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The cellular automaton model of investment behavior in the stock market
文献类型：期刊论文
| 作者 | Wei, YM; Ying, SJ; Fan, Y; Wang, BH |
| 刊名 | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
 |
| 出版日期 | 2003 |
| 卷号 | 325期号:40972页码:10,507-516 |
| 关键词 | Cellular Automaton Complexity System Stock Market Investment Behavior |
| ISSN号 | 0378-4371 |
| 英文摘要 | 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. |
| 学科主题 | Physics ; Multidisciplinary |
| 语种 | 英语 |
| WOS记录号 | WOS:000183909400015 |
| 公开日期 | 2012-11-12 |
| 源URL | [http://ir.casipm.ac.cn/handle/190111/5227]  |
| 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 | 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. |
入库方式： OAI收割
来源：科技战略咨询研究院
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