资 源 简 介
We are modeling a stock market as a collection of buyers and sellers who are motivated by a finite set of reasons for buying or selling stock. An agent-based model will be used to simulate the nonlinear dynamics and the high interconnectivity of a stock market at discrete times. The local actions of the agents(traders) dictate the aggregate behavior of the market, while the market trends influence the decisions of the traders.
For example, the price movement of indexes influences some buyers and sellers (e.g. traders we are calling Strategic/Technical traders) to make decisions, and conversely the market price is influenced by the net effect of buyer & seller behavior (e.g. if all buyers are selling, they will push the market lower).
The objective of the simulation is to represent how the change in behaviours (aggressiveness, irrationality , patience...) of the traders influence the market. For each trader we will model what we are calling a “confidence score”
