| 计算金融学研究发展评述——基于投资者异质性的视角 |
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| 引用本文： | 李红权,李贵明,陈攀.计算金融学研究发展评述——基于投资者异质性的视角[J].长沙理工大学学报(社会科学版),2012(3):66-72. |
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| 作者姓名： | 李红权 李贵明 陈攀 |
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| 作者单位： | 湖南师范大学商学院金融系 |
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| 基金项目： | 国家自然科学基金资助项目(71001036);教育部人文社会科学研究项目(09YJC790084);湖南省教育厅资助重点科研项目(10A082);湖南省研究生科研创新项目(CX2011B203) |
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| 摘 要： | 以人工金融市场模型为代表的计算金融学建模方法是一个非常有效的金融市场分析工具,也是金融学领域的国际研究前沿之一。论文从异质性主体模型的发展和演变角度,梳理了计算金融学建模的理论基础和实现手段,对计算金融学的研究进展作了系统评述,最后分析了计算金融学建模中存在的问题与不足,并进一步指出该领域未来的发展方向。
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| 关 键 词： | 计算金融学 人工金融市场 金融演化过程 异质性 |
Review on the Research Development of Computational Finance——in the perspective of investors’heterogeneity |
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| LI Hong-quan,LI Gui-ming,CHEN Pan.Review on the Research Development of Computational Finance——in the perspective of investors’heterogeneity[J].Journal of Changsha University of Science & Technology,2012(3):66-72. |
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| Authors: | LI Hong-quan LI Gui-ming CHEN Pan |
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| Institution: | (School of Business,Hunan Normal University,Changsha,Hunan 410081,China) |
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| Abstract: | Computational finance modeling,of which artificial financial market is a typical model,is deemed a very effective financial market analysis tool and is therefore the forefront of international finance research field.From the view of development and evolution of heterogeneity agent model,this paper analyses the theoretical foundation and the realization tools of this new field,and gives a comprehensive review on the progress as well as challenges and weakness of ACF.Some research advancements and future research guides in this field are also given. |
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| Keywords: | Agent-based Computational Finance(ACF) Artificial Financial Market Evolutionary Process of Financial Markets Heterogeneity |
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