羊群行为的多主体仿真模型

详细信息

Multi-agent Simulation Model of Herding Behavior

School of Economics and Mnanagement, Beijing University of Aeronautics and Ast ronautics, Beijing 100083, China

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。
- 羊群行为 /
- 经济仿真 /
- CAS理论 /
- ASM模型 /
- LSV方法
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.
- herding behavior /
- economic simulation /
- CAS theory /
- ASM model /
- LSV method

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