| 基于混合行为蚁群算法的股票市场投资者行为模拟 |
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| 引用本文： | 孙永征,刘亮.基于混合行为蚁群算法的股票市场投资者行为模拟[J].山东大学学报(理学版),2007,42(6):35-40. |
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| 作者姓名： | 孙永征 刘亮 |
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| 作者单位： | 1. 中国矿业大学,理学院,江苏,徐州,221008
2. 复旦大学管理学院,上海,200433 |
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| 摘 要： | 将混合行为蚁群算法应用到股票市场投资者行为研究中去,建立了基于混合行为蚁群算法的股票市场投资行为演化模型,研究投资者的五种行为及组合对股票价格及市场稳定性的影响.并利用Matlab进行了模拟.研究表明，不同投资行为与股票价格及市场稳性之间存在复杂的关系.
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| 关 键 词： | 蚁群算法 投资行为 市场稳定性 |
| 文章编号： | 1671-9352（2007）06-0035-06 |
| 收稿时间： | 2006-12-18 |
| 修稿时间： | 2006-12-18 |
Behavior simulation for stock market investors based on the hybrid behavior ant colony algorithm |
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| SUN Yong-zheng,LIU Liang.Behavior simulation for stock market investors based on the hybrid behavior ant colony algorithm[J].Journal of Shandong University,2007,42(6):35-40. |
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| Authors: | SUN Yong-zheng LIU Liang |
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| Institution: | 1. School of Science, China University of Mining and Technology, Xuzhou 221008, Jiangsu, China; 2. School of Management, Fudan Univ., Shanghai 200433, China |
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| Abstract: | The hybrid behavior ant colony algorithm is applied to study investment behavior in the stock market. The evolving model for investor behavior in the stock market is formulated based on HBACA. The relation between five kinds of investor behavio is studied for its effects on and stock price and market stability. Then it is simulated by Matlab. The simulation results and analysis show that the relation is complicated. |
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| Keywords: | ant colony algorithm investment behavior market stability |
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