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
2009
Source PublicationCOMPUTERS & INDUSTRIAL ENGINEERING
ISSN0360-8352
Volume56Issue:1Pages:7,63-69
AbstractIn 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.
KeywordCellular Automata Complexity Hurst Exponent Discrete Level Investor Psychology
Subject AreaComputer Science ; Industrial ; Interdisciplinary Applications ; Engineering
Indexed BySCI
Language英语
WOS IDWOS:000262599000008
Citation statistics
Cited Times:18[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.casisd.cn/handle/190111/4664
Collection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)
Recommended Citation
GB/T 7714
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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