Traditional cheaptalk game model with homogeneous information sources provided a con clusion that dishonest information sources will not be identified if he changes strategy stochastically. In this paper, the authors ...Traditional cheaptalk game model with homogeneous information sources provided a con clusion that dishonest information sources will not be identified if he changes strategy stochastically. In this paper, the authors incorporate different information diffusion networks and heterogeneous in formation sources into an agentbased artificial stock market. The obtained results are different with traditional results that identification ability of uninformed agents has been highly improved with diffu sion networks and heterogeneous information sources. Additionally, the authors find uninformed agents can improve identification ability only if there exists a sufficient number of heterogeneous information sources in stock market.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.71131007,71271144,and 71271145the New Century Excellent Talents Supporting Program by Ministry of Education under Grant No.NECT-10-0626the Innovative Research Team in University Supporting Program by Ministry of Education under Grant No.IRT 1208
文摘Traditional cheaptalk game model with homogeneous information sources provided a con clusion that dishonest information sources will not be identified if he changes strategy stochastically. In this paper, the authors incorporate different information diffusion networks and heterogeneous in formation sources into an agentbased artificial stock market. The obtained results are different with traditional results that identification ability of uninformed agents has been highly improved with diffu sion networks and heterogeneous information sources. Additionally, the authors find uninformed agents can improve identification ability only if there exists a sufficient number of heterogeneous information sources in stock market.
