The cellular automaton model of investment behavior in the stock market
Wei, YM; Ying, SJ; Fan, Y; Wang, BH
发表期刊PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
关键词Cellular Automaton Complexity System Stock Market Investment Behavior
摘要The modeling theory and method using cellular automata are applied to the study on the complexity in the stock market. An evolution model based on cellular automaton for the investment behavior in the stock market is formulated. The simulation results and analyses of various states of the stock market show that investors' imitation degree and the macro factors are the key determinants to the stability of the stock market. We observed that more diversity in the investment views of agents and lower imitation among investors are in favor of the normal development of the stock market. (C) 2003 Elsevier Science B.V. All rights reserved.
2003
卷号325期号:40972页码:10,507-516
ISSN0378-4371
学科领域Physics ; Multidisciplinary
收录类别SCI
语种英语
WOS记录号WOS:000183909400015
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被引频次:33[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/190111/5227
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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Wei, YM,Ying, SJ,Fan, Y,et al. The cellular automaton model of investment behavior in the stock market[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2003,325(40972):10,507-516.
APA Wei, YM,Ying, SJ,Fan, Y,&Wang, BH.(2003).The cellular automaton model of investment behavior in the stock market.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,325(40972),10,507-516.
MLA Wei, YM,et al."The cellular automaton model of investment behavior in the stock market".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 325.40972(2003):10,507-516.
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