项目(编号:2003DGS3B034) 西北工业大学博士论文创新基金项目(编号:CX200425)
关键词 行为金融 多智能体 人工股票市场 有限理性 behavioral finance, multi-Agent, artificial stock market, bounded rationality
分类号 F832.5 [经济管理—金融学]
  • 相关文献

参考文献14

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共引文献26

同被引文献28

  • 1陈晓红,刘剑.基于银行贷款下的中小企业信用行为的博弈分析[J].管理学报,2004,1(2):173-177. 被引量：22
  • 2李鹏亮.团体贷款发展态势及博弈分析[J].沈阳建筑大学学报（社会科学版）,2005,7(4):301-304. 被引量：6
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引证文献2

二级引证文献17

计算机工程与应用
2005年 第35期

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