摘要
复杂适应系统的基本思想认为系统的复杂性起源于其中个体的自适应性。该文借助Multi-agent的建模技术,对真实股市和投资者的行为进行合理的约简,设计出具有自适应能力的股民(agent),通过自适应股民的相互行为,从而构建一个虚拟的股票市场。最后对仿真的结果进行分析并展望了未来的研究方向。
Holland John put forward the theory of Complex adaptive system in1994;its basic idea is that complexity of system was originated from adaptability of individual among system.First,we predigest actual stock market reasonable.Then we construct adaptive agents possessing ability of self-study base on the modeling technology of Multi-Agent.Thus,model of stock market is constructed based on simple mutual behavior of adaptive agents successfully.Finally,we analyze the result of experiment and the prospect future research work.
出处
《计算机工程与应用》
CSCD
北大核心
2003年第25期26-28,共3页
Computer Engineering and Applications
基金
天津市自然科学基金(编号:023601411)
