基于Agent的金融复杂系统分析与建模方法  

Analysis and Modelling of Financial Complex Systems Based on Agent Approach

作　　者：汪俊[1] 姚铮[2] 崔璨[2] 

机构地区：[1]中南大学商学院,湖南长沙410012 [2]湖南大学工商管理学院,湖南长沙410082

出　　处：《系统工程》2010年第11期16-20,共5页Systems Engineering

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.

关 键 词：金融复杂系统 CAS理论 AGENT 建模与仿真 实验平台 

分 类 号：F830[经济管理—金融学]