| Presentation | 2004/3/9 A Market Model of Complex Phenomena by Delay of Trader's Action Shintaro CHIKU, Shuichi ARAI, Aarta MIYAUCHI, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This study describes the research about a relationship between delay of trader's action and behavior of artificial markets. We hypothesize delay of trader's action caused complexity of market behavior. We propose the market model using trader with delay of dealing action. We examined the hypothesis using simulation and adopt correlation dimension analysis in order to this model's behavior is complex system, and quantified complexity using fractal dimension. As a result, we found that the model is possible to produce as complicated as the market including limit of scope. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Complex System / Artifical Market / Limit of Trader Working / Delay of trader's action / Deterministic Chaos / Fractal Dimension |
| Paper # | AI2003-95 |
| Date of Issue |
| Conference Information | |
| Committee | AI |
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| Conference Date | 2004/3/9(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) | A Market Model of Complex Phenomena by Delay of Trader's Action |
| Sub Title (in English) | |
| Keyword(1) | Complex System |
| Keyword(2) | Artifical Market |
| Keyword(3) | Limit of Trader Working |
| Keyword(4) | Delay of trader's action |
| Keyword(5) | Deterministic Chaos |
| Keyword(6) | Fractal Dimension |
| 1st Author's Name | Shintaro CHIKU |
| 1st Author's Affiliation | Musashi Institute of Technology() |
| 2nd Author's Name | Shuichi ARAI |
| 2nd Author's Affiliation | Musashi Institute of Technology |
| 3rd Author's Name | Aarta MIYAUCHI |
| 3rd Author's Affiliation | Musashi Institute of Technology |
| Date | 2004/3/9 |
| Paper # | AI2003-95 |
| Volume (vol) | vol.103 |
| Number (no) | 725 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |