| 基于Agent的机构投资者新股操纵行为管制仿真研究 |
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| 引用本文： | 刘硕. 基于Agent的机构投资者新股操纵行为管制仿真研究[J]. 特区经济, 2010, 0(9): 121-122 |
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| 作者姓名： | 刘硕 |
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| 作者单位： | 首都经济贸易大学经济学院,北京100026 |
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| 基金项目： | 首都经济贸易大学研究生科技创新资助项目“中国股票市场机构投资者行为监管博弈分析与动态仿真模拟研究”资助 |
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| 摘 要： | 本文以新股首个交易日频遭炒作的现象为切入点,对机构投资者联合操纵新股价格走势行为的可能性进行了分析,并使用基于Agent方法在Swarm仿真平台上建立了计算机仿真模型,进一步研究机构投资者对新股的投资行为特征,提出实际操作性较强的管制措施,以避免机构投资者对新股价格走势的联合操纵,从而在一定程度上保证新股走势能够比较正确地反映上市公司经营状况,保证股票市场的健康发展。
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| 关 键 词： | 机构投资者 基于主体仿真 SWARM 管制 |
Research of organization investor new shares control behavior simulation basing on agent |
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| Liu Shuo. Research of organization investor new shares control behavior simulation basing on agent[J]. Special Zone Economy, 2010, 0(9): 121-122 |
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| Authors: | Liu Shuo |
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| Abstract: | This thesis mainly analyzes the possibility of the institutional investors conspiring to control some new share in stock market and builds an agentbased simulation model of the regulation of this phenomenon on Swarm simulation platform to research the investing character and the measure of control of the institutional investors on the IPO.Then table some reasonable proposals to avoid the conspiring control on the new share from the institutional investors in order to insure the stock price will reveal the real situation of company and the normal development of our stock market. |
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| Keywords: | Institutional Investor Agent-Based Simulation SWARM Regulation |
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