Presentation 2009-01-22
Analysis of Multi-fractal Surfaces generated as the Result of Interactions among Agents placed on Two-dimensional Lattices and their Applications
Yoshikazu IKEDA, Shozo TOKINAGA,
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Abstract(in English) This report deals with the analysis of multi-fractal surfaces generated as the result of interactions among agents placed on two-dimensional lattices and their applications. Especially, we focus on the estimation of agents' behavior from the multifractality analysis of observed surface data. Two models are proposed by considering the feature of artificial stock market and the process of crystal growth of surface. The feature extraction is formalized by using the indices of multifractality reduce d from the wavelet transform to the multifractal surfaces so as to identify the behaviors of agents.
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Keyword(in English) Multifrcatal surface / mult-agents / Estimation of models / Wavelet transform / feature extraction
Paper # SIP2008-143,RCS2008-191
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Committee RCS
Conference Date 2009/1/15(1days)
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Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Analysis of Multi-fractal Surfaces generated as the Result of Interactions among Agents placed on Two-dimensional Lattices and their Applications
Sub Title (in English)
Keyword(1) Multifrcatal surface
Keyword(2) mult-agents
Keyword(3) Estimation of models
Keyword(4) Wavelet transform
Keyword(5) feature extraction
1st Author's Name Yoshikazu IKEDA
1st Author's Affiliation Faculty of Economics and Business administration, The University of Kitakyushu()
2nd Author's Name Shozo TOKINAGA
2nd Author's Affiliation Graduate School of Economics, Kyushu University
Date 2009-01-22
Paper # SIP2008-143,RCS2008-191
Volume (vol) vol.108
Number (no) 391
Page pp.pp.-
#Pages 6
Date of Issue