基于多Agent的期货市场实验研究

期货市场是一个多Agent复杂性适应系统。此文结合复杂性系统理论,建立期货市场的离散性事件仿真模型,并设计了市场交易机制和自动学习方法,介绍了公共仿真平台Swarm,并通过Swarm仿真平台编写仿真程序,对仿真结果进行了分析,研究了期货市场的一些运行情况,并对特殊情况下市场的变化做出了准确预测。

The Investigation of Multi-Agent Based Futures Market

The futures Market is a multi-agent based complex adaptive system. This paper uses the theory of complex adaptive system to set up the discrete events simulation model of the futures market, designs marketing mechanism and a self-learning algorithm. It introduces the public simulation platform Swarm, writes the simulation procedure through Swarm toolkit, analyses the result of simulation, studies some running situation of the futures market, and then makes an accurate prediction to the change of a market under special conditions.