投资者过度自信及其传导机制研究

发布时间：2018-05-11 02:25

本文选题：过度自信 + 传导　；参考：《南京理工大学》2017年硕士论文

【摘要】：近年来,各学界对于大数据的研究趋近于白热化,在国家金融业深化改革的大背景下体现尤甚,其主要用于对互联网内的大量金融数据进行分析处理,事实上利用社会网络研究法研究网络中传播某种行为是一种很好的研究方式,故本文可在情报学基础理论的基础上,将之吸纳,为金融市场的研究提供服务。金融系统中这些非理性行为扩散现象的本质是非理性社会个体受到来自社会网络中其他个体呈现或者媒介信息的影响,通过信道交互,对自身行为进行不断学习、分析和调整的动态互动过程。利用社会网络仿真探讨非理性行为的扩散机制与演化规律,有助于预测、利用、调整和控制社会行为演化,以趋利避害,为金融市场深化改革提供服务。如果将社会网络中的决策个体看作节点,将个体之间的交互关系看作连线,那么行为扩散的整体环境可以看作一个社会网络。本文试图从情报学角度出发探索过度自信影响下,金融社会网络中投资者买入行为扩散机制的演化规律。首先,本研究通过对现有过度自信及其传导的理论和文献进行梳理和总结,探讨过度自信的定义、形成机制以及其如何影响个体行为决策等问题。其次,在情报学理论基础上建立数学模型以描述过度自信和其传导,在合理的理论前提下提出一些假设;而后,本研究分别从宏观上证指数及其论坛数据出发,借助微观心理学准实验法,验证所做出的假设;最后,在上述模型基础上,为了对理论模型的正确性进行验证与完善,本研究开发了相应的仿真系统,并对仿真数据进行了处理与分析。
[Abstract]:In recent years, the research on big data has become more and more intense, especially in the context of deepening the reform of the national financial industry, which is mainly used for the analysis and processing of a large number of financial data in the Internet. In fact, it is a good way to use social network research method to study a certain behavior in the network, so this paper can absorb it on the basis of the basic theory of information science, and provide service for the research of financial market. The essence of these irrational behavior diffusion phenomena in the financial system is that the irrational social individuals are influenced by the presentation or media information from other individuals in the social network, and through the channel interaction, they constantly learn their own behavior. Analyze and adjust the dynamic interaction process. It is helpful to predict, utilize, adjust and control the evolution of social behavior by using social network simulation to explore the diffusion mechanism and evolution law of irrational behavior, in order to seek advantages and avoid disadvantages, and to provide service for deepening the reform of financial market. If the decision-making individual in the social network is regarded as a node, and the interaction between individuals is regarded as a connection, then the overall environment of behavior diffusion can be regarded as a social network. This paper attempts to explore the evolution of the diffusion mechanism of investor buying behavior in financial social networks under the influence of overconfidence from the angle of information science. Firstly, by combing and summarizing the existing theories and literatures of overconfidence and its transmission, this study discusses the definition of overconfidence, its formation mechanism and how it affects individual behavior decision-making. Secondly, on the basis of information science theory, a mathematical model is established to describe overconfidence and its transmission, and some hypotheses are put forward on the premise of reasonable theory. Finally, in order to verify and perfect the correctness of the theoretical model, the corresponding simulation system is developed on the basis of the above model. The simulation data are processed and analyzed.
【学位授予单位】：南京理工大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.51;G350

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