股票投资策略选择的计算机仿真  

Computer Simulation on the Stock Investing Strategy Choosing

作　　者：刘成[1] 颜钢锋[1] 

机构地区：[1]浙江大学电气工程学院,浙江杭州310027

出　　处：《江南大学学报（自然科学版）》2007年第3期302-305,共4页Joural of Jiangnan University (Natural Science Edition)　

摘　　要：利用基于Agent的圣塔菲人工股市模型,在博弈论的框架下,采用计算机仿真的方法分析了股市投资者的策略选择.发现仅采用基本面分析是理性投资者的占优策略.这一结论基本与标准的有效市场理论对基本面分析的认识相吻合.Based on Santa Fe Institute＇ s artificial stock market, an agent-based model about financial market, this paper simulated the problem of stock investor＇s strategy choosing under a game analysis framework. The experimental results showed that focusing on fundamental analysis is the rational investor＇s dominant strategy. Such conclusion is consistant with the standard Efficient Market Theory＇s remarks about fundamental analysis in financial market.

关 键 词：仿真 人工股市 股票投资 博弈分析 

分 类 号：TP391.9[自动化与计算机技术—计算机应用技术] F224.39[自动化与计算机技术—计算机科学与技术]