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系统工程理论与实践 2003
Study on Complexity in Stock Market Based Cellular Automata
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Abstract:
After the cellular automata based model of stock market having been formulated, variables reflecting fractal and stability are introduced to describe complexity in stock market, and relativity between investor's imitation degree and market complexity are investigated. Discrete level is put forward to scale the market stability. The results show that there is a obvious correlation between investor's imitation degree and market complexity.