Cluster Computing

, Volume 21, Issue 1, pp 977–984 | Cite as

The artificial stock market model based on agent and scale-free network

  • Jian YangEmail author


As a complex giant system, financial market has complexity characteristics with distinctive forms, which shakes theoretical basis of effective market hypothesis to challenge traditional paradigm for financial research. Based on agent-based computational economics, the work established artificial stock market by computer’s high-speed information processing ability and bottom-up modeling method. The real financial markets were highly simulated to guide financial market regulation and policy development. The artificial stock market model in the work realized the simulation of real stock market to a certain extent. This showed that it was effective to improve artificial stock market modeling method based on agent and scale-free network. Therefore, the application value analysis of model has important practical significance.


Agent-based computational economics Agent Scale-free network 


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Copyright information

© Springer Science+Business Media, LLC 2017

Authors and Affiliations

  1. 1.China University of PetroleumQingdaoChina

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