外部事件对经济情绪社会羊群效应产生的影响
The Impact of External Events on the Emergence of Social Herding of Economic Sentiment
摘要：
我们研究了外生环境对经济情绪的社会羊群效应的影响。一个相互作用驱动的动态经济情绪的伊辛模型模拟一个大的（二维）正方形格子。这两种状态被称为乐观主义和悲观主义。外生环境被建模为一系列随机事件，这些事件可能对经济情绪产生积极或消极的影响。这些外源性事件可能频繁或罕见，可能具有持久影响或非持久影响。事件的影响在网格上是不均匀的，因为个体可能无法感知特定的事件。我们引入两个概念的社会羊群：永久羊群是指一个有序的状态（即绝大多数的乐观主义者或悲观主义者的状态）持续在一个无限的时间范围内的情况下，而临时羊群是指有序的状态出现，持续一段时间和衰减的情况。代理人之间的相互作用强度的参数是这样的，以产生永久的放牧，而不受环境的影响。为了研究环境的影响，我们确定初始有序状态是否衰变。我们考虑两种情况：在第一种情况下，积极事件和消极事件具有相同的经验频率和强度，而在第二种情况下，事件具有相同的经验频率但具有不同的强度。(In第一种情况下，环境是“中性”的长期），在中性的情况下，我们发现临时羊群效应，如果事件是足够的“强”和/或感知到足够大的代理比例，我们的研究结果表明，永久羊群效应发生的参数的小值。在“非中立”的情况下，我们发现的只是暂时的羊群行为。
英文摘要：
We investigate the impact of an exogenous environment on the emergence of social herding of economic sentiment. An interactions-driven dynamics of economic sentiment is modeled by an Ising model on a large (two-dimensional) square lattice. The individual states are called optimism and pessimism. The exogenous environment is modeled as a sequence of random events, which might have a positive or negative influence on economic sentiment. These exogenous events can be frequent or rare, have a lasting impact or a non-lasting impact. Impact of events is inhomogeneous over the lattice, as individuals might fail to perceive particular events. We introduce two notions of social herding: permanent herding refers to the situation where an ordered state (i.e. a state with an overwhelming majority of optimists or pessimists) persists over an infinite time horizon, while temporary herding refers to the situation where ordered states appear, persist for some time and decay. The parameter of the inter-agent interaction strength is such as to engender permanent herding without the influence of the environment. To investigate the impact of an environment we determine whether an initially ordered state decays. We consider two cases: in the first case positive and negative events have both the same empirical frequencies and strengths, while in the second case events have the same empirical frequencies but different strengths. (In the first case the environment is ``neutral''in the long term), In the neutral case we find temporary herding if events are sufficiently ``strong'' and/or perceived by a sufficiently large proportion of agents, and our results suggest that permanent herding occurs for small values of the parameters. In the ``non-neutral'' case we find only temporary herding.
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