Stock Price Simulation Based On Cellular Automata

Cellular automata is a discrete in time and space of the local dynamics model, so the study of space discrete complex system is a very practical research methods, since its birth in the aspect of theory research and application have been a lot of achievements. By many scholars both at home and abroad by using cellular automata in the physics of integrated circuit, the spread of the virus in the field of biological and social sciences in the field of public opinion transmission and so on carries on the simulation research. In the financial field, there has been a scholar of the stock market was established based on cellular automata model, but model has certain defects, these defects, this paper adopted by Jane to numerous, in turn, to join the market factors affecting the stock price, build the final model of stock market based on cellular automata.Finally, using the Matlab software to run this stock market model, to verify some nonlinear characteristics of the stock market, such as stock yield of "Leptokurtic Fatter tail" and "latility Cluster " features. And by changing the parameters of the variable values found value investors plays important role in a stable market to reduce volatility,conformity traders will only increase the volatility of stock prices will not change the fundamental value of the stock, even if short-term stock price rise or fall, the fundamental value of the stock price will eventually return to it, and around the basic value fluctuates up and down.By increasing the proportion of fundamentals investors can effectively reduce the volatility of the market, increasing the stability of the market.