An Agent-Based Simulation Model of Options Market

被引：0
|
作者：
Zhang Jie [1 ]
Cui Jing [1 ]
Zhai Dongsheng [1 ]
Zhang Quan [1 ]
机构：
[1] Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China
来源：
2009 INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND COMPUTATIONAL INTELLIGENCE, VOL IV, PROCEEDINGS | 2009年
关键词：
Agent; Options market; Simulation model;
D O I：
10.1109/AICI.2009.180
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
This paper conducts a comprehensive, systematic exposition about the options market, introduces the basic knowledge of continuous double auction mechanism, then discusses agents' trading strategies that based on Zero-Intelligence-Plus algorithms, and simulate the options trading process by using the Swarm platform. After modeling and simulation, we find that the experimental results are in consistent with the actual market.
引用
收藏
页码：175 / 178
页数：4
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