本文選題：人工股票市場(chǎng) + 分布式并行　； 參考：《天津大學(xué)》2012年碩士論文

【摘要】：以SFI-ASM（圣塔菲人工股票市場(chǎng)）為代表的，基于多Agent技術(shù)對(duì)股票市場(chǎng)進(jìn)行建模仿真是研究股票市場(chǎng)性質(zhì)和規(guī)律的主要方法之一，取得了一系列的重要研究成果。但這些人工股票市場(chǎng)仍存在著許多不足，主要體現(xiàn)在兩個(gè)方面，首先這些人工股票市場(chǎng)都是單機(jī)串行的，市場(chǎng)中多Agent基于隊(duì)列調(diào)度運(yùn)行，Agent投資行為之間是偽并行的，與現(xiàn)實(shí)股票市場(chǎng)投資者的完全并行性區(qū)別很大；其次它們沒(méi)有也無(wú)法實(shí)現(xiàn)多Agent之間的實(shí)時(shí)消息交互，這就嚴(yán)重限制和影響了多Agent間交互網(wǎng)絡(luò)對(duì)市場(chǎng)行為影響的研究。 本文針對(duì)這些問(wèn)題，通過(guò)將分布式并行技術(shù)和消息中間件技術(shù)應(yīng)用到基于多Agent的人工股票市場(chǎng)研究中，實(shí)現(xiàn)了一個(gè)基于多Agent的分布式并行人工股票市場(chǎng)——DPASM，解決了上述問(wèn)題，其中主要的研究和工作包括三個(gè)部分： 首先，對(duì)分布式環(huán)境下的Agent及多Agent運(yùn)行控制結(jié)構(gòu)進(jìn)行了研究，設(shè)計(jì)了Agent決策算法庫(kù)和消息交互接口，分別實(shí)現(xiàn)Agent的智能決策能力和消息交互能力，采用全分布式多Agent運(yùn)行控制結(jié)構(gòu)，使Agent之間具備故障獨(dú)立性，增加了系統(tǒng)穩(wěn)定性，并且多Agent之間是完全并行的，符合現(xiàn)實(shí)股票市場(chǎng)中投資者之間的關(guān)系。 其次，研究了股票交易市場(chǎng)的交易機(jī)制和結(jié)構(gòu)，分布式環(huán)境下，Agent可能在任意時(shí)刻提交訂單，任意時(shí)刻也可能有多個(gè)Agent訂單，因此交易市場(chǎng)采用連續(xù)競(jìng)價(jià)交易機(jī)制，同時(shí)利用動(dòng)態(tài)線(xiàn)程池技術(shù)實(shí)現(xiàn)高負(fù)載和高并發(fā)能力。 最后，研究了多Agent之間的消息交互結(jié)構(gòu)及方法，針對(duì)多Agent之間交互網(wǎng)絡(luò)在市場(chǎng)仿真期間固定不變的特點(diǎn)，采用集中式通信結(jié)構(gòu)和消息隊(duì)列技術(shù)，實(shí)現(xiàn)了一個(gè)輕量級(jí)的、有效的多Agent消息交互中間件——ASMMQ，它采用固定發(fā)布/訂閱方法，實(shí)現(xiàn)多Agent之間實(shí)時(shí)的、異步的消息交互，且消息交互過(guò)程對(duì)所有Agent都是透明的。 另外，本文還實(shí)現(xiàn)了一個(gè)人機(jī)交互終端，用來(lái)對(duì)市場(chǎng)屬性進(jìn)行初始化設(shè)置，，直觀(guān)的顯示股票市場(chǎng)仿真過(guò)程中股票成交價(jià)格和成交量的情況，并且可以控制仿真的運(yùn)行。
[Abstract]:Taking SFI-ASM (Santa Fe artificial stock market) as an example, modeling and simulation of stock market based on multiple Agent technology is one of the main methods to study the nature and law of stock market, and a series of important research results have been obtained. However, these artificial stock markets still have many shortcomings, which are mainly reflected in two aspects. First, these artificial stock markets are serial on a single machine, and there is a pseudo-parallelism between the investment behavior of many Agent agents based on queue scheduling in the market. It is very different from the real stock market investors' complete parallelism. Secondly, they do not and can not realize the real-time message interaction between multiple Agent, which seriously limits and affects the research of the influence of multi-Agent interactive network on market behavior. Aiming at these problems, this paper applies distributed parallel technology and message middleware technology to the research of artificial stock market based on multiple Agent, and realizes a distributed parallel artificial stock market based on multiple Agent, which solves the above problems. The main research and work include three parts: firstly, the Agent and multi-Agent running control structure in distributed environment are studied, and the Agent decision algorithm library and message interaction interface are designed. The intelligent decision ability and message interaction ability of Agent are realized, and the fully distributed multi-Agent running control structure is adopted, which makes Agent have fault independence, increases system stability, and is completely parallel between multiple Agent. The relationship between investors in a realistic stock market. Secondly, the trading mechanism and structure of stock trading market are studied. In distributed environment, the agent may submit orders at any time, and there may be multiple Agent orders at any time, so the trading market adopts the mechanism of continuous bidding. At the same time, dynamic thread pool technology is used to realize high load and high concurrency ability. Finally, the structure and method of message interaction between multiple Agent are studied. Aiming at the fixed characteristics of multi-Agent interactive network during market simulation, a lightweight communication structure and message queue technology are adopted. ASMMQ, an effective multi-Agent message interaction middleware, uses a fixed publish / subscribe method to realize real-time and asynchronous message interaction between multiple Agent, and the process of message interaction is transparent to all Agent. In addition, this paper also implements a human-computer interaction terminal, which is used to initialize the market properties, display the stock transaction price and volume in the stock market simulation process, and can control the operation of the simulation.
【學(xué)位授予單位】：天津大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F830.91;TP18

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