| Presentation | 2000/1/12 Dynamics in a Financial Network Taisei Kaizoji, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | The aim of this study is to propose a new expectation formation hypothesis, the relative expectation formation hypothesis, and demonstrate that a standard probabilistic distribution on the trader's opinion, which is called the Bolztmann-Gibbs distributioni, is able to be derived from the relative expectation formation hypothesis. The relative expectation formation of interacting agents will be formularized by using maximum information entropy principle and is considered as a mathematical formularization of Keynes'beauty contest. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | the relative expectation formation / Keynes'beauty contest / the Boltzmann distribution |
| Paper # | AI99-74 |
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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) | |
| Chair | |
| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| Registration To | Artificial Intelligence and Knowledge-Based Processing (AI) |
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| Language | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Dynamics in a Financial Network |
| Sub Title (in English) | |
| Keyword(1) | the relative expectation formation |
| Keyword(2) | Keynes'beauty contest |
| Keyword(3) | the Boltzmann distribution |
| 1st Author's Name | Taisei Kaizoji |
| 1st Author's Affiliation | Division of Social Sciences, International Christian University() |
| Date | 2000/1/12 |
| Paper # | AI99-74 |
| Volume (vol) | vol.99 |
| Number (no) | 533 |
| Page | pp.pp.- |
| #Pages | 7 |
| Date of Issue | |