Research And Empirical Analysis Of The Stock Market Model Based On Behavior Infections

Behavioral finance is the psychology especially behavior into finance science, research and forecasting the capital market phenomena and problems of the sub-ject. Transmission investor behavior and its impact on the market, is the current behavior finance and the finance is one of the hot issues in the field of study. Domestic research is mainly focused on the inspection institution investor’s a-bility to predict, for transmission of stock market based on individual investors behavior model research is less.Under the framework of behavioral finance, this paper adopts the combi-nation of qualitative and quantitative analysis method, empirical analysis and comparative analysis method, etc., using the theory of finance, psychology, statis-tics, dynamics and other tools, and the application software, the flow process of transmission investor behavior affect the stock market funds are studied, draw lessons from the modeling idea on infectious disease model stock market model is established, and by discussing the stability of the equilibrium point to analyze the change of stock market, be applicable to the threshold value of the stock market theorem, the use of Shanghai stock index, carries on the empirical analysis.In this paper, by defining the infection rate and the removal rate of quan-titative investor behavior, on this basis, build a model more accurately depict actual investment decisions of investors behavior rule, its influence on the index. Model of theoretical research and empirical analysis results show that the stock go up drop ratio and the infection rate and removal rate of change is consistent, present state of very strong positive correlation, and the nonlinear relationship between dominant. Finally has carried on the Granger causality test, it is con-cluded that the results of the transmission that investors’behavior is the cause of the change of the stock market rise and fall, the transmission investors behavior affects the rise and fall of the stock market situation, and the stock market rise and fall of the situation is not the cause of the change of the transmission investor behavior. Based on the investment behavior spread stock market index model for simulating the stock market, and analysis of transmission investor behavior and the relationship between stock market volatility, and come to the conclusion that both correlation and causation, innovative research method and the conclusion of this article has the very good application value.