规划识别在股票市场中融资行为的研究

Studying financing behavior in stock market with plan recognition

规划识别是一种属于心理学和人工智能的交叉学科,能从观察到的某一智能体的动作出发,推导出该智能体规划的过程。将该方法运用到股市中去,通过分析数据并且结合投资者的心理,使投资者做出合理的融资行为。文章提出了由三层模型组成的基于规划识别的融资行为分析算法,在第一层中引入马尔科夫链去预测智能体的行为概率,在第二层中构建规划识别图,进一步预测行为概率,在第三层对智能体的行为进行规划。该算法通过实例进行了验证。

Plan recognition is an interdisciplinary subject of psychology and artificial intelligence.It can deduce the planning process of an agent from the observed actions.Applying this method to the stock market can help investors to make reasonable financing behavior by analyzing the data and combining with the psychology of investors.In this paper,a plan recognition based financing behavior analysis algorithm composed of a three-tier model is proposed.In the first layer Markov chain is introduced to predict the behavior probability of the agent,in the second layer plan identification graph is constructed to further predict the behavior probability,and in the third layer the agent's behavior planning is carried out.The algorithm is verified by an example.