| Presentation | 2001/1/3 Construction of artificial stock markets using ADG ; Automatically Defined Groups Akira Hara, Tomoharu Nagao, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | With the aim of analyzing the mechanism of the stock price change, we construct an artificial stock market composed of multiple agents whose investment strategies are represented by tree-shaped programs.The market is optimized by using a Genetic Programming so that the change of its stock price resembles that of "real"stock market statistically.In order to perform an efficient optimization and to analyze agents' behavior easily, we use ADG ; Automatically Defind Groups previously proposed by authors.We show experimentallythat complex changes like real market appears in the proposed artificial market. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | genetic programming / multiagent systems / artificial stock market |
| Paper # | AI2000-53 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2001/1/3(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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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) | Construction of artificial stock markets using ADG ; Automatically Defined Groups |
| Sub Title (in English) | |
| Keyword(1) | genetic programming |
| Keyword(2) | multiagent systems |
| Keyword(3) | artificial stock market |
| 1st Author's Name | Akira Hara |
| 1st Author's Affiliation | Dept.of Information Processing, Tokyo Institute of Technology() |
| 2nd Author's Name | Tomoharu Nagao |
| 2nd Author's Affiliation | Division of Electrical and Computer Engineering, Yokohama National University |
| Date | 2001/1/3 |
| Paper # | AI2000-53 |
| Volume (vol) | vol.100 |
| Number (no) | 529 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |