摘要
在原始双人智猪博弈模型的基础之上,引入惩罚因子和反省机制,提出了一个N人扩展智猪博弈模型.由于在现实的金融市场中经纪人的能力存在差别,因此将N人扩展智猪博弈与羊群模型相结合,提出了一个带有智猪博弈的羊群模型,使得当经纪人做决策时并不是单一地选择跟随.最后,对该模型进行了实验仿真,实验结果表明:带有智猪博弈的羊群模型能较好得反应金融市场的行为和特性.
In this paper,the penalty factors and reflection mechanism is introduced and an Nperson Boxed Pigs model on the basis of the original Boxed Pigs is proposed.In fact,different agents in real financial markets may have different abilities.The article puts forward a model which is called herding model with the boxed pigs,combining the N-person Boxed Pigs model and the herding model.It gives the agents more choices while they make decisions.Finally,the model is simulated.The experiments show that the behaviors and characteristics of financial markets can be better reflected by the herding model with Boxed pig.
出处
《浙江工业大学学报》
CAS
北大核心
2016年第2期231-236,共6页
Journal of Zhejiang University of Technology
基金
浙江省自然科学基金资助项目(LQ16A010008)
关键词
智猪博弈
羊群模型
惩罚因子
反省机制
boxed pigs
herding model
penalty factor
reflection mechanism
