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Динамическая Модель Замкнутого Однотоварного Рынка С Конечными Автоматами В Качестве Участников

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  • Вороновицкий М.М.

Abstract

В работе исследуется динамическая модель замкнутого однотоварного рынка, рассматриваемого как объединение автономных взаимодействующих участников. Замкнутость рынка означает, что количество товара и количество денег на рынке одни и те же во все моменты времени. В любой момент времени каждый участник может иметь один из статусов: продавец, покупатель или не участвовать в торговле. Взаимодействие между участниками осуществляется посредством торговли. Используя информацию о результатах своей торговли в предыдущий момент времени и стремясь обеспечить себе максимальную прибыль, участники переходят в новые статусы и назначают новые цены. Главным результатом этой работы представляется включение в модель конечных автоматов в качестве алгоритмов выбора степени риска при назначении цены участниками торговли. Компьютерное исследование модели показало сходимость средней цены рынка к окрестности некоторого ее усредненного значения. Также в статье изучается влияние емкости памяти автоматов, представляющих участников рынка, на поведение всей системы.

Suggested Citation

  • Вороновицкий М.М., 2016. "Динамическая Модель Замкнутого Однотоварного Рынка С Конечными Автоматами В Качестве Участников," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 52(2), pages 75-90, апрель.
    • Handle: RePEc:scn:cememm:v:52:y:2016:i:2:p:75-90
    Note: Москва
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    References listed on IDEAS

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    2. LeBaron, Blake & Arthur, W. Brian & Palmer, Richard, 1999. "Time series properties of an artificial stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1487-1516, September.
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