金融研究的新范式:计算实验金融的发展及应用  

The Development and Application in Agent-Based Computational Finance

作　　者：苟梦颖 张韬[2] 

机构地区：[1]四川省人民政府驻上海办事处 [2]上海财经大学

出　　处：《金融市场研究》2020年第10期51-59,共9页Financial Market Research

摘　　要：计算实验金融作为一种新型的金融研究方法,对金融市场采取“自底向上”的建模方式,不仅突破了经典研究方法的局限性,而且有利于拓展在金融市场方面的研究与应用。本文梳理出计算实验金融的产生背景以及发展历程,在此基础上详细介绍计算实验金融的国内外代表性学术成果、重要研究团体以及实际应用案例,建议有关部门牵头开展计算实验金融应用平台的搭建,为金融市场的监管创新提供重要驱动力。Agent-based computational finance is regarded as a new financial research method.It breaks through the limitations of traditional research methods and carries out"bottom-up"micro-modeling for the financial system.It is suitable for the research that can be applicable to the financial market.This paper examines the background and development of agent-based computational finance and introduces the representative academic achievements,important research organizations and actual applications.It recommends that related government departments should take the lead in building the application platform of agent-based computational finance to provide an important driving force for regulatory innovation in the financial market.

关 键 词：计算实验金融 仿真建模 金融市场 金融监管 

分 类 号：F830[经济管理—金融学]