Study of The Trading Behavior on Agent-Based System Simulation

摘要：

In this paper, an artificial stock market based on Agent is built combined with system simulation technology. The heterogeneous investors will evolve and adapt to the environment through social learning in the artificial stock market. Public rule set is composed of the trading rule of each investor. And the public rule set evolves by genetic algorithm. This paper analyzes and researches the impact of social learning in the different learning speeds on financial market and micro-level investor.

作者: Da REN Yue ZHANG

作者单位: Department of Management and Economics, University of Tianjin, Tianjin, China

会议类型: 国际会议

会议名称: 2011 IEEE 18th International Conference on Industrial Engineering and Engineering Management(2011 IEEE 第十八届工业工程与工程管理国际会议 IEEM2011)

会议地点: 长春

会议语种:英文

页码: 1773-1776

在线出版日期: 2011-09-03（万方平台首次上网日期，不代表论文的发表时间）