Short run dynamics in an artificial futures market with human subjects

Takashi Yamada, Yusuke Koyama, Takao Terano

研究成果: Conference contribution

抄録

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Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
ページ1092-1101
ページ数10
4881 LNCS
出版物ステータスPublished - 2007
外部発表Yes
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)03029743
ISSN(電子版)16113349

Other

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

Fingerprint

Experiments
Time series
Financial markets

ASJC Scopus subject areas

  • Computer Science(all)
  • Biochemistry, Genetics and Molecular Biology(all)
  • Theoretical Computer Science

これを引用

Yamada, T., Koyama, Y., & Terano, T. (2007). Short run dynamics in an artificial futures market with human subjects. : Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (巻 4881 LNCS, pp. 1092-1101). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); 巻数 4881 LNCS).

Short run dynamics in an artificial futures market with human subjects. / Yamada, Takashi; Koyama, Yusuke; Terano, Takao.

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 巻 4881 LNCS 2007. p. 1092-1101 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); 巻 4881 LNCS).

研究成果: Conference contribution

Yamada, T, Koyama, Y & Terano, T 2007, Short run dynamics in an artificial futures market with human subjects. : Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 巻. 4881 LNCS, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 巻. 4881 LNCS, pp. 1092-1101, 8th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2007, Birmingham, United Kingdom, 07/12/16.
Yamada T, Koyama Y, Terano T. Short run dynamics in an artificial futures market with human subjects. : Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 巻 4881 LNCS. 2007. p. 1092-1101. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
Yamada, Takashi ; Koyama, Yusuke ; Terano, Takao. / Short run dynamics in an artificial futures market with human subjects. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 巻 4881 LNCS 2007. pp. 1092-1101 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
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