The cellular automaton model of investment behavior in the stock market
Wei, YM; Ying, SJ; Fan, Y; Wang, BH
2003
Source PublicationPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
ISSN0378-4371
Volume325Issue:40972Pages:10,507-516
AbstractThe 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.
KeywordCellular Automaton Complexity System Stock Market Investment Behavior
Subject AreaPhysics ; Multidisciplinary
Indexed BySCI
Language英语
WOS IDWOS:000183909400015
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Document Type期刊论文
Identifierhttp://ir.casisd.cn/handle/190111/5227
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
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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