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连续双拍卖市场交易过程的Swarm仿真研究
Research on Swarm-based Simulation for Trading Process of Capital Market
【摘要】 Swarm是圣塔菲研究所SFI推出的一套研究多主体的复杂适应系统的仿真建模的公共软件平台,被广泛运用于生态、经济、社会等系统以及博弈论等学科中,它可以为仿真调试、运行和结果分析工作提供标准化的工具包。该文分析了Swarm的理论基础———复杂适应系统理论以及利用Swarm进行建模仿真的一般思路和方法,然后,给出了连续双拍卖市场交易过程的仿真模型,分析了该模型结构,并且比较分析了仿真实验结果与理论结果,试图为研究和使用Swarm提供一条捷径,最后总结了目前SWARM的应用状况。
【Abstract】 Swarm,which was introduced by SFI graduate school,is a multi-agent public software platform for the simulation of complex adaptive system(CAS).Now it is widely applied to many subjects such as ecology,economy,society and game,and is a standard toolkit for simulating,modeling,and analyzing in CAS. In this paper we first analyze Swarms theory——CAS,and then give out the general procedure of constructing model with it.Moreover,we design a model for the trading process of Continual Double Auction market,analyze the structure of this model,and comparatively analyze the result of the simulation and the theory,which will give a short cut for using Swarm.At last we summarize the application status at present.
- 【文献出处】 计算机仿真 ,Computer Simulation , 编辑部邮箱 ,2005年10期
- 【分类号】TP391.9
- 【被引频次】9
- 【下载频次】365