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Abstract:
资本市场是复杂自适应系统.面对资本市场的复杂性,人们引入了Agent的概念,在资本市场中Agent就是投资者.本文从两个方面讨论了资本市场的建模,一是从整个市场机制出发,讨论了与之类似的CDA市场及其中的ZIP交易者交易模型;二是从单个Agent的决策制定的角度出发,讨论了基于超对策理论的Agent的决策制定模型.
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统计与决策
ISSN: 1002-6487
Year: 2005
Issue: 2
Page: 14-16
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count: 4
Chinese Cited Count:
30 Days PV: 12
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