arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~

金融市场中的涌现行为

Emergent Behaviour in Financial Markets

Omar Inverso, Emilio Tuosto, Dragisa Zunic

arXiv 2607.23311首次发表:更新:

AI 中文总结

以金融市场为例,研究复杂系统的涌现行为,识别并构建复杂性来源,阐述处理自动分析主要技术方面的替代方法,勾勒市场机制形式化规范和分析的研究计划。

AI 中文摘要

所谓复杂或集体系统的一些属性可从基本主体的相互作用中涌现出来,这种现象即涌现行为,已在多学科中被研究。形式方法社区逐渐意识到可用适当技术开展计算机辅助推理。不同复杂性元素使对这些系统的自动推理具有挑战性。本文以电子金融市场为例,识别并构建复杂性来源以提供计算支持,阐述处理自动分析主要技术方面的替代方法,勾勒市场机制形式化规范和分析的研究计划。

英文摘要

Some properties of so-called complex or collective systems can be observed to emerge from the interactions of elementary agents. This phenomenon, known as emergent behaviour, has long since been studied in the most diverse disciplines, with recent growing awareness from the formal methods community about the opportunity of opening up to seemingly distant disciplines with appropriate technology for computer-aided reasoning. Different peculiar elements of complexity make automated reasoning on these systems particularly challenging. We consider electronic financial markets to drive our discussion. We identify and structure the sources of complexity to tackle in order to provide computational support for the analysis of emergent phenomena. We refrain from evaluating the suitability of specific technical solutions or frameworks of preference, which would as usual require simplifying assumptions and divert from the actual phenomenon of interest. Rather, we elaborate on possible alternatives to handle some of the main technical aspects involved in automated analysis, while retaining a solid and concrete interpretation of the domain, and in doing so outline a more systematic research program for the formal specification and analysis of market mechanisms.

CommentsAccepted at ISoLA 2026, Resourceful Engineering of Complex and Autonomous Systems (ReoCAS) track

论文原文

arXiv 摘要页 · PDF 原文 · HTML 原文

↑