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Author:

翟东升 (翟东升.) (Scholars:翟东升) | 刘晓庆 (刘晓庆.)

Indexed by:

CQVIP PKU CSSCI

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.

Keyword:

Supergame CDA ZIP 资本市场 预测均衡模型 Agent

Author Community:

  • [ 1 ] [翟东升]北京工业大学
  • [ 2 ] [刘晓庆]北京工业大学

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Source :

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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