Strategy Experiments in an Artificial Futures Market

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概要

• 論文の詳細を見る

• This paper presents the computational results obtained in strategy experiments in an artificial futures market with human agents. Participants submit their own trading agents and they receive the results of all the market participants in order to improve for the next round. After two rounds of experiments, simulations with only trading agents are run. Our computational results show that the time series data support so-called stylized facts in some aspects and that learning effects seem to bring the prices closer to a theoretical value. Market impacts of human and trading agents are also investigated.

• 進化経済学会の論文

著者

• Terano Takao

  Tokyo Inst.j Technol.

• Terano Takao

  Tokyo Institute Of Technology

• YAMADA Takashi

  Tokyo Institute of Technology

• KOYAMA Yuhsuke

  Tokyo Institute of Technology

関連論文

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• Beyond the KISS Principle for Agent-Based Social Simulation
• Problem Digestion by Assembly of Interest-Driven Agents
• Y. Shiozawa, Y. Nakajima, H. Matsui, Y. Koyama, K. Taniguchi, and F. Hashimoto, Artificial Market Experiments with the U-Mart System, Springer ABSS Series Vol. 4, 2008, Springer-Verlag
• Strategy Experiments in an Artificial Futures Market

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