计算金融

  • 网络computational finance;Computing Finance;Computational Science
计算金融计算金融
  1. 基于Agent的计算金融是一种新的研究金融市场行为的工具。

    Agent-based computational finance is a new method for simulating actual financial market .

  2. 基于agent的计算金融中agent的适应性模型

    The Model of Agent Adaptation for Agent-based Computational Finance

  3. 本文对计算金融学的基于Agent金融市场仿真研究方法作进行了综合评述。

    This paper comment agent-based financial simulation market research .

  4. 上世纪80年代以来,基于Agent的计算金融学提出:社会经济系统的各种复杂性来源于经济系统中个体(Agent)的适应性行为。

    Since the eighties , the agent-based finance points out that various kinds of complexity of the social economic system stem from the individual 's adaptability exchange behavior .

  5. 因此,本文在计算金融资产总量的口径中包括了国外资产,在计算类似FIR等指标时也做了相应处理。

    Therefore , foreign assets are involved in the calculating caliber of total financial assets in this text . Also are indicators like FIR well-processed .

  6. 在有关基于agent计算金融的研究中,主要强调agent的学习进化机制,却忽略了对agent使用相应学习机制的内在原因&agent不同适应属性的研究。

    Many current studies on agent-based computational finance focuses on learning and evolution . However , they ignore the intrinsic cause of agent learning-agent adaptation . The paper proposes a hiberarchy framework of agent adaptation based on agent behavior model .

  7. 初步研究了用Bayes估计计算金融风险值VaR,同时阐明了运用极值理论方法在Bayes估计下的金融风险值计算。

    The paper considers how to calculate VaR ( Value at Risk ) by using Bayes estimation , and analyze to use method of Extreme Value Theory calculate VaR when we use Bayes estimation .

  8. 本文通过理论推导,得到一套标准的计算金融资产VaR的方法,并且对金融资产间相互影响关系得到定量的理论分析结果。

    This text derives through the theory to get a set of standards method of financial assets VaR alone of calculation , and receive the quantitative theory analysis result to the relation of influencing among the financial assets .

  9. 目前,许多国家中央银行和金融机构组织均开始计算金融条件指数。

    Lately , many center banks and financial organizations all construct financial conditions index in some countries .

  10. 为了克服以上困难,本文借鉴行为金融学和实验金融学的研究成果,采取了一条新近流行的研究思路,即采用西方近十几年来发展迅速的计算金融学方法,进行模拟仿真研究。

    In order to overcome these difficulties , this paper takes a new research method , namely computational finance developed last 20 years , to do simulation study .

  11. 例如,卡耐基梅隆大学就说,他们的计算金融硕士项目的申请者到目前为止已经增长了21%,去年这个数字是48%。

    Carnegie Mellon university , for example , reports a21 % increase in applications for its computational-finance master 's so far this year , after a48 % jump last year .

  12. 首先,介绍了计算金融学和混沌理论,并分析了传统建模方法和混沌控制方法的缺陷。

    And then we study chaotic dynamical characteristics and intrinsic rules of Chinese financial market by experimenting . Firstly , we introduce computational finance and chaos theories , and analyze limitations of traditional modeling and controlling methods .

  13. 在经济增长和金融发展关系研究的国内文献中,涉及计算金融资产总量时,很少有将国外资产囊括进来,随着我国国外资产总量的增大,这一部分已经不能被简单的忽略处理。

    Involving the calculation of the total amount of financial assets , foreign assets can hardly be available among Literatures of domestic study in this field . With the rapidly increasing of foreign assets , this part has been unable to be ignored simply .

  14. 本研究较之经典计算实验金融方法,更加强调Agent源于认知偏差的非理性,也更加突出Agent预测范式的差异。

    This research emphasizes much more Agent 's irrationality rooted cognitive biases and the difference of forecast normal formulas than the classical method on Computational Finance .

  15. 本文首先介绍了中国房地产周期与金融稳定的概况,然后利用层次分析法计算出金融稳定综合指数,最后利用房地产周期与金融稳定综合指数两个变量建立VAR模型,方差分解来进行实证分析。

    This paper introduces general situation of the real estate cycle and financial stability , and then calculates financial stability index by AHP , finally this paper uses the real estate cycle index and financial stability index to establish the VAR model , variance decomposition .

  16. 本文运用计算实验金融的相关理论和Agent-based建模方法研究股指期货市场投资者结构对于市场流动性的影响,特别是噪音交易者的比例与市场流动性间的关系。

    This paper , based on Artificial Stock Index Futures Market ( U-Mart ) and Agent-based model method , researches the impact of investor structure to the market liquidity , especially the relationship of the proportion of noise trader and the market liquidity .

  17. 应用云计算的金融市场数据解决方案:用于混合云。

    Cloud-enabled financial market data solution : For a hybrid cloud .

  18. 基于计算实验金融的典型股票收益异象定价研究

    Asset Pricing Research on Some Classical Stock Return Anomalies with Agent-based Computational Finance

  19. 这种计算实验金融学将为金融市场的研究人员和风险管理人员提供一个有价值的理论支撑和切实可行的方法。

    This computational experimental finance will provide a valuable theory support and a feasible method for finance researchers and risk managers .

  20. 行为金融学和计算实验金融的出现为股票市场的研究提供了新的思路和手段。

    The appearance of Behavioral Finance and Agent-based Computational Finance provides new thoughts and methodologies for the research on the stock market .

  21. 而近年来兴起的计算实验金融学为信贷理论和信贷市场的研究提供了新的工具。

    Computa-tional experimental finance is a new theory emerged in recent years , which has pro-vided a new tool for researches in credit theories and credit markets .

  22. 本文通过建立由异质投资者构成的限价指令驱动市场模型,运用计算实验金融的方法对微观金融市场进行了研究。

    In this paper we develop a limit order-driven market model , which contains heterogeneous investors . We discuss some Micro-finance market problem by Agent-based computational finance .

  23. 在计算我们金融体系的效率时,被滥用的资源和因衰退而放弃的产出仍是其中的一部分。

    The misused resources and the output foregone due to the recession are still part of the calculation of how ( in ) efficient our financial system is .

  24. 计算实验金融学借助多主体仿真技术构建人工金融市场,模拟金融市场的运行,来发现金融市场演化的规律。

    Computational Experiment Finance is a study method that the Multi-Agents Simulation technology is used to make the artificial exchange market , to simulate the financial market and find out the rule of its complex evolution .

  25. 关于投资信念传染、投资思想体系演化及其对市场的影响,已经逐渐成为当前金融(包括行为金融)研究领域的热点问题之一。对投资者情绪传播研究的一个常用的实验工具是计算实验金融学。

    Thought contagion of the investors , evolution of financial ideologies and their effects on markets , is one of popular issues in modern finance ( including behavioral finance ) . Computational Experiment Finance is a common tool to research investor sentiment contagion .

  26. 接着通过测算农村金融理论融量与实际融量,计算农村金融相对于农村经济的金融缺口,反映了我国农村存在较大的金融缺口。

    Then calculates the rural financial demand of theory in conformity with rural economy development , the rural fund that really can be obtained at present , calculates the size of shortfall of the rural finance and reflects the variation tendency of this breach .

  27. 期权价值计算问题是金融资产定价研究领域的焦点之一。

    Calculation of option value is one focus of the financial asset pricing theories .

  28. 本文主要介绍高性能计算技术在金融风险管理系统中的应用。

    In this paper , the application of high performance computing in financial risk management information system has been introduced .

  29. 测试表明,在具有复杂分布式计算需求的金融领域,系统提供了一种面向服务的高性能网格解决方案。

    With the complex requirements of distributed computing in financial field , the system provides a high performance computing ( HPC ) service-oriented software solution .

  30. 我国电商巨头阿里巴巴上周三宣布,计划在马来西亚建设涵盖物流、云计算、电子金融服务的电商中心。

    China 's e-commerce giant Alibaba last Wednesday announced a plan to set up an e-commerce hub in Malaysia encompassing logistics , cloud-computing and e-financial service .