金融系统中证券市场资金流仿真研究  

Simulation and research on capital flow of security market

作　　者：谷亚中[1] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200030

出　　处：《哈尔滨商业大学学报（自然科学版）》2012年第1期115-117,122,共4页Journal of Harbin University of Commerce：Natural Sciences Edition

基　　金：国家自然科学基金重点项目(70533030)

摘　　要：将基于Agent的建模方法应用于金融系统的证券市场中,构造了企业、个人、政府和银行四类Agent,分析了各Agent之间的信息流和资金流;并重点研究了投资者Agent的内部状态和规则转换,为复杂金融系统领域的进一步研究打下了基础.This paper applied the Agent-based modeling into the security market in financial system.Four agents were created in the system： enterprises,individuals,government and banks.The information flow and capital flow between agents were analyzed and in particular the inside condition and rules of investor Agent were studied.And all of these lay a solid foundation for the research on the complex financial system.

关 键 词：AGENT建模 金融仿真 内部状态 规则转换 

分 类 号：F224.13[经济管理—国民经济]