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A Heterogeneous Agent Herding Model with Time and Space Effect 被引量:1

A Heterogeneous Agent Herding Model with Time and Space Effect
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摘要 我们建议一个异构的代理人 herding 模型,代理人在聚类处于活跃或不活跃的状态。当代理人簇处于活跃状态时,他们趋于买 ors 厄尔。处于活跃状态,当二异构的代理人簇遇到对方时,交换可以发生,并且当二同类的代理人簇相遇时,他们可以合并进更大的。成功的交换的比率或合并取决于二个参数:即可靠性 h,在交往的代理人反映可信的度聚类,是空间市场,和反应度 q 完成,反映到当前的行动的以前的做贸易的影响,是市场的时间效果。当调节可靠性和对一些特定的价值的反应的度时,我们的数字计算证明模型的动力学很近展出某行为到真实市场。 We propose a heterogeneous agent herding model, in which the agent clusters are in active or inactive states. When agent clusters are in active states, they tend to buy or sell. In active states, an exchange may occur when two heterogeneous agent clusters encounter each other, and they may merge into a bigger one when two homogeneous agent clusters meet. The ratio of successful exchange or merging depends on two parameters: i.e. the reliability κ, reflecting the credible degree in the interacting agent clusters, being the space effect of the market, and the response degree q, reflecting the influence of the former trading to the current action, being the time effect of the market. Our numerical calculation shows that the dynamics of the model exhibits some behaviour very close to real markets when tuning the reliability and the degree of reaction to some specific values.
作者 董林荣
出处 《Chinese Physics Letters》 SCIE CAS CSCD 2006年第10期2871-2873,共3页 中国物理快报(英文版)
关键词 相效应 均匀代理簇 空间效应 可靠性 FINANCIAL-MARKETS FEEDBACK LAW
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参考文献14

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