An Agent-Based Simulation Model of Options Market - 文章详情页

作者：

Zhang Jie (Zhang Jie.) | Cui Jing (Cui Jing.) (学者：崔晶) | Zhai Dongsheng (Zhai Dongsheng.) (学者：翟东升) | Zhang Quan (Zhang Quan.)

收录：

CPCI-S EI Scopus

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.

关键词：

Agent Simulation model Options market

作者机构：

[ 1 ] [Zhang Jie]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China
[ 2 ] [Cui Jing]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China
[ 3 ] [Zhai Dongsheng]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China
[ 4 ] [Zhang Quan]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China

通讯作者信息：

[Zhang Jie]Beijing Univ Technol BRIT, Dept Management Sci & Engn, Beijing 100124, Peoples R China

电子邮件地址：

c_luobo@emails.bjut.edu.cn

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