摘要
本文介绍了现代金融学领域一个新兴分支———基于Agent计算实验金融学的理论基础、基本概念和研究内容。并以SantaFeInstitute的人工股票市场为例说明了它的建模方法 ;探讨了它与现代金融学中金融市场微观结构理论、行为金融学等其他新的研究分支之间的关系 ;阐述了它的研究现状及未来发展。
This article introduces a new branch in modern finance-the Agent-based Computational Experiment Finance. The author firstly presents its theoretical basis, its basic definition, and research content. Then taking Santa Fe Institute's artificial stock market for instance this article illustrates its modeling approach, discusses its relationship with some other new research branch in modern finance , such as the microstructure theory of the financial market , the behavior finance and then expounds its research status quo and future prospect.
出处
《现代财经（天津财经大学学报）》
CSSCI
2003年第1期3-7,16,共6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
项目编号 :79970 0 3 8
