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, |
---|---|
PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
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. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Multifrcatal surface / mult-agents / Estimation of models / Wavelet transform / feature extraction |
Paper # | SIP2008-143,RCS2008-191 |
Date of Issue |
Conference Information | |
Committee | RCS |
---|---|
Conference Date | 2009/1/15(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 | Radio Communication Systems (RCS) |
---|---|
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 |