ISSN 1008-2204
CN 11-3979/C
韩立岩, 夏 坤, 刘唯妮. 羊群行为的多主体仿真模型[J]. 北京航空航天大学学报社会科学版, 2007, 20(3): 10-14.
引用本文: 韩立岩, 夏 坤, 刘唯妮. 羊群行为的多主体仿真模型[J]. 北京航空航天大学学报社会科学版, 2007, 20(3): 10-14.
HAN Li-yan, XIA Kun, LIU Wei-ni. Multi-agent Simulation Model of Herding Behavior[J]. Journal of Beijing University of Aeronautics and Astronautics Social Sciences Edition, 2007, 20(3): 10-14.
Citation: HAN Li-yan, XIA Kun, LIU Wei-ni. Multi-agent Simulation Model of Herding Behavior[J]. Journal of Beijing University of Aeronautics and Astronautics Social Sciences Edition, 2007, 20(3): 10-14.

羊群行为的多主体仿真模型

Multi-agent Simulation Model of Herding Behavior

  • 摘要: 将复杂适应性理论的研究方法和成果引入到行为金融学理论的研究中。通过改进ASM模型, 构造了一个多主体的羊群行为仿真模型,并运用LSV方法测算了虚拟股票市场中的羊群行为 值。结果不仅验证了LSV方法的有效性,而且为羊群行为理论进一步的仿真研究奠定了基础 。

     

    Abstract: This article applies the method of CAS to study behavior finance. On the base of ASM model, we construct a multi-agent simulation model of herding behavior. We calculate the herding measure in the invented stock market by LSV method. The re sult not only proves the efficiency of LSV but also lays a foundation for the fo rward research of simulation on herding behavior.

     

/

返回文章
返回