| Presentation | 2004/3/8 Conditions for Genetic Algorithm Learning Describes Investor Sentiment Takashi YAMADA, Kazuhiro UEDA, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | The purpose of this paper is to clarify whether the Genetic Algorithm Learning can describe the Model of Investor Sentiment(Barberis et al., J. of Financial Economics, 49, pp.307-343, 1998), one of the studies of the Behavioral Finance. For this purpose, we explored the conditions using the agents' viewpoints towards market which were obtained when some series of typical asset-returns were given. As a result, some conditions for genetic algorithm were shown to be required: First, in order to represent the model of investor sentiment by genetic algorithm learning, agents need to know market condition for their learning. Second, the information used when agents select their parents must be up-to-date. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | agent-based computational economics / genetic algorithm / learning / investor sentiment |
| Paper # | AI2003-80 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2004/3/8(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Paper Information | |
| Registration To | Artificial Intelligence and Knowledge-Based Processing (AI) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Conditions for Genetic Algorithm Learning Describes Investor Sentiment |
| Sub Title (in English) | |
| Keyword(1) | agent-based computational economics |
| Keyword(2) | genetic algorithm |
| Keyword(3) | learning |
| Keyword(4) | investor sentiment |
| 1st Author's Name | Takashi YAMADA |
| 1st Author's Affiliation | Department of General Systems Studies, Graduate School of Arts and Sciences, University of Tokyo() |
| 2nd Author's Name | Kazuhiro UEDA |
| 2nd Author's Affiliation | Interfaculty Initiative of Information Studies, University of Tokyo |
| Date | 2004/3/8 |
| Paper # | AI2003-80 |
| Volume (vol) | vol.103 |
| Number (no) | 724 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |