| 模仿式羊群行为的计算实验 |
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| 引用本文： | 袁建辉,邓蕊,曹广喜.模仿式羊群行为的计算实验[J].系统工程理论与实践,2011,31(5):855-862. |
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| 作者姓名： | 袁建辉 邓蕊 曹广喜 |
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| 作者单位： | 1. 南京信息工程大学 经济管理学院,南京 210036;2. 南京信息工程大学 学生工作处, 南京 210036 |
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| 摘 要： | 借助行为金融理论, 基于异质性假设, 在计算实验平台上, 将一种模仿策略通过Agent间的自主复制得以实现,在单一股票条件下, 实验 结果观察到显著羊群行为并伴随股票价格波动,从而证明: 异质假设下, 投资者的模仿可作为羊 群行为形成的一种机制,其对股票价格波动存在明显影响.
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| 关 键 词： | 模仿 计算实验 异质投资者 羊群行为 |
| 收稿时间： | 2010-5-31 |
Imitating herding behavior: Based on computational experiments |
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| YUAN Jian-hui,DENG Rui,CAO Guang-xi.Imitating herding behavior: Based on computational experiments[J].Systems Engineering —Theory & Practice,2011,31(5):855-862. |
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| Authors: | YUAN Jian-hui DENG Rui CAO Guang-xi |
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| Institution: | 1. School of Economics and Management, Nanjing University of Information Science & Technology, Nanjing 210036, China;2. Department of Student’s Event, Nanjing University of Information Science & Technology, Nanjing 210036, China |
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| Abstract: | Based on heterogeneous assumption,this paper utilized the behavioral finance theory to realize their imitation strategy through their self-replications among agents.In the one single-stock circumstance, experimental results could show that we could observe herd behavior and it fluctuated with stock price, thus,proving that investors' imitation can be considered as a system constituted by herd behavior,which has a significant impact on the stock fluctuations. |
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| Keywords: | imitation computational experiments heterogeneous investors herding behavior |
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