摘要
以ISing模型为基础,在一个具有小世界效应的随机复杂网络上建立市场拓扑结构,改进了代理人决策机制和市场定价机制模型,利用计算机模拟,得出该拓扑结构下的人工金融市场的对数收益率趋近于"胖尾"分布的结论。
Based on the Ising model raised before, a topology structure of the market on a Smallworld random complex network is constructed. The mechanism of agents＇ decision and pricing of the market is improved. Through computer simulation, we came to a conclusion that, in this topology structure, the distribution of the logarithm return rate of the artificial financial market is quite similar to the‘Fat-tail＇Distribution.
出处
《火力与指挥控制》
CSCD
北大核心
2015年第11期167-169,172,共4页
Fire Control & Command Control
关键词
复杂网络
小世界效应
代理人模型
“胖尾”分布
complex networks
small-world effect
agent-based model
‘fat-tail＇distribution
