A social network model of investment behaviour in the stock market

作者：Bakker L; Hare W^*; Khosravi H; Ramadanovic B

来源：Physica A: Statistical Mechanics and Its Applications , 2010, 389(6): 1223-1229.

DOI：10.1016/j.physa.2009.11.013

• Trust network model
• Complex system
• Stock market
• Investment behaviour

To consider the psychological factors that impact market Valuation, a model is formulated for investment behaviour of traders whose decisions are influenced by their trusted peers' behaviour. The model is implemented and several different "trust networks" are tested. Simulation results demonstrate that real life trust networks can significantly delay the stabilisation of a market.

• 出版日期2010-3-15