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证券市场中具有流动性人口特征的恐慌情绪传播模型

董苏雅拉图   

  1. 内蒙古财经大学计算机信息管理学院,呼和浩特 010070
  • 出版日期:2021-10-25 发布日期:2021-12-24

董苏雅拉图. 证券市场中具有流动性人口特征的恐慌情绪传播模型[J]. 系统科学与数学, 2021, 41(10): 2919-2931.

DONG Suyalatu. Panic Propagation Model with the Characteristics of Floating Population in Stock Market[J]. Journal of Systems Science and Mathematical Sciences, 2021, 41(10): 2919-2931.

Panic Propagation Model with the Characteristics of Floating Population in Stock Market

DONG Suyalatu   

  1. School of Computer Information Management, Inner Mongolia University of Finance and Economics, Huhhot 010070
  • Online:2021-10-25 Published:2021-12-24
通过~BA 无标度网络刻画证券市场投资者关联关系, 运用~Netlogo 软件实现多主体仿真, 基于改进型恐慌传播模型, 考虑 了人口流动性特征对投资者网络中恐慌情绪传播效果的影响, 模拟恐 慌情绪传播过程, 以探究恐慌情绪传播的影响因子. 与此同时, 还在 动态~WS 小世界网络与动态~Facebook 好友关系网络~(实证网络) 中 对投资者恐慌情绪传播过程进行了仿真实验. 研究表明: 初始时刻传播 节点的度的大小会影响恐慌情绪传播范围与传播速度; 通过与总人口固定 的恐慌情绪传播模型进行比较发现, 具有流动人口特征的恐慌情绪传播模 型加快了恐慌情绪的传播速度, 扩大了恐慌情绪的传播范围; 网络的小世界特性会 加速恐慌情绪扩散, 真实复杂网络兼具无标度特性与小世界特性, 故在 其中的传播范围更广, 传播速度更快.
The BA scale-free network is used to depict the investor relationship in the stock market, and the multi-agent simulation is realized by using Netlogo software. The improved panic contagion model, considering the impact of population mobility on the spread of panic in the investor network, the process of panic spread is simulated to explore the influencing factors of panic spread. At the same time, we also simulate the spread process of investment panic in dynamic WS small world network and dynamic Facebook friend relationship network (empirical network). The results show that: the degree of dissemination nodes at the initial time will affect the spread range of panic; by comparing with the spread model of panic with fixed total population, it is found that the spread model of panic with the characteristics of floating population accelerates the spread speed of panic and expands the spread range of panic; The small world characteristics will accelerate the spread of panic; The real complex network has both scale-free characteristics and small world characteristics, so it has a wider spread range and faster spread speed.
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