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基于多agent的虚拟股市仿真研究
Study on Simulation of Virtual Stock Market Based on Multi-Agent
【摘要】 复杂适应系统的基本思想认为系统的复杂性起源于其中个体的自适应性。该文借助Multi-agent的建模技术,对真实股市和投资者的行为进行合理的约简,设计出具有自适应能力的股民(agent),通过自适应股民的相互行为,从而构建一个虚拟的股票市场。最后对仿真的结果进行分析并展望了未来的研究方向。
【Abstract】 Holland John put forward the theory of Complex adaptive system in1994;its basic idea is that complexity of system was originated from adaptability of individual among system.First,we predigest actual stock market reasonable.Then we construct adaptive agents possessing ability of self-study base on the modeling technology of Multi-Agent.Thus,model of stock market is constructed based on simple mutual behavior of adaptive agents successfully.Finally,we analyze the result of experiment and the prospect future research work.
【关键词】 复杂适应系统;
multi-agent;
虚拟股市;
【Key words】 Complex Adaptive System; Multi-Agent; Virtual Stock market;
【Key words】 Complex Adaptive System; Multi-Agent; Virtual Stock market;
【基金】 天津市自然科学基金(编号:023601411)
- 【文献出处】 计算机工程与应用 ,Computer Engineering and Applications , 编辑部邮箱 ,2003年25期
- 【分类号】TP391.9
- 【被引频次】36
- 【下载频次】259