Agent-based Social Financial System Simulation

Social financial system is a complex giant system which is difficult to study directly for its non-linearity, high coupling and self-organizing. While with the development of the computer science technology, the theory of artificial society is more and more widely used in the social financial field. Under the bottom-up methodology, a corresponding parallel system can be built to make a series of experiments, which solves the untestable problem in the real life social financial system. Furthermore, innovative results may be achieved from the emergence of the parallel system.In this paper, by Agent-based modeling technology a social financial simulation model is established, including individual, enterprise, bank, government, product and bond market.First, through case study and combined with financial theory, capital flow discipline is summed up. By discrete event simulation method agents of individual, enterprise, bank and government are constructed, including core components such as attribute set, event list and rule base.Second, product and bond transaction markets are designed. The product market simulates free competition in the market economy. Consumers and manufacturers regularly improves their bahaviors according to external environment and own experience. The bond market simulates the capital transaction in the social financial system. Trading Mechanism, investment strategy of participant is devised and function of capital deployment is preliminarily realized.Finally, a simulation platform is developed and a series of experiments are made on the platform, such as studying the simulation results of different macroeconomic policies and compare the results with traditional economic theory.In conclusion, an integrated social financial simulation model is established which lays a critical stone on the social financial research.