基于元胞自动机的股市模拟及分析——投资者心理和股票交易量

Analysis and Simulation of Stock Market Based On Cellular Automata——investors′ choice psychology and stock′s trading amount

建立了描述投资者心理和股票交易量的元胞自动机模型.综合零邻居、Von Neumann和Moore三种邻居形式制定不同的规则,用模糊隶属度函数刻画投资者的选择心理.模拟结果表明:自信程度系数与绝对总交易量之间呈现稳定的"倒U形"结构;信息交流程度对股市活跃程度有影响;投资者数目对市场活跃程度起关键作用.

A cellular automata model is established on investors＇ choice psychology and stock＇s trading amount in this paper. Various principles are established synthesizing three types of neighbors, including non-neighbor, Von Neumann and Moore neighbor, describing investors＇ choice psychology with fuzzy membership function. The results of simulation show that there is stable inverted U shape between self-confidence coefficient and the absolute trading amount; the extent of information exchange has an impact on the dynamism of the stock market; the number of involved investors has a crucial effect on the dynamism of the stock market.