| 股票投资策略选择的计算机仿真 |
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| 引用本文： | 刘成,颜钢锋.股票投资策略选择的计算机仿真[J].江南大学学报(自然科学版),2007,6(3):302-305. |
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| 作者姓名： | 刘成 颜钢锋 |
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| 作者单位： | 浙江大学,电气工程学院,浙江,杭州,310027 |
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| 摘 要： | 利用基于Agent的圣塔菲人工股市模型,在博弈论的框架下,采用计算机仿真的方法分析了股市投资者的策略选择.发现仅采用基本面分析是理性投资者的占优策略.这一结论基本与标准的有效市场理论对基本面分析的认识相吻合.
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| 关 键 词： | 仿真 人工股市 股票投资 博弈分析 |
| 文章编号： | 1671-7147（2007）03-0302-04 |
| 收稿时间： | 2005-09-10 |
| 修稿时间： | 2005-09-102005-11-14 |
Computer Simulation on the Stock Investing Strategy Choosing |
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| LIU Cheng,YAN Gang-feng.Computer Simulation on the Stock Investing Strategy Choosing[J].Journal of Southern Yangtze University:Natural Science Edition,2007,6(3):302-305. |
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| Authors: | LIU Cheng YAN Gang-feng |
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| Institution: | College of Electrical Engineering, Zhejiang University, Hangzhou 310027, China |
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| Abstract: | Based on Santa Fe Institute's artificial stock market,an agent-based model about financial market,this paper simulated the problem of stock investor's strategy choosing under a game analysis framework.The experimental results showed that focusing on fundamental analysis is the rational investor's dominant strategy.Such conclusion is consistant with the standard Efficient Market Theory's remarks about fundamental analysis in financial market. |
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| Keywords: | simulation artificial stock market stock investing game analysis |
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