| Presentation | 2000/1/12 Analysis of Exchange Rate Scenarios Using an Artificial Market Approach Kiyoshi IZUMI, Kazuhiro UEDA, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this study we used a new agent-based approach, an artificial market approach, to support decision-making of exchange rate policies. We first interviewed a dealer and found that the features of dealer interaction in learning were similar to features of genetic operations in biology. Next we constructed an artificial market model using a Genetic Algorithm by regarding the market as a multi-agent system. Finally, using the computer simulation of the model, several strategic scenarios of rate policies were compared. As a result, it was found that intervention and the control of interest rates were effective on the stabilization of yen-dollar rates in 1998. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Artificial markets / Foreign exchange markets / Decision support systems / Genetic algorithms / Multi-agent systems |
| Paper # | AI99-67 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2000/1/12(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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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) | Analysis of Exchange Rate Scenarios Using an Artificial Market Approach |
| Sub Title (in English) | |
| Keyword(1) | Artificial markets |
| Keyword(2) | Foreign exchange markets |
| Keyword(3) | Decision support systems |
| Keyword(4) | Genetic algorithms |
| Keyword(5) | Multi-agent systems |
| 1st Author's Name | Kiyoshi IZUMI |
| 1st Author's Affiliation | Information Science Div., ETL PRESTO, JST.() |
| 2nd Author's Name | Kazuhiro UEDA |
| 2nd Author's Affiliation | Dept. of General Systems Studies University of Tokyo |
| Date | 2000/1/12 |
| Paper # | AI99-67 |
| Volume (vol) | vol.99 |
| Number (no) | 533 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |