期刊文献+

基于Agent的金融复杂系统分析与建模方法 被引量:4

Analysis and Modelling of Financial Complex Systems Based on Agent Approach
原文传递
导出
摘要 基于Agent的金融复杂系统分析与建模方法是一种自顶向下分析、自底向上综合的有效建模方式,能充分暴露金融系统内部元素之间的关联与交互、有机结合系统微观行为与宏观"涌现",既为金融理论研究提供方法论依据,又为其应用研究提供思想与指导。本文在阐述复杂适应系统理论基础上探讨了金融复杂系统的自适应特性,建立了一个基于Agent的金融市场模型及其仿真形式化描述,介绍了几种主流的基于Agent的复杂系统建模与仿真实验平台,以期为金融系统复杂性问题的研究与探索提供一条新的思路和方法,最终实现深刻理解、有效控制金融复杂系统的目标。 with regard to the analysis and modeling of financial complex systems,the Agent-based approach is an effective tool with top-down analysis and bottom-up integration,which can fully expose the relationship and interaction between elements,as well as combine the micro-behavior with the macro-"emerging" within the financial system.Moreover,such an approach can not only provide a methodological basis for the investigation of financial theory,but also offer a notion and guidance for its application.In this paper,we discuss self-adaptive characteristics of financial complex system on the basis of complex adaptive system(CAS) theory,establish an agent-based modeling for financial complex systems and a formalization description for simulation.On this basis,we introduce several mainstream modelling and simulation platform.The aim of this paper is to provide a new route and method for examination and exploration on the complex problem of financial systems,and ultimately realize the ambition of deep understanding and effective controlling financial complex system.
出处 《系统工程》 CSSCI CSCD 北大核心 2010年第11期16-20,共5页 Systems Engineering
关键词 金融复杂系统 CAS理论 AGENT 建模与仿真 实验平台 Financial Complex System Complex Adaptive System(CAS) Theory Agent Modeling and Simulation Experimental Platform
  • 相关文献

参考文献18

  • 1Holland J H. Hidden order: How adaptation builds complexity [M]. UK: Addison-Wesley, Reading, MA,1995.
  • 2约翰·H·霍兰.隐秩序-适应性造就复杂性[M].上海:上海科技教育出版社,2000..
  • 3John H.Holland.STUDYING COMPLEX ADAPTIVE SYSTEMS[J].Journal of Systems Science & Complexity,2006,19(1):1-8. 被引量:50
  • 4兹维·博迪,罗伯特.C.莫顿.金融学[M].北京:中国人民大学出版社,2000.33-36.
  • 5杨晓光,马超群.金融系统的复杂性[J].系统工程,2003,21(5):1-4. 被引量:17
  • 6Wooldridge M J, Jennings N R. Inteligent agents: theory and practice [J]. Knowledge Engineering Reviews, 1995,10(2) : 115- 152.
  • 7Rao A S, Georgeff M P. BDI agents: From theory to practice[C]//Proceedings of the 1st International Conference on Multi-Agent Systems (ICMAS-95), SanFrancisco, USA, 1995 : 312-319.
  • 8Ferber J. Multi-agent systems: An introduction to distributed artificial intelligence [M]. Harlow, UK: Addison-Wesley Longman, 1999.
  • 9史忠植.智能主体及其应用[M].北京:科学出版社,2001..
  • 10高琛颢,范玉顺.基于MAS的动态企业建模方法[J].计算机应用,2004,24(9):139-141. 被引量:4

二级参考文献24

  • 1Anderson P,Arrow K J,Pines D. The economy as an evolving complex system[M]. Addison-Wesley,Reading,MA, 1988.
  • 2Arthur W B. Complexity and the economy[J]. Science, 1999,284(2).
  • 3Peters E E. Chaos and order in the capital market(2nd Ed. )[M]. Wiley, 1996.
  • 4Hesich D. Chaos and nonlinear dynamics:application to financial markets[J]. Journal of Finance, 1991,47:1145-1189.
  • 5A. N. Whitehead and B. Russell, Principia Mathematica, Cambridge Univ. Press, 1927.
  • 6L. Bull and T, Kovacs, Foundations of Learning Classifier Systems, Springer, 2005.
  • 7P. L. Lanzi, W. Stolzmann and S. W. Wilson, Learning Classifier Systems, Springer, 2000.
  • 8J. H. Holland, K. J. Holyoak, R. E. Nisbett and P. R. Thagard, Induction: Processes of Inference,Learning, and Discovery (2nd Edition), MIT Press, 1989, 71-75.
  • 9L. Booker, S. Forrest, M. Mitchell and R. Riolo, Perspectives on Adapatation in Natural and Artificial Systems, Oxford Univ. Press, 2005.
  • 10J. H. Holland, Hidden Order: How Adaptation Builds Complexity, Addison-Wesley, 1995. Chinese translation: Shanghai Scientific & Technological Education Publishing, 2000.

共引文献136

同被引文献116

引证文献4

二级引证文献48

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部