摘要
在建立了基于元胞自动机的股票市场仿真模型的基础上,运用分形结构特征变量和稳定性变量来刻画股票市场的复杂性特征,考察了投资者从众行为这一投资心理与市场复杂性特征变量的相关关系.在股票市场稳定性特征中提出了离散度概念,用于度量市场的稳定性.研究表明,股票市场的复杂性特征变量与投资者心理存在着明显的相关关系.
After the cellular automata based model of stock market having been formulated, variables reflecting fractal and stability are introduced to describe complexity in stock market, and relativity between investor's imitation degree and market complexity are investigated. Discrete level is put forward to scale the market stability. The results show that there is a obvious correlation between investor's imitation degree and market complexity.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2003年第12期18-24,31,共8页
Systems Engineering-Theory & Practice
基金
中国科学院自然科学与社会科学交叉研究中心资助
国家重点基础研究发展规划项目(973计划专项经费)
国家自然科学基金(70371064
19932020
19974039
70271070)
中国加拿大大学与工业联合基金(CCUIPP-NSFC70142005)
