| A new theory branch for finance market study —Computational experimental finance review and synthesis |
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| 基金项目： | This work is supported by the Foundation of Shanghai Key Subject Program （No. T0502）. |
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| 摘 要： | This paper provides a detailed synthesis of the computational experimental finance from four parts. （i）its theoretical basis-CAS （Complex Adaptive System） theory, （ii） the approach and method used for financial market study, （iii） research results-a number of valuable literatures review （iv） the existing problems and further research directions of this subject. Based on the challenge to the standard finance theory, the computational experimental finance is an exciting new field because it integrates CAS theory with computer technology and intends to reveal the macroscopic features of finance market from the penetration of the microscopic behaviors of investors by constructing the agent-based artificial financial market model The synthesis has prevalent meaning of guidance for new researchers allowing them to learn systematically more about the computational experimental finance.
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| 关 键 词： | 金融市场 经济学 市场分析 计算方法 |
A new theory branch for finance market study —Computational experimental finance review and synthesis |
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| Authors: | XING Li-qing SUN Shao-rong |
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| Affiliation: | School of Management, University of Shanghai for Science and Technology, Shanghai 200093, China |
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| Abstract: | computational experimental finance CAS theory computer modeling artificial financial market model |
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| Keywords: | computational experimental finance CAS theory computer modeling artificial financial market model |
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