本文对行为金融(behavioral finance,BF)研究中新兴的基于Agent的计算金融(agent-based computational finance,ACF)方法做出综述。指出BF研究面临的局限,介绍了ACF方法的相关内容,分类列举该领域中的代表事例,并展现其研究特点,最后阐述现有缺陷和未来研究方向。
This paper summarizes some recent studies in behavioral finance (BF) with agent-based computational finance (ACF). Based on the analysis of the intrinsic difficulties faced with BF studies, related advantages of ACF are illuminated briefly. Next, several representative examples in different aspects are enumerated to exhibit the characteristics of the behavioral finance studies with ACF. Finally, some limitations of the approach and the potential fields to study in future are indicated.