社会经济物理学:交易数量和价格的观点动力学,基于交易者的模型
Socioeconophysics: Opinion Dynamics for number of transactions and price, a trader based model
摘要:
考虑到媒体、意见领袖和其他代理人对市场社会中个人意见的影响,建立了一个基于交易者的模型,并利用该模型通过供求关系来模拟价格。显著的影响被认为是与几个权重和一些交易者之间的个人差异被考虑在内。所得的时间序列和概率分布函数涉及幂律的价格出来类似的真实的。
英文摘要:
Involving effects of media, opinion leader and other agents on the opinion of individuals of market society, a trader based model is developed and utilized to simulate price via supply and demand. Pronounced effects are considered with several weights and some personal differences between traders are taken into account. Resulting time series and probabilty distribution function involving a power law for price come out similar to the real ones.
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。