| Presentation | 2002/8/28 Design of Multi-Agent-Based System by using the Coevolutionary GP and its Application Xiaorong CHEN, Shozo TOKINAGA, |
|---|---|
| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| 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. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Multi-Agent-Based Modeling / Artificial Stock Market / Genetic Programming |
| Paper # | NLP2002-62 |
| Date of Issue |
| Conference Information | |
| Committee | NLP |
|---|---|
| Conference Date | 2002/8/28(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | |
| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| 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 | |