贪婪和焦虑水平可控的基于代理人的市场模型理论
Theory of agent-based market models with controlled levels of greed and anxiety
摘要：
我们使用生成泛函分析来研究少数人博弈类型的市场模型与广义战略价值更新，控制心理的代理人的行动。经纪人在趋势跟踪和反向交易之间的选择，以及他们在每一种交易中的活力，取决于市场的总体状况。即使在“假历史”模型，该理论现在涉及一个有效的整体出价过程（耦合到有效的代理过程），可以表现出深刻的剩磁效应和新的相变。对于某些模型的投标过程可以直接解决，其他人需要麦克斯韦建设型近似。
英文摘要：
We use generating functional analysis to study minority-game type market models with generalized strategy valuation updates that control the psychology of agents' actions. The agents' choice between trend following and contrarian trading, and their vigor in each, depends on the overall state of the market. Even in `fake history' models, the theory now involves an effective overall bid process (coupled to the effective agent process) which can exhibit profound remanence effects and new phase transitions. For some models the bid process can be solved directly, others require Maxwell-construction type approximations.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
