基于投资分析的股票市场投资者行为演化蚁群算法模型  

Model for evolving simulation of investment behavior in a stock market based on investment analysis and the ant colony algorithm

作　　者：孙永征[1] 孙经先[2] 刘亮[3] 

机构地区：[1]中国矿业大学理学院 [2]徐州师范大学数学系,江苏徐州221008 [3]复旦大学管理学院,上海200433

出　　处：《合肥工业大学学报（自然科学版）》2008年第2期257-261,共5页Journal of Hefei University of Technology：Natural Science

基　　金：国家自然科学基金资助项目(10071042)

摘　　要：文章根据股票市场投资者行为与蚁群觅食行为的相似性,建立了基于混合行为蚁群算法的股票市场投资行为演化模型;研究了"熊市"与"牛市"时不同投资者行为与市场稳定性的关系;并利用Matlab进行了模拟,结果表明,投资者行为与股票价格及市场稳定性之间存在复杂的关系。In light of the similarity between the investment behavior in a stock market and the foodfinding behavior of an ant colony, the evolving model of investment behavior in a stock market is formulated based on the hybrid behavior ant colony algorithm（HBACA. ）The relation between different investor＇s behavior and the stock market stability is researched in the case that the market is a bull one or a bear one. Simulation of the model is made by using the Matlab, and the results show that the relation is complicated.

关 键 词：蚁群算法 投资行为 市场稳定性 

分 类 号：N941.14[自然科学总论—系统科学]