| 基于Agent的股票交易模拟及应用 |
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| 引用本文： | 刘晓光,刘晓峰.基于Agent的股票交易模拟及应用[J].计算机工程与应用,2004,40(21):220-222. |
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| 作者姓名： | 刘晓光 刘晓峰 |
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| 作者单位： | 1. 中山大学与广发证券博士后,广州,510075
2. 西南财经大学与广发证券博士后,广州,510075 |
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| 摘 要： | 股票市场是市场经济的重要组成部分。但是现有的基于演绎推理的理论分析方法在处理股市这类复杂性系统时遇到了很多困难,因此基于归纳推理的实验经济学方法成为一种可行的选择。论文基于多Agent系统,采用再励学习算法模拟交易者行为特征,实现了一个股票市场的模拟系统,并且应用这一系统研究了涨跌停板交易机制对于股市的影响。
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| 关 键 词： | 模拟 Agent 股市 再励学习 |
| 文章编号： | 1002-8331-(2004)21-0220-03 |
The Design of a Stock Market Simulation and its Applications |
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| Liu Xiaoguang,Liu Xiaofeng.The Design of a Stock Market Simulation and its Applications[J].Computer Engineering and Applications,2004,40(21):220-222. |
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| Authors: | Liu Xiaoguang Liu Xiaofeng |
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| Affiliation: | Liu Xiaoguang 1 Liu Xiaofeng 21 |
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| Abstract: | The stock market is the one of the most important parts in economics systems.But it's difficult to study the stock market with conventional methods because of the complexity of stock market.So the experiment economics becomes a feasible way to solve it.In this paper,a stock market simulation system is designed.Applying the simulation system,the effects of price limits of stock markets are studied also. |
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| Keywords: | simulation agent stock market reinforcement learning |
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