Journal of Guangxi Normal University(Natural Science Edition) ›› 2011, Vol. 29 ›› Issue (4): 12-15.

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Simulation of Stock Market Influenced by Securities and Margin Financing Based on Cellular Automata

QIN Song, DENG Min-yi, KONG Ling-jiang   

  1. College of Physical Science and Technology,Guangxi Normal University,Guilin Guangxi 541004,China
  • Received:2011-06-21 Published:2018-11-16

Abstract: In order to study the influences of margin financing,as well as how to relieve the impact of short selling system,modeling theory and method using cellular automata are applied to establish a single stock automata model.In this paper,simulations of trading volume and price fluctuation before and after the introduction of margin financing business are carried out.Simulation results show that the release of new margin financing can increase tradingvolume and stabalize trading price more easily,and it may help to increase the fluctuation of the trading price.The advices about relieving the impact of shortselling system are helpful to financial supervision departments in maintaining market stability.

Key words: margin financing, cellular automata, investment behavior, computer simulation

CLC Number: 

  • TP391.9
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