人工股票市场

自从1987年Holland和Arthur在圣塔菲研究所开创了人工股票市场研究领域和1994年Palmer建立了第一个人工股票市场以来，众多的学者从不同的角度开始从事人工股票市场的研究。

Since the initial works about artificial stock market are proposed by Holland and Arthur in Santa Fe in 1987 , and the first stock market structured by Palmer in 1994 , more and more scholars have begun to study on the artificial stock market from different point of view .

本文采用计算实验方法，构建人工股票市场和人工股指期货市场，从典型投资者角度出发，考察在跨市场环境下各类典型投资者对市场风险的影响。

The computational and experimental method is used to construct artificial stock market and artificial stock index futures market in this paper .

基于Agent的人工股票市场构建及其仿真研究

The Constructing of Agent-based Stock Market and Its Studying of Stimulation

人工股票市场中包括能实现其各种功能所必需的参数，这些参数是相互联系的。

The artificial financial market includes necessary parameters that are interdependent to implement functions .

这样在人工股票市场中，就有可能研究金融市场涌现出的混沌动力学特征的形成机理，找出导致混沌现象发生的某些关键因素。

In this way we can study mechanism of a financial market to come into being chaos and find out key factors that lead to chaos .

该人工股票市场以事件驱动，市场的出清机制和价格形成机制均由供求关系决定。

The artificial stock market is driven by the special events and rules for market clearing and prices forming are determined by supply and demand of assets .

本文分析了复杂适应理论、基于智能的人工股票市场方法和基于人工股票市场的混沌控制方法。

This paper analyzes the complex adaptive theory , the intelligent artificial stock market method based and the chaos controlling method based on an artificial stock market .

本文以圣塔菲研究所的人工股票市场为基础构建了基于交易者社会学习机制的人工股票市场。

In this paper , a new artificial stock market ( ASM ) in which investors have the ability of social learning is built , based on Santa Fe Institute artificial stock market .

这是本文下面寻找中国股票市场产生混沌动力学特征的内部因素的前提。接着，构建了具有中国特色的人工股票市场。

This conclusion is a precondition to find intrinsic factors of chaotic dynamical characteristics of Chinese stock market in the following text . Thirdly , we create an artificial stock market with Chinese characteristics .

应用多智能体稳定性理论，研究了人工股票市场的稳定性问题。

Moreover , divide of multi-agents system is studied by adding several ' control agents ' . 3 . Based on stability theory in multi-agent system , stability in artificial stock market ( ASM ) is studied .

首先，利用人工市场对股票市场的微观结构的研究，拓宽了研究的内容，使得研究工作的进行不再依赖于理性预期的假说，也可以研究市场的非理性表现。

Firstly , the artificial stock market methods make the study about stock market no more dependent on the rational expectation .