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The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model
文献类型：期刊论文
| 作者 | Fan, Y ; Ying, SJ ; Wang, BH ; Wei, YM |
| 刊名 | COMPUTERS & INDUSTRIAL ENGINEERING
 |
| 出版日期 | 2009 |
| 卷号 | 56期号:1页码:7,63-69 |
| 关键词 | Cellular automata Complexity Hurst exponent Discrete level Investor psychology |
| ISSN号 | 0360-8352 |
| 中文摘要 | In 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. |
| 学科主题 | Computer Science ; Interdisciplinary Applications; Engineering ; Industrial |
| 收录类别 | SCI |
| 语种 | 英语 |
| WOS记录号 | WOS:000262599000008 |
| 公开日期 | 2012-11-12 |
| 源URL | [http://ir.casipm.ac.cn/handle/190111/4664]  |
| 专题 | 科技战略咨询研究院_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) |
| 推荐引用方式 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. |
入库方式： OAI收割
来源：科技战略咨询研究院
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