Analyzing the Influence of Overconfident Investors on Financial Markets through Agent-Based Model

Hiroshi Takahashi; Takao Terano

doi:10.1007/978-3-540-77226-2_104

論文・著書情報

タイトル

和文:
英文:	Analyzing the Influence of Overconfident Investors on Financial Markets through Agent-Based Model

著者

和文:	高橋大志, 寺野隆雄.
英文:	Hiroshi Takahashi, Takao Terano.

言語

English

掲載誌/書名

和文:
英文:

巻, 号, ページ

pp. 1042-1052

出版年月

2007年12月

出版者

和文:
英文:	Springer-Verlag, Berlin

会議名称

和文:
英文:	8th International Conference of Intelligent Data Engineering and Automated Learning (IDEAL 2007)

開催地

和文:
英文:	University of Birmingham, United Kingdom

公式リンク

http://events.cs.bham.ac.uk/ideal07/

DOI

https://doi.org/10.1007/978-3-540-77226-2_104

アブストラクト

In this research, we employ Agent-Based Model to analyze how asset prices are affected by investors’ Behavior. This analysis places focus on the influence of overconfident investors on financial market. As a result of intensive analysis, we find that overconfident investors are generated in a bottom-up fashion in the market. Furthermore, it has also been found that overconfident investors have the ability to contribute to market efficiency.

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