Presentation	2000/1/12 Artificial Stock Market : Construction and Evaluation Takeshi SHIMATANI,
PDF Download Page	PDF download Page Link
Abstract(in Japanese)	(See Japanese page)
Abstract(in English)	With the aim of creating a realistic artificial model of the foreign exchange market, this paper examines the theoretical structure of the various factors that effect the exchange rate. Analysis was focused on the structure of the foreign exchange rate, factors causing movements in the rate, the role played by information and how it is conveyed to the exchange market. Two models were developed: one focusing solely on the role that information plays in price formation, while the other provided for the psychological state of players. By testing each model with data from 1994-1997, the significance of the information effect in the market was made clear.
Keyword(in Japanese)	(See Japanese page)
Keyword(in English)	complex / systems / artificial market / genetic algorithm
Paper #	AI99-71
Date of Issue

Conference Information
Committee	AI
Conference Date	2000/1/12(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	Artificial Intelligence and Knowledge-Based Processing (AI)
Language	JPN
Title (in Japanese)	(See Japanese page)
Sub Title (in Japanese)	(See Japanese page)
Title (in English)	Artificial Stock Market : Construction and Evaluation
Sub Title (in English)
Keyword(1)	complex
Keyword(2)	systems
Keyword(3)	artificial market
Keyword(4)	genetic algorithm
1st Author's Name	Takeshi SHIMATANI
1st Author's Affiliation	Faculty of Economics, University of Tokyo The Institute of Socio Information & Communication Studies()
Date	2000/1/12
Paper #	AI99-71
Volume (vol)	vol.99
Number (no)	533
Page	pp.pp.-
#Pages	7
Date of Issue