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基于ACF的行为金融研究局限及未来研究方向 被引量：5

The Limit of Research on Behavior Finance with Agent-based Computational Financeand its Research Direction in Future
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摘要 本文对行为金融(behavioral finance,BF)研究中新兴的基于Agent的计算金融(agent-based compu-tational finance,ACF)方法做出综述。指出BF研究面临的局限,介绍了ACF方法的相关内容,分类列举该领域中的代表示例,并展现其研究特点,最后阐述现有缺陷和未来研究方向。 This paper summarizes some recent studies in behavioral finance （BF） with agent-based computational finance （ACF）. Based on the analysis of the intrinsic difficulties faced with BF studies, related advantages of ACF are illuminated briefly. Next, several representative examples in different aspects are enumerated to exhibit the characteristics of the behavioral finance studies with ACF. Finally, some limitations of the approach and the potential fields to study in future are indicated.
作者 张维 赵帅特
机构地区 天津大学管理学院
出处 《现代财经（天津财经大学学报）》 CSSCI 北大核心 2008年第10期9-13,共5页 Modern Finance and Economics：Journal of Tianjin University of Finance and Economics
基金 国家自然科学基金资助项目(70471062)
关键词 AGENT 行为金融 金融市场 仿真 实验 Agent Behavioral Finance Financial Market Simulation Experiment
分类号 F235.3 [经济管理—会计学]
  • 相关文献

参考文献27

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共引文献101

同被引文献70

  • 1王美今,孙建军.中国股市收益、收益波动与投资者情绪[J].经济研究,2004,39(10):75-83. 被引量：428
  • 2高宝俊,宣慧玉,李璐.基于Agent的连续竞价股票市场仿真研究[J].管理评论,2005,17(6):3-7. 被引量：14
  • 3杨春霞,王杰,周涛,刘隽,许旻,周佩玲,汪秉宏.基于自组织逾渗的金融市场模型[J].科学通报,2005,50(20):2309-2313. 被引量：7
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引证文献5

二级引证文献58

现代财经（天津财经大学学报）
2008年 第10期

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