基于从众行为的多agent人工股市建模与分析-modeling and analysis of multi - agent artificial stock market based on herd behavior.docxVIP

优秀毕业论文 精品参考文献资料 Abstract Stock market is a complex adaptive system. It can not meet the demand by only using pure mathematical theory of modeling method to study stock market. When Traditional Finance can not give reasonable explanations to some phenomenons which occurred in the financial market, Behavioral Finance has emerged. This theory can explain microscopic reasons of macroscopic phenomenons by studying and research investors cognitive psychology and behavior. In the 1990s, people try to use computer modeling method to simulate the reality economic system. And during this time, Santa Fe Institution has established an artificial stock market, which is the first organization founding the Computing Finance. Ten years later, American professor Holland putted forward a theory which is a Complex Adaptive System giving a new idea to help people further understanding the financial market. Beside, this is also a big leap in understanding movement and evolution of word. In addition, the theory of Adaption creates complexity has also become an important basic theory to build artificial finance market for humanity. Currently, previous studies of modeling artificial stock market have little considered the impact of investors psychological factors on investment decisions and the stock market. In this article, it firstly analyzes the complex adaptive system theory, Behavior Finance, imitation behavior, Muti-Agent modeling method and the Swarm platform which is a simulation platform. Secondly, it analyzes in details of modeling of Agent, stock, imitation behavior and environment of stock market. At last, it used Muti-Agent modeling method established an artificial stock market by imitation behavior theory on Swarm(Java) platform. The contribution of this article are as follows: First, this article used the imitation behavior in Behavioral Finance and Muti-Agent modeling method to established an artificial stock market. Second, considering the investor classification proble