英文标题：
《An agent-based model for designing a financial market that works well》
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作者：
Takanobu Mizuta
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最新提交年份：
2019
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英文摘要：
Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and side effects. A computer simulation using an agent-based model can directly treat and clearly explain such complex systems where micro processes and macro phenomena interact. Many effective agent-based models investigating human behavior have already been developed. Recently, an artificial market model, which is an agent-based model for a financial market, has started to contribute to discussions on rules and regulations of actual financial markets. I introduce an artificial market model to design financial markets that work well and describe a previous study investigating tick size reduction. I hope that more artificial market models will contribute to designing financial markets that work well to further develop and maintain advanced economies.
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中文摘要：
设计一个运行良好的金融市场对于发展和维持一个发达经济体非常重要，但这并不容易，因为改变细则，即使是看似微不足道的细则，有时也会造成意想不到的巨大影响和副作用。使用基于agent的模型进行计算机模拟，可以直接处理并清楚地解释微观过程和宏观现象相互作用的复杂系统。已经开发了许多有效的基于agent的人类行为研究模型。最近，一种人工市场模型，即基于代理的金融市场模型，开始有助于讨论实际金融市场的规则和监管。我引入了一个人工市场模型来设计运作良好的金融市场，并描述了之前调查蜱虫数量减少的研究。我希望，更多的人工市场模型将有助于设计能够更好地进一步发展和维持发达经济体的金融市常
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Trading and Market Microstructure 交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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一级分类：Quantitative Finance 数量金融学
二级分类：Computational Finance 计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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