自适应元胞遗传算法与股票市场逐利行为  

The Adaptive Cellular Genetic Algorithm and an Analysis of Profit Pursuing Behavior in Stock Markets

作　　者：李雪岩[1] 李学伟[1] 李雪梅[1] 

机构地区：[1]北京交通大学经济管理学院,北京100044

出　　处：《系统管理学报》2013年第6期777-782,共6页Journal of Systems & Management

基　　金：国家自然科学基金资助项目(71273023)

摘　　要：以股票市场投资者最关心的获取利润问题作为切入点,将遗传算法与元胞自动机的演化规则进行有机结合后引入股票价格模型,设计了获取利润的投资策略组合模式,用遗传算子优化该模式中各策略的权重系数,研究了该策略组合模式下市场上投资者获取利润的演化规律。研究认为,利用元胞遗传算法来模拟股票市场逐利行为,有效地提升了市场上投资者的整体利润水平,但也会为市场带来不良波动。Focusing on the profit which is the most concern of investors in stock market, we study a stock price model combining genetic algorithm and evolution rules of cellular automata. The model is based on strategy combination mode for profit and its weights of strategy are optimized by algorithmic operators, and the investors＇ evolution rules. The study shows that stimulating the pursuit of profit in stock market through cellular genetic algorithm can improve the total profit of investors, but it may also lead to undesirable fluctuation.

关 键 词：股票市场 元胞自动机 遗传算法 逐利行为 

分 类 号：F830.91[经济管理—金融学]