MODELING STOCK MARKETS BY PROBABILISTIC 1-D CELLULAR-AUTOMATA

被引：1
|
作者：
WAN, HA
机构：
[1] Department of Computer Studies, Lingnan College, Stubbs Road
来源：
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 1994年 / 53卷 / 3-4期
关键词：
CELLULAR AUTOMATA; TRANSITION FUNCTION; MARKOV CHAIN; CORRELATION DIMENSION;
D O I：
10.1080/00207169408804323
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The concept of probabilistic cellular automata is introduced in this paper. The automata are used to model a simple stock market in which the buying and selling of a stock is governed by a probabilistic transition function which is also a function of time. It is possible to apply theories of Markov chain, e.g. absorption time, to this situation. Some popular strategies of investing in a stock market can also be simulated by the cellular automaton models with appropriate transition functions.
引用
收藏
页码：167 / 176
页数：10
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