摘要
为了研究股票价格在宏观上的变化趋势以及产生这些变化的主要因素。提出了一种新的基于元胞自动机的模型分析股票价格宏观变化,构建了新的股票价格变化规则以及新的股票交易量的变化模型,假设了两大类影响股票价格宏观变化趋势的因素,同时也细化了股票交易量的函数。模拟了当影响因素都利好,影响因素都利空以及影响因素利好利空交替出现的情况下,股票价格在宏观上的变化情况。仿真结果在一定程度上模拟了股票价格的宏观变化情况和股票价格变化的波动聚集性,说明了假设的两大类因素的合理性以及演化模型的正确性。
This paper, discussed the trend of the stock price and the factors that cause its fluctuation. A new cellular automaton model was brought forward to simulate the factors influencing the trend of stock price by designing a new evolutionary method. In this model, two kinds of factors influencing the macro trend of stock price were hypothe- sized, meanwhile, the stock transaction quantity function was also defined. Using MATLAB, simulations were done with three factor situations: all beneficial, all harmful, alternating between beneficial and harmful. The result reflected the macro trend of stock price and the price' s fiutuation aggregate. So it showed that the two kinds of influencing factors are reasonable and the evolutionary model is right.
出处
《计算机仿真》
CSCD
北大核心
2009年第7期298-301,共4页
Computer Simulation
基金
国家自然科学基金资助项目(60373071)
上海市重点学科建设项目资助(J50103)
关键词
股票市场
元胞自动机
邻居形式
宏观因素
微观因素
Stock markets
Cellular automata
Neighborhood pattern
Macro factor
Micro factor