论文部分内容阅读
通过构造一个具有中国特色的人工股票市场,研究混沌的生成机制和混沌动力学过程。在建立基于双向拍卖交易机制的人工股票市场的基础上,进行控制性实验。通过反复实验,挖掘导致股票市场混沌产生的序参量。实验结果表明:政策因子、噪声交易者、交易者学习进化速度、交易者预测规则集中预测规则的数目和股票市场的流通量是股票市场的序参量,它们的变化会导致市场涌现的动璃学特征的改变,并且某些序参量的改变与股票市场混沌动力学特征的出现并不是线性的关系。最后,根据对序参量的分析结果,提出了相应的混沌控制方法。
By constructing an artificial stock market with Chinese characteristics, the formation mechanism of chaos and the chaotic dynamics process are studied. Based on the establishment of artificial stock market based on bidirectional auction mechanism, a controlled experiment is carried out. Through repeated experiments, we excavate the order parameters that lead to the chaos in the stock market. The experimental results show that the policy factors, the speed of learning by noise traders, the learning speed of traders, the prediction rules of traders’ forecasting rules and the liquidity of the stock market are the order parameters of the stock market. Characteristics of the change, and the change of some order parameters and the appearance of the chaotic dynamics of the stock market is not linear. Finally, based on the analysis of the order parameters, a corresponding chaos control method is proposed.