| Presentation | 2002/1/3 A study on the relationship between the information interpretation of learning trader and macro-structure of artificial market Daisuke KANEHIR, Hidenori KAWAMURA, Koichi KURUMATANI, Azuma OHUCHI, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | This paper describes the research about a relationship between complexity of information structure and behavior artificial market with learning trader agent. We attempt three experiments with two kinds of traders, and adopt correlation dimension analysis in order to measure behavior of artificial market. As a result, we show the information structure is related with the macro behavior of market although the information is not related with the essential worth of the stock. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Artificial Market / Multi-Agent Simulation / Information Interpretation, Correlation Dimension Analysis / X-Economy |
| Paper # | AI2001-75 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2002/1/3(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) | A study on the relationship between the information interpretation of learning trader and macro-structure of artificial market |
| Sub Title (in English) | |
| Keyword(1) | Artificial Market |
| Keyword(2) | Multi-Agent Simulation |
| Keyword(3) | Information Interpretation, Correlation Dimension Analysis |
| Keyword(4) | X-Economy |
| 1st Author's Name | Daisuke KANEHIR |
| 1st Author's Affiliation | Graduate School of Engineering, Hokkaido University() |
| 2nd Author's Name | Hidenori KAWAMURA |
| 2nd Author's Affiliation | Graduate School of Engineering, Hokkaido University |
| 3rd Author's Name | Koichi KURUMATANI |
| 3rd Author's Affiliation | National Institute of Advanced Industrial Science and Technology |
| 4th Author's Name | Azuma OHUCHI |
| 4th Author's Affiliation | Graduate School of Engineering, Hokkaido University |
| Date | 2002/1/3 |
| Paper # | AI2001-75 |
| Volume (vol) | vol.101 |
| Number (no) | 536 |
| Page | pp.pp.- |
| #Pages | 8 |
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