| 基于时变逆风参数的适应性金融市场动力学模型 |
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| 引用本文： | 王婧.基于时变逆风参数的适应性金融市场动力学模型[J].数学的实践与认识,2017(13):9-14. |
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| 作者姓名： | 王婧 |
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| 作者单位： | 伊犁师范学院数学与统计学院,新疆伊宁,835000 |
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| 基金项目： | 伊犁师范学院科研项目(2015YSYB18) |
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| 摘 要： | 建立了进化的适应性金融市场模型,通过引入时变的逆风参数,将其作为内生变量,以及进化的适应性测度来说明在一个三类投资者的市场中,有了逆风者的参与,在一定范围内,通过调整逆风者在图表分析者中所占的比例,可以使得市场趋于稳定,活跃市场;同时讨论了选择强度以及做市商敏感度两类参数对稳定性区域的影响.
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| 关 键 词： | 逆风参数 适应性测度 稳定 选择强度 敏感度 |
A Model of Adaptive Financial Market Dynamics with Time-varying |
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| Abstract: | In this paper,we develop a model of financial market with evolutionary adaption.By Introducing the time-varying contrary parameter As an endogenous variable and the fitness measure to state that in a three types of investors in the market,with the contrarians,in a certain range,by adjusting contrarians in the proportion of chartists can make the market stable and active comparied with no contrarians in a unstable market.In addition,discussing the two parameters of the invensity of choice and sensitivity of market maker how to affect the stability of region. |
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| Keywords: | contrary parameter fitness measure stability intensity of choice sensitivity |
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