Game Analysis and Simulation Model Design for Research on the Regulation of Trading-Based Market Manipulation in Stock Market

被引：1
|
作者：
Liu, Shuo [1 ,2 ]
机构：
[1] Beijing Jiaotong Univ, China Ctr Ind Secur Res, Beijing 100044, Peoples R China
[2] Beijing Inst Graph Commun, Sch Econ & Management, Beijing 102600, Peoples R China
来源：
LISS 2014 | 2015年
关键词：
Regulation; Game theory; Market manipulation; Simulation;
D O I：
10.1007/978-3-662-43871-8_258
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
Based on the superiority of game theory in research of the relationships among the players, this thesis analyzes the regulation of trading-based market manipulation in stock market carried out by large investors. A one-time game model is built to explain the reason why the large investors can manipulate the stock price by stock trading, and then reflect the key factors which influence the profits of them. A self-adaptive regulation strategy is proposed based on game analysis. Finally, this thesis designs an agent-based modeling simulation model for experiments in order to verify the research conclusions.
引用
收藏
页码：1789 / 1794
页数：6
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