中国农产品价格波动机理探索
Modeling of Price Fluctuation Mechanism for Chinese Agricultural Products Based on Multi-agent

为探索我国农产品价格周期性波动的内在机理，首先对农产品价格波动的成因、价格波动与影响因素之间相关关系进行了研究；利用多Agent技术，构建了农产品价格波动动态模型，并对多因素间的协作过程与工作原理进行了设计；在多Agent模型下，以小麦市场价格趋势数据为对象，借助自回归条件异方差模型(ARCH)对价格波动规律及强度进行了探索，在此基础上对ARCH模型进行变换形成TRCH模型，进行了模型的检验与估计。通过实验仿真，结果表明农产品价格波动动态模型能有效的反应价格波动的内在机理，有利于实现农产品价格波动的事先预警。
To explore the intrinsic mechanism of China’s agricultural product price fluctuation, firstly, the causes of price fluctuation of agricultural products were analyzed, and the relationship between price fluctuation and influence factors were studied. Then, through using multi-agent technology, a dynamic model of price fluctuation of agricultural products was established, and the collaboration process and work principle among multiple factors were designed. Secondly, under the multi-agent model, the wheat market price trend data were selected as the object, the regularity and intensity of price fluctuation were expressed based on the autoregressive conditional heteroskedasticity model (ARCH), which, on the basis of ARCH model, was transformed into TRCH model, and then it was tested and estimated. As verified by the simulation, the results showed that multi-agent model proposed can response to the intrinsic mechanism of agricultural products price fluctuation effectively, being conducive to warn the price fluctuation of agricultural products.