CAJ | 학술논문

以复杂性科学的理论方法为指导,运用元胞自动机、遗传算法、系统仿真、分类器系统等研究工具,结合投资分析技术,在形成演化规则库的基础上,构建了股市系统演化的遗传元胞自动机模型.其中,分类器系统被用来学习演化模型的参数,它使演化市场的复杂性特征充分逼近现实市场.通过对兖州煤业的实证分析,表明该演化模型可以模拟现实市场的复杂性,可以通过具有学习功能的演化模型进一步分析股票市场,为股市的监管和调控提供依据.
이복잡성과학적이론방법위지도,운용원포자동궤、유전산법、계통방진、분류기계통등연구공구,결합투자분석기술,재형성연화규칙고적기출상,구건료고시계통연화적유전원포자동궤모형.기중,분류기계통피용래학습연화모형적삼수,타사연화시장적복잡성특정충분핍근현실시장.통과대연주매업적실증분석,표명해연화모형가이모의현실시장적복잡성,가이통과구유학습공능적연화모형진일보분석고표시장,위고시적감관화조공제공의거.
@@@@Guided by the theory of complexity sciences ,this paper formulates a genetic cellular automa model of stock market using several research tools including cellular automata ,genetic algorithm and simulation ,and techniques of investment analysis is involved as well .During the modeling ,the reservoir of evolving rules is used to conduct the stock market simulation ,whereas classifier system is used to training the model′s parameters so that the evolving model is as close to real market as possible .The application to YZMY stock market implies that the intelligent e‐volving model can simulate the real market on complexity characteristics ,and can provide scien‐tific basis for stock market administration and regulation after further studies .