The Simulation Application of Financial Market Model on Shanghai Stock Market

摘要：

　　This paper proposes a new market model according to the mechanism of asset pricing in financial market.The model was developed in which the bargainers are divided into retail bargainer and institutional bargainer.The paper takes a proof test for the capability of financial market model in pricing process simulation and prediction.During the test,15 stocks and their history were selected to compose a small market system for simulation.Result of the test showed that the financial market model fits financial market pricing process exactly.It also demonstrated that the model has capability of prediction in short term.

关键词： Financial market model system simulation fitting prediction

作者: Xingchen Zheng

作者单位: Financial research institute of DRC Beijing,China

会议类型: 国际会议

会议名称: 2013复杂管理系统建模与仿真国际研讨会(International Symposium on Modeling and Simulation of Complex Management Systems)ISMSCS-2013

会议地点: 深圳

会议语种:英文

页码: 79-81

在线出版日期: 2013-06-01（万方平台首次上网日期，不代表论文的发表时间）