The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model
Fan, Y; Ying, SJ; Wang, BH; Wei, YM
发表期刊COMPUTERS & INDUSTRIAL ENGINEERING
关键词Cellular Automata Complexity Hurst Exponent Discrete Level Investor Psychology
摘要In this paper, using a developed cellular automaton model of the stock market. variables reflecting fractal and stability properties are introduced to describe complexity in the stock market: the concept of discrete level is defined to characterize market stability. Based on the model, the dependency of market complexity on the investors' imitation degree is investigated. The results show a clear correlation between investors' imitation degree and complexity of the stock market. (C) 2008 Elsevier Ltd. All rights reserved.
2009
卷号56期号:1页码:7,63-69
ISSN0360-8352
学科领域Computer Science ; Industrial ; Interdisciplinary Applications ; Engineering
收录类别SCI
语种英语
WOS记录号WOS:000262599000008
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被引频次:18[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符http://ir.casisd.cn/handle/190111/4664
专题中国科学院科技政策与管理科学研究所(1985年6月-2015年12月)
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Fan, Y,Ying, SJ,Wang, BH,et al. The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model[J]. COMPUTERS & INDUSTRIAL ENGINEERING,2009,56(1):7,63-69.
APA Fan, Y,Ying, SJ,Wang, BH,&Wei, YM.(2009).The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model.COMPUTERS & INDUSTRIAL ENGINEERING,56(1),7,63-69.
MLA Fan, Y,et al."The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model".COMPUTERS & INDUSTRIAL ENGINEERING 56.1(2009):7,63-69.
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