Based on the Macro Factors and Open Learnings Agent-Based Model
This paper made some modifications on traditional artificial stock market.It put forward traders adaptive learning mechanism,enabling traders to enhance their adaptability to new stock environment by continuous learning.Furthermore,the paper started with external reasons and brought in macrocosmic analysis model,making the artificial stock market closer to the real one.At the same time,validating the characteristics of changes in stock prices,we found they meet EMH basically and the returns took on obvious heavy tail distributions.One stock was selected to be stimulated and forecasted in our artificial stock market,which gained satisfying results.
component artificial stock market forecast stimulation heavy tail distributions macroscopic model
Wang Haiqi Zheng Peng Wu Lanjie
Department of Finance University of Finance & Economics Shanghai,China Department of computer science University of Finance & Economic Shanghai,China
国际会议
重庆
英文
662-666
2010-09-17（万方平台首次上网日期，不代表论文的发表时间）