动态分析和对随机投资者情绪传染模型的最佳控制,考虑情绪与随机参数扰动的隔离
Sida Kang1, Xilin Hou2, Yuhan Hu3
1School of Electronic and Information Engineering, University of Science and Technology Liaoning, Anshan, 114051, China.
Scientific reports
|December 2, 2023
概括
投资者情绪的传染对经济产生重大影响. 本研究引入了一种双系统随机模型来分析情绪动态,揭示了社会指导和监管控制可以减轻负面传染效应.
科学领域:
- 经济学 经济学 经济学
- 社会学 社会学 社会学
- 数学建模的数学建模
背景情况:
- 投资者情绪的蔓延深深地影响了经济和社会发展.
- 现代经济中的不确定因素干扰了投资者的情绪.
- 了解这些动态对于经济稳定至关重要.
研究的目的:
- 探索投资者情绪对经济和社会的多样影响.
- 调查不确定因素对投资者情绪的影响.
- 开发一种用于分析和控制情绪传染的数学模型.
主要方法:
- 构建一个双系统随机SPA2G2R模型,包括积极和消极情绪.
- 建立积极解决方案的全球存在.
- 计算情绪消失和稳定分布的条件.
- 为随机模型制定最佳控制策略.
主要成果:
- 该模型表明不同投资者情绪之间的竞争关系.
- 加强社会指导机制促进了积极的投资者情绪传染.
- 监管控制有效地制了投资者情绪的传播.
- 白噪音加剧了投资者情绪的传染,这表明通过噪音控制进行监管是可能的.
结论:
- 社会指导和监管干预对于管理投资者情绪传染至关重要.
- 控制噪声强度和干扰参数可以有效调节情绪传播.
- 随机模型为理解和管理市场情绪动态提供了一个框架.
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