| 股票市场的外部因素与市场均衡 |
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| 引用本文： | 应尚军,唐瑞,蔡嗣经.股票市场的外部因素与市场均衡[J].合肥工业大学学报(自然科学版),2006,29(9):1106-1110. |
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| 作者姓名： | 应尚军 唐瑞 蔡嗣经 |
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| 作者单位： | 上海对外贸易学院,金融研究所,上海,201600;河北理工大学,资源与环境学院,河北,唐山,063009;北京科技大学,土木与环境工程学院,北京,100083 |
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| 基金项目： | 国家自然科学基金资助项目(50374005)，上海市哲学社会科学规划资助项目(2006bjb015) |
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| 摘 要： | 文章介绍了股票市场元胞自动机模型,并以此为研究平台对外部因素和市场均衡的相关关系进行了探讨。基于演化模型的研究,可以使人们更为清晰地看到股票市场复杂系统是如何从均衡走向非均衡的,从而提供了一种新的基于演化分析的经济学研究范式。研究结果表明,外部因素的变化会导致市场的非均衡,或远离平衡的均衡,非均衡的存在和扩大会使市场发生动荡。
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| 关 键 词： | 股票市场 元胞自动机 外部因素 均衡 |
| 文章编号： | 1003-5060(2006)09-1106-05 |
| 修稿时间： | 2005年9月8日 |
Relationship between outside factors and market equilibrium in stock markets |
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| YING Shang-jun,TANG Rui,CAI Si-jing.Relationship between outside factors and market equilibrium in stock markets[J].Journal of Hefei University of Technology(Natural Science),2006,29(9):1106-1110. |
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| Authors: | YING Shang-jun TANG Rui CAI Si-jing |
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| Abstract: | A developed cellular automata(CA) model is described in the paper,and based on the model,the relationship between outside factors and market equilibrium is discussed.Through the evolving model of stock markets, people can observe more easily the evolving of the complex system of stock markets from equilibrium to un-equilibrium,then economic research can be made based on the evolving model.There exists equilibrium or non-equilibrium in stock markets,changes of outside factors will result in market non-equilibrium or equilibrium far away from balance,and the existence and enlargement of non-equilibrium will finally lead to stock market turbulence. |
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| Keywords: | stock market cellular automata outside factors equilibrium |
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