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.
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.
出处
《江南大学学报（自然科学版）》
CAS
2007年第3期302-305,共4页
Joural of Jiangnan University (Natural Science Edition)
关键词
仿真
人工股市
股票投资
博弈分析
simulation
artificial stock market
stock investing
game analysis
