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.
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.
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.
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