用多智能体仿真复现资产市场价格操纵实验
原标题:Conceptualization and experimentation of asset market with price manipulation
AI 摘要
该研究由加泰罗尼亚理工大学与加泰罗尼亚开放大学的研究者完成,旨在用多智能体仿真模型复现人类交易者的心理决策过程,并分析其对资产最终价值的影响。作者以Veiga与Vorsatz的实验为基准,用虚拟交易者重现了操纵者与交易机器人试图扭曲市场的实验场景。研究还主张使用形式化与图形化语言(如规范与描述语言SDL)来简化跨学科团队对复杂经济行为的理解与验证。
正文节选
[Page 1] Conceptualization and experimentation of asset market with price manipulation Pau Fonseca i Casas1, Aarón Montero Montero 2 1Corresponding Author. Universitat Politécnica de Catalunya. Statistics and Operations Research Department. Campus Nord. Jordi Girona 1–3 08034, Barcelona, Spain {pau.fonseca@upc.edu}. Tel. + 34 (93) 4017732; Fax. (+ 34) 93 4015855. 2Universitat Oberta de Catalunya, Barcelona, Spain {amonteromon@uoc.edu}. 1. Abstract The primary goal of this work is to reprod