| Presentation | 2006-03-07 Analysis of Bid Prices Changes in Double Auction Markets consisting of Multi-agentes using GP Learning Yoshikazu IKEDA, Shozo TOKINAGA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this report, we show the price fluctuation analysis in the double auction market by the multi-agent. It is assumed that agents learn functions which determine bidding price and amount by genetic programming (GP). As an auction system, the so-called board system which assumes the adjustment person of a market is considered. And the factor of a large change of the price in the double auction by setup of a parameter is described. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | double auction / multi-agent / genetic programming |
| Paper # | CAS2005-119,SIP2005-165,CS2005-112 |
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| Conference Information | |
| Committee | SIP |
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| Conference Date | 2006/2/28(1days) |
| Place (in Japanese) | (See Japanese page) |
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| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Signal Processing (SIP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Analysis of Bid Prices Changes in Double Auction Markets consisting of Multi-agentes using GP Learning |
| Sub Title (in English) | |
| Keyword(1) | double auction |
| Keyword(2) | multi-agent |
| Keyword(3) | genetic programming |
| 1st Author's Name | Yoshikazu IKEDA |
| 1st Author's Affiliation | Faculty of Economics, Shinshu University() |
| 2nd Author's Name | Shozo TOKINAGA |
| 2nd Author's Affiliation | Graduate School of Economics, Kyushu University |
| Date | 2006-03-07 |
| Paper # | CAS2005-119,SIP2005-165,CS2005-112 |
| Volume (vol) | vol.105 |
| Number (no) | 636 |
| Page | pp.pp.- |
| #Pages | 6 |
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