金融系统多层复杂结构建模研究

Multi-layer complex structure modeling research for financial system

为了更好地分析金融复杂系统的微观行为,基于投资主体协同演化自适应理论,在单层结构模型基础上,提出了主体、介主体多层结构建模方法,构建了投资主体在外部环境约束下多层树型结构模型.通过对原型系统的可信性检验表明该模型对简单分类投资主体的金融系统微观行为演化过程具有较高的可信度,能够对层次化的金融系统微观主体行为进行有效仿真.为利用复杂系统自适应理论和基于主体仿真技术逐层研究金融系统投资主体行为复杂性提供了新的思路和方法.

In order to better analyze financial complex system microcosmic behavior, a kind of agent, meta-agents and multi-layer structure modeling method was proposed that based on the co-evolution adaptive theory of investment agent and single-layer structure model. A multi-layer tree structure model of investment agent was constructed under the external environment constraints in this paper. Simulation results from the credibility of the prototype system show that modeling method of investment agents in an uncomplicated classified financial system microcosmic behavior is effective. The paper provides some useful ideas and methods for applications of adaptive theory of complex system and studies of the investment agent behavior complexity that financial system based on the layer simulation of agent technology.