| 证券交易系统的微分对策机器人模型分析 |
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| 引用本文： | 张金良,杨忠直,刘玉宝.证券交易系统的微分对策机器人模型分析[J].河北工程大学学报,2004,21(1):98-100. |
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| 作者姓名： | 张金良 杨忠直 刘玉宝 |
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| 作者单位： | 上海交通大学,管理学院,上海,200052;河北工程学院,图书馆,河北,邯郸,056038 |
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| 摘 要： | 本文以沪深证券市场的实际交易系统为基础,应用现代数学微分对策理论和博弈对策理论与机器人学的相关理论构造了博弈微分对策轨迹模型与自动交易机器人迭代学习模型。实验表明,上述方法具有良好的有效性和可靠性,并抗噪能力强且误差小。
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| 关 键 词： | 证券交易系统 微分对策 机器人 |
| 文章编号： | 1007-6743(2004)01-0098-03 |
| 修稿时间： | 2003年12月29 |
Trading system model analysis of differential game robot of stock market in China |
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| Authors: | ZHANG Jin-liang YANG Zhong-zhi LIU Yu-bao |
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| Affiliation: | ZHANG Jin-liang~1,YANG Zhong-zhi~1,LIU Yu-bao~2 |
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| Abstract: | In this paper, the true trading system of stock market in Shanghai and Shenzhen are analyzed. Based on modern mathematical differential game and correlation theory with game theory and robotics, the structural differential game trace and automatic trading robots iterative loop learning model were built. Experiments indicate good availability and reliability of these methods and the algorithms have superior performance for noisy data of trading system and lesser error signal . |
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| Keywords: | security trading system differential game robot |
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