人工股票市场中的异质行为与直接相互作用

2015 International Conference on Computational Science and Computational Intelligence (CSCI) Pub Date : 2015-12-07 DOI:10.1109/CSCI.2015.66

Talal Alsulaiman, K. Khashanah

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引用次数: 0

摘要

在本文中，我们通过开发一个基于代理的市场来探索股票价格随时间的动态。发达的人工市场是由具有各种行为和交易策略的异质代理人组成的。发达市场具有直接互动的性质。环境以网络结构的形式存在，即表现为无标度网络。信息将通过连接它们的链接在代理之间流动。该模型对标准普尔500指数的经验观察结果进行了拟合优度检验。此外，还研究了不同药剂类型增加种群规模的效果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Heterogeneous Behaviors and Direct Interactions in Artificial Stock Markets

In this paper, we explore the dynamic of stock prices over time by developing an agent-based market. The developed artificial market is comprised of heterogeneous agents occupied with various behaviors and trading strategies. The developed market has property of direct interaction. The environment takes the form of network structure namely, it manifests as a scale-free network. The information will flow between the agents through the linkages that connect them. The model is subjected to testing for goodness of fit to the empirical observations of the S&P500. Furthermore, the effect of increasing the population size of various agent types is investigated.

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2015 International Conference on Computational Science and Computational Intelligence (CSCI)

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