Short run dynamics in an artificial futures market with human subjects

Takashi Yamada, Yusuke Koyama, Takao Terano

研究成果: Conference contribution

抜粋

This paper presents the computational results obtained in the strategy experiments in an artificial futures market with human subjects. Participants submit their own strategy files and they receive the performances of all the market participants in order to improve for the next round. After two-round experiments, simulations with only machine agents are run. We find that the time series data support so-called stylized facts in some regards and that experiments of human subjects seem to make the prices be closer to a theoretical value.

元の言語English
ホスト出版物のタイトルIntelligent Data Engineering and Automated Learning - IDEAL 2007 - 8th International Conference, Proceedings
ページ1092-1101
ページ数10
出版物ステータスPublished - 2007 12 1
イベント8th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2007 - Birmingham, United Kingdom
継続期間: 2007 12 162007 12 19

出版物シリーズ

名前Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
4881 LNCS
ISSN(印刷物)0302-9743
ISSN(電子版)1611-3349

Other

Other8th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2007
United Kingdom
Birmingham
期間07/12/1607/12/19

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

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  • これを引用

    Yamada, T., Koyama, Y., & Terano, T. (2007). Short run dynamics in an artificial futures market with human subjects. : Intelligent Data Engineering and Automated Learning - IDEAL 2007 - 8th International Conference, Proceedings (pp. 1092-1101). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); 巻数 4881 LNCS).