相互作用herding模型:记忆与遗忘

相互作用herding 模型仅考虑上一事件对当前经济活动的影响，实际经济活动中经纪人对过去的经济活动是具有深度记忆的，过去各个事件对当前经济活动都应该有影响，但是由于遗忘，它们的影响又各不相同.具有长程记忆的相互作用herding模型认为过去各个事件对当前经济活动的影响随时间是呈指数衰退的，它不仅体现经纪人对历史具有深度的记忆能力，同时也反映出人的遗忘本性.数值计算表明，该模型不仅能重现相互作用herding模型的动力学特性，并且较好地反映真实的经济行为.关键词：记忆遗忘相互作用herding模型指数衰退

Interacting herding model: memory and oblivion

The interacting herding model only includes the affects of the last activity and ignores all the activities before. In real market, agents have a long-range time memory about the past activities which affects actually the current one. But, due to oblivion, the past activities have different influences on the current one depending on the time line. In the paper, a long-range memory is introduced to the interacting herding model in which the past activities affect the current one with exponential decay which reflects the fact that agents have a long-range time memory and mislay along with time about the past activities. The numerical calculation shows that its dynamics behaviors exhibit some characteristics more close to the real markets and can include the previous model as a limit case.