scholarly journals Agent-based Modeling Simulation Analysis on the Regulation of Institutional Investor's Encroachment Behavior in Stock Market

2014 ◽  
Vol 7 (2) ◽  
Author(s):  
Yang Li ◽  
Shuo Liu
Keyword(s):  
Stock Market ◽  
Simulation Analysis ◽  
Agent Based Modeling ◽  
Agent Based ◽  
Modeling Simulation

The Simulation Presented in the ODD Protocol

2017 ◽  
pp. 52-67
Keyword(s):  
Model Simulation ◽  
Behavioral Outcomes ◽  
Behavioral Model ◽  
Agent Based Modeling ◽  
State Variables ◽  
Agent Based Models ◽  
Agent Based ◽  
Design Concepts ◽  
Modeling Simulation ◽  
Area Of Interest

The ODD Protocol has become a standard for documenting and describing agent based models. The protocol is organized around three main elements, from which the ODD acronym originates: Overview, Design concepts, and Details. This chapter is organized around these primary elements and further broken down into seven sub-elements to provide a clear purpose and understanding of the model simulation. The sub-elements are: Purpose, State Variables and Scales, Process Overview and Scheduling, Design Concepts, Initialization, Input, and Sub-models. The model presented is a proto-agent behavioral model and is utilized in an agent based modeling simulation to help identify possible emergent behavioral outcomes of the populations in the area of interest. By varying the rules governing the interactions of the multinational and incumbent government proto-agents, different strategies can be identified for increasing the effectiveness of those proto-agents and the utilization of resources.

scholarly journals ABM with Behavioral Bias and Applications in Simulating China Stock Market

2015 ◽  
Vol 5 (4) ◽  
pp. 257-270 ◽  
Author(s):  
Guocheng Wang ◽  
Shiguo Zhang
Keyword(s):  
Stock Market ◽  
Behavioral Finance ◽  
Conduction Mechanism ◽  
Agent Based Modeling ◽  
Behavioral Characteristics ◽  
Impulsive Behavior ◽  
Agent Based ◽  
China Stock Market ◽  
Internal Relations ◽  
Real Behavior

Abstract One of the most important advantage of ABM (Agent-Based Modeling) used in social and economic calculation simulation is that the critical behavioral characteristics of the micro agents can be deeply depicted by the approach. Why, what and how real behavior(s) should be incorporated into ABM and is it appropriate and effective to use ABM with HSCA collaboration and micro-macro link features for complex economy/finance analysis? Through deepening behavioral analysis and using computational experimental methods incorporating HS (Human Subject) into CA (Computational Agent), which is extended ABM, based on the theory of behavioral finance and complexity science as well, we constructed a micro-macro integrated model with the key behavioral characteristics of investors as an experimental platform to cognize the conduction mechanism of complex capital market and typical phenomena in this paper, and illustrated briefly applied cases including the internal relations between impulsive behavior and the fluctuation of stock’s, the asymmetric cognitive bias and volatility cluster, deflective peak and fat-tail of China stock market.

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