| 基于DHS模型的噪声交易者行为分析 |
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| 引用本文： | 方卫东,贺超龙.基于DHS模型的噪声交易者行为分析[J].科学技术与工程,2011,11(20). |
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| 作者姓名： | 方卫东 贺超龙 |
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| 作者单位： | 华南理工大学理学院数学系,广州,510640 |
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| 摘 要： | 首先对DHS模型进行适度改进。然后解释改进后的DHS模型中投资者的市场行为特征,得出基于噪声私人信息的交易行为对股市有助涨助跌效应。最后尝试给出噪声交易行为下投资者的损失风险函数,对噪声交易者起到风险警示作用。
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| 关 键 词： | 噪声交易者 DHS模型 损失函数 投资心理预期 |
| 收稿时间： | 3/31/2011 2:15:51 PM |
| 修稿时间： | 4/6/2011 2:37:24 PM |
The analysis of Noise Traders behavior based on DHS revised model |
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| Fang Weidong and He chaolong.The analysis of Noise Traders behavior based on DHS revised model[J].Science Technology and Engineering,2011,11(20). |
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| Authors: | Fang Weidong and He chaolong |
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| Institution: | FANG Wei-dong,HE Chao-long(Department of Mathematics,South China University of Technology,Guangzhou 510640,P.R.China) |
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| Abstract: | First the DHS model based on previous studies is improved;and then explained the improved DHS model characteristics of market behavior of investors,obtained private information based on the trading behavior of the noise on the stock market has increased the up-down effect.Finally,the noise trading behavior of investors under the risk of loss function is tried to give,played a noise trader risk warning. |
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| Keywords: | noise traders DHS model loss function investment psychological expectations |
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