A social network model of investment behaviour in the stock market

被引：34

作者：

Bakker, L. ^{[2
]}

Hare, W. ^{[1
]}

Khosravi, H. ^{[2
]}

Ramadanovic, B. ^{[3
]}

机构：

[1] Univ British Columbia, Vancouver, BC V5Z 1M9, Canada

[2] Simon Fraser Univ, MoCSSy Program, Sch Comp Sci, Burnaby, BC V5A 1S6, Canada

[3] Simon Fraser Univ, IRMACS Ctr, Complex Syst Modelling Grp, Burnaby, BC V5A 1S6, Canada

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2010年 / 389卷 / 06期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Trust network model; Complex system; Stock market; Investment behaviour;

D O I：

10.1016/j.physa.2009.11.013

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

To consider the psychological factors that impact market Valuation, a model is formulated for investment behaviour of traders whose decisions are influenced by their trusted peers' behaviour. The model is implemented and several different "trust networks" are tested. Simulation results demonstrate that real life trust networks can significantly delay the stabilisation of a market. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：1223 / 1229

页数：7

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