摘要
金融市场是一个复杂适应系统.以复杂适应系统理论为立论基础与研究方法,以金融市场的建模与为立题背景,提出了基于Agent的计算金融学建模方法普适理论框架,将金融市场复杂适应系统看作是由系统中Agent机制不断地与环境中的资源机制、及其它Agent机制相互作用、相互聚集、层层构建而涌现出来的动态机制。并将这个普适理论框架应用到股票市场的建模与仿真中,以期使基于Agent的计算金融学建模方法普适理论框架成为一套完善的建模方法论,并能够为指导具体金融市场复杂适应系统的建模研究提供一定帮助。
Finance market is a complex adaptive system. Agent-Based Computational Finance modeling general methodology and problems relevant to the modeling of finance market from the basic views of complex adaptive systems theory were reseached. In the approach of Agent-Based Computational Finance Modeling, the finance market complex adaptive system was considered as emergent dynamic mechanism networks in which agents mechanism of system interacted ceaselessly with resource mechanism of environment and else agents mechanism, one another assemble and level upon levels construct. And this general methodology is applied to modeling and simulation of stock market, and the purpose is to make Agent-Based Computational Finance Modeling and Simulation become a perfect theory of modeling and simulation, which can instruct the research for finance market complex adaptive systems.
出处
《系统仿真学报》
EI
CAS
CSCD
北大核心
2008年第11期3004-3007,共4页
Journal of System Simulation
基金
国家自然科学基金项目(70472075)
上海市重点学科建设项目(T0502)
