| Presentation | 2000/3/22 Construction of an artificial stock market using an Evolutionary Computation Hiroaki Yamane, Tomoharu Nagao, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this paper, we propose a new artificial stock market composed of multi-agents whose investment strategies are represented by tree-shaped programs. The market is optimized by using a Genetic Programming so that the change of its stock price resembles that of "real"stock market statistically. First, we improve genetic operators for trees and introduce a method, which uses frequency of reference of partial trees for efficient optimization. Next, to make analysis of trees easier, we modify the setting of functional symbols. We show experimentally that complex changes like real market often appeared in the proposed artificial market. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | evolutionary compuatation / genetic programming / artificial stock market |
| Paper # | AI99-100,KBSE99-59 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2000/3/22(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) | Construction of an artificial stock market using an Evolutionary Computation |
| Sub Title (in English) | |
| Keyword(1) | evolutionary compuatation |
| Keyword(2) | genetic programming |
| Keyword(3) | artificial stock market |
| 1st Author's Name | Hiroaki Yamane |
| 1st Author's Affiliation | Imaging Science and Engineering Laboratory, Tokyo Institute of Technology() |
| 2nd Author's Name | Tomoharu Nagao |
| 2nd Author's Affiliation | Imaging Science and Engineering Laboratory, Tokyo Institute of Technology |
| Date | 2000/3/22 |
| Paper # | AI99-100,KBSE99-59 |
| Volume (vol) | vol.99 |
| Number (no) | 718 |
| Page | pp.pp.- |
| #Pages | 8 |
| Date of Issue | |