The cellular automaton model of investment behavior in the stock market

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 cellular automaton model of investment behavior in the stock market
	Wei, YM; Ying, SJ; Fan, Y; Wang, BH
发表期刊	PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
关键词	Cellular Automaton Complexity System Stock Market Investment Behavior
摘要	The modeling theory and method using cellular automata are applied to the study on the complexity in the stock market. An evolution model based on cellular automaton for the investment behavior in the stock market is formulated. The simulation results and analyses of various states of the stock market show that investors' imitation degree and the macro factors are the key determinants to the stability of the stock market. We observed that more diversity in the investment views of agents and lower imitation among investors are in favor of the normal development of the stock market. (C) 2003 Elsevier Science B.V. All rights reserved.
	2003
卷号	325 期号:40972 页码:10,507-516
ISSN	0378-4371
学科领域	Physics ; Multidisciplinary
收录类别	SCI
语种	英语
WOS记录号	WOS:000183909400015
引用统计	被引频次：33[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/190111/5227
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	Wei, YM,Ying, SJ,Fan, Y,et al. The cellular automaton model of investment behavior in the stock market[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2003,325(40972):10,507-516.
APA	Wei, YM,Ying, SJ,Fan, Y,&Wang, BH.(2003).The cellular automaton model of investment behavior in the stock market.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,325(40972),10,507-516.
MLA	Wei, YM,et al."The cellular automaton model of investment behavior in the stock market".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 325.40972(2003):10,507-516.

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