Modeling and Simulation for the Regulation of Trading-Based Market Manipulation in Stock Market Based on Swarm

Conference paper

Abstract

Considering the importance of stock market in the national financial system, it requires the market regulator to avoid any illegal behaviors in the market. This paper establishes an agent-based modeling simulation model system based on Swarm in order to study the regulation of trading-based market manipulation carried out by institutional investors. Following the simulation model system establishing, a series of simulation experiments in different market situations are implemented based on the simulation model system. And the experiment results verify the effects of so called “self-adaptive regulation”.

Keywords

Simulation Regulation Self-adaptability Swarm 

References

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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  1. 1.China Center for Industrial Security ResearchBeijing Jiaotong UniversityBeijingChina
  2. 2.School of Economics and ManagementBeijing Institute of Graphic CommunicationBeijingChina

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