%0 Journal Article
%T An Agent-Based Model of Artificial Stock Market by Using GNP<br>基于GNP的多Agent人工股市模型
%A YANG Cheng
%A SUN Shi-xin
%A <br>杨城
%A 孙世新
%J 计算机应用
%D 2006
%I 
%X Combined with the idea of Austrian school of economics, a new multi-agent model for artificial stock market was proposed based on Genetic Network Programming. It focused on applying the GNP(Genetic Network Programming) approach to emulate investment behavior of agents and evolve their trading rules. Simultaneously, this model enhanced the heterogeneity of agents, and searched for an optimal combination of parameter values based on GA(Genetic Algorithm). Simulation results confirm the effectiveness of this GNP-ASM model through comparison with empirical statistics.
%K GNP(Genetic Network Programming)
%K ASM(Artificial Stock Market)
%K agent-based model<br>遗传网络设计
%K 人工股市
%K 代理模型
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=831E194C147C78FAAFCC50BC7ADD1732&aid=FD01001E07A8986B&yid=37904DC365DD7266&vid=96C778EE049EE47D&iid=94C357A881DFC066&sid=CBB937218406B640&eid=F5F3E44D7A429F27&journal_id=1001-9081&journal_name=计算机应用&referenced_num=0&reference_num=6