| Presentation | 2005/3/8 How Do Differences among Order Distributions Affect The Rate of Investment Returns and Contract Rate Shingo YAMAMOTO, Shihomi WADA, Toshiji KAWAGOE, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Although, in a market study, the distribution of orders follows exponential distribution is reported, researchers rarely questioned about how differences among order distribution affect the rate of investment returns (RI) and contract rate (CR). In this study, we compared several order distributions using U-mart, an artificial market simulation system. We also controlled time series of spot price data and mean of the distribution in our experiment. We found a general tendency that for high value of mean, RI increases, while CR decreases. As to RI, rather a little bit surprising, constant outperforms the other distributions. These results may suggest further study about which quantity management strategy is profitable and which kind of order distribution can improve market efficiency. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Artificial Market / U-Mart / Order Volume / Investment Return / Ctract Rate |
| Paper # | AI2004-88 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2005/3/8(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) | How Do Differences among Order Distributions Affect The Rate of Investment Returns and Contract Rate |
| Sub Title (in English) | |
| Keyword(1) | Artificial Market |
| Keyword(2) | U-Mart |
| Keyword(3) | Order Volume |
| Keyword(4) | Investment Return |
| Keyword(5) | Ctract Rate |
| 1st Author's Name | Shingo YAMAMOTO |
| 1st Author's Affiliation | Future University-Hakodate, Department of Complex Systems() |
| 2nd Author's Name | Shihomi WADA |
| 2nd Author's Affiliation | Future University-Hakodate, Graduate School Systems Information Science |
| 3rd Author's Name | Toshiji KAWAGOE |
| 3rd Author's Affiliation | Future University-Hakodate, Department of Complex Systems |
| Date | 2005/3/8 |
| Paper # | AI2004-88 |
| Volume (vol) | vol.104 |
| Number (no) | 727 |
| Page | pp.pp.- |
| #Pages | 5 |
| Date of Issue | |