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Complex Network Minority Game Model for the Financial Market Modeling and Simulation
oleh: Lingyun Chen
Format: | Article |
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Diterbitkan: | Hindawi-Wiley 2020-01-01 |
Deskripsi
This paper proposes a new financial market model based on the analysis of the minority game model. The agent in this model forms a network through information sharing, and the agent uses the minority game model to realize the evolution of the system. To better describe the financial market, we also adopt a prior connection strategy for the model. The network formed by the agent has the characteristics of a scale-free network, and as the initial network connection probability increases, the growth rate of the corresponding agent’s average connection degree increases and then decreases after reaching the peak.