论文标题
基于征费的苏罗门代理商经济市场模型的新颖见解
Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model
论文作者
论文摘要
Levy-Levy-Solomon模型（股票市场的微观模型：周期，繁荣和崩溃，经济信件45（1））是最具影响力的基于代理的经济市场模型之一。在几个出版物中，该模型已被讨论和分析。特别是Lux和Zschischang（有关征税，征税和所罗门微观股票市场模型的一些新结果，Physica A，291（1-4））表明该模型具有有限尺寸的效果。在这项研究中，我们将现有工作扩展到多个方向。首先，我们显示模拟揭示了模型的有限尺寸效果。其次，我们阐明了这些有限尺寸效果的起源。此外，我们证明了征费的solomon模型相对于随机数的灵敏度。特别是，我们可以得出结论，低质量的伪随机数发生器对仿真结果有很大影响。最后，我们研究了停止标准在征费 - solomon模型的市场清除机制中的影响。
The Levy-Levy-Solomon model (A microscopic model of the stock market: cycles, booms, and crashes, Economic Letters 45 (1))is one of the most influential agent-based economic market models. In several publications this model has been discussed and analyzed. Especially Lux and Zschischang (Some new results on the Levy, Levy and Solomon microscopic stock market model, Physica A, 291(1-4)) have shown that the model exhibits finite-size effects. In this study we extend existing work in several directions. First, we show simulations which reveal finite-size effects of the model. Secondly, we shed light on the origin of these finite-size effects. Furthermore, we demonstrate the sensitivity of the Levy-Levy-Solomon model with respect to random numbers. Especially, we can conclude that a low-quality pseudo random number generator has a huge impact on the simulation results. Finally, we study the impact of the stopping criteria in the market clearance mechanism of the Levy-Levy-Solomon model.
