智能体群体在模拟市场流动性冲击中的应用

Introduction and Background

The Background of Market Liquidity Shocks and the Role of Intelligent Agents

Market liquidity shocks are sudden and severe disruptions in the ability of financial markets to process transactions efficiently. These events can occur due to a variety of reasons, such as sudden changes in investor sentiment, unexpected economic news, or systemic issues within the financial system. The consequences of liquidity shocks can be devastating, leading to price volatility, significant losses, and even the collapse of financial institutions.

In the past, traditional financial models have struggled to accurately pr