Presentation 2002/8/28
Design of Multi-Agent-Based System by using the Coevolutionary GP and its Application
Xiaorong CHEN, Shozo TOKINAGA,
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Abstract(in English) This paper deals with a multi-agent-based architecture for artificial stock market. We attempt to add more heterogeneity to the agents. Specifically, in this architecture the rational agents prefer forecast equation models or simple trading rules to support their decision making, and own his individual base or just learning from public base. Besides these rational agents, one type of irrational agents is also defined. We focus on applying the GP approach to model cognitive behavior of adaptive agents. Time series generated from this multi-agent-based artificial stock market are demonstrated to replicate some features, compared with empirical studies.
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Keyword(in English) Multi-Agent-Based Modeling / Artificial Stock Market / Genetic Programming
Paper # NLP2002-62
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Committee NLP
Conference Date 2002/8/28(1days)
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Registration To Nonlinear Problems (NLP)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Design of Multi-Agent-Based System by using the Coevolutionary GP and its Application
Sub Title (in English)
Keyword(1) Multi-Agent-Based Modeling
Keyword(2) Artificial Stock Market
Keyword(3) Genetic Programming
1st Author's Name Xiaorong CHEN
1st Author's Affiliation Graduae School of Economics, Kyushu University()
2nd Author's Name Shozo TOKINAGA
2nd Author's Affiliation Graduae School of Economics, Kyushu University
Date 2002/8/28
Paper # NLP2002-62
Volume (vol) vol.102
Number (no) 298
Page pp.pp.-
#Pages 6
Date of Issue