意见形成的进化模型

Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001 Pub Date : 2001-10-30 DOI:10.1109/ICCIMA.2001.970443

T. Kaizoji, T. Suzudo

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引用次数: 0

摘要

我们讨论了在几乎所有金融市场的对数回报中观察到的程式化事实。我们特别考虑了股票市场中集体意见形成的交互代理模型。为此目的。采用了二维伊辛模型。通过对模型的评价，提出了提高仿真精度需要注意的问题。

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Evolutionary model of opinion formation

We discuss the stylized facts which are observed in the log return of almost all financial markets. We especially consider an interacting agent model of collective opinion formation in a stock market. For this purpose. a two-dimensional Ising model has been applied. The evaluation of the model suggested some key points to improve simulation precision.

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来源期刊

Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001

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