基于Agent计算金融的计算机仿真研究综述.pdfVIP

24 02 2007 02 : 1006 - 9348( 2007) 02 - 0262 - 04 Agent 1 2 袁毅贤 , 梁莹 ( 1. , 310028; 2. , 610074) : , , , A gen t A gent, A gen t , , , : ; ; ; : TP301 : A Overviw ofAgentBased ComputationalFinance 1 2 YUAN Y i- x ian , L ANG Y ing ( 1. Co lleg e of C om pute r Sc ience, Z hej iang U nv iersity, H ang zhou Zhej iang 3 10028, Ch ina; 2. S choo l of F inance, Sou thW e stern U n iversity of F inance and Econom ics, Chengdu S ichuan 610074, Ch ina) ABSTRACT: Com pared w ith the bo ttom up approach used in agent - based com pu tationa l finance, trad itiona l finance em phasizes particu la rly on the equ ilibr ium of the who le m a rkets, wh ile igno r ing the a ction of ind iv iduals, espec ially the interac tion betw een the indiv idua l and env ironm ent. A gent- ba sed com pu tationa l finance is a new m e thod fo r smi u lating actua l financ ia lm arket. F irstly, th is paper concen trates on the cha racte r of com p lex ity in finance m arke t and ana ly ses the disadv an tages of tradit iona l finance compa red w ith th is smi u la tion appro ach. By survey ing resea rch on agent- based m ode ls in finance, th is paper illum inates the m a in aspec ts of des ign ing agent - ba sed a rtific ial financ ia lm arket as w e ll as som e no ticeable issues in the process of designing it. F ina lly, based on the conc lu sions of the adv an tages of agent- based computa tiona l finance as w e ll as its drawbacks, th is pape r g ives the prospec t in th is resea rch fie ld. K