The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model

CASISD OpenIR > 中国科学院科技政策与管理科学研究所(1985年6月-2015年12月)

	The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model
	Fan, Y; Ying, SJ; Wang, BH; Wei, YM
发表期刊	COMPUTERS & INDUSTRIAL ENGINEERING
关键词	Cellular Automata Complexity Hurst Exponent Discrete Level Investor Psychology
摘要	In this paper, using a developed cellular automaton model of the stock market. variables reflecting fractal and stability properties are introduced to describe complexity in the stock market: the concept of discrete level is defined to characterize market stability. Based on the model, the dependency of market complexity on the investors' imitation degree is investigated. The results show a clear correlation between investors' imitation degree and complexity of the stock market. (C) 2008 Elsevier Ltd. All rights reserved.
	2009
卷号	56 期号:1 页码:7,63-69
ISSN	0360-8352
学科领域	Computer Science ; Industrial ; Interdisciplinary Applications ; Engineering
收录类别	SCI
语种	英语
WOS记录号	WOS:000262599000008
引用统计	被引频次：18[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.casisd.cn/handle/190111/4664
专题	中国科学院科技政策与管理科学研究所(1985年6月-2015年12月)
推荐引用方式 GB/T 7714	Fan, Y,Ying, SJ,Wang, BH,et al. The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model[J]. COMPUTERS & INDUSTRIAL ENGINEERING,2009,56(1):7,63-69.
APA	Fan, Y,Ying, SJ,Wang, BH,&Wei, YM.(2009).The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model.COMPUTERS & INDUSTRIAL ENGINEERING,56(1),7,63-69.
MLA	Fan, Y,et al."The effect of investor psychology on the complexity of stock market: An analysis based on cellular automaton model".COMPUTERS & INDUSTRIAL ENGINEERING 56.1(2009):7,63-69.

条目包含的文件
文件名称/大小	文献类型	版本类型	开放类型	使用许可
The effect of invest（437KB）			开放获取	--	浏览