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タイトル
和文: 
英文:Predicting Technical Investors' Decisions in a Financial Market through Agent-Based Simulation 
著者
和文: 加納良樹, 寺野隆雄.  
英文: Yoshiki Kano, Takao Terano.  
言語 English 
掲載誌/書名
和文: 
英文: 
巻, 号, ページ         pp. 322-325
出版年月 2006年10月 
出版者
和文: 
英文:Atlantic Press 
会議名称
和文: 
英文:9th Joint Conference on Information Sciences 
開催地
和文: 
英文:Kauhsiung, Taiwan 
公式リンク http://www.jcis.org/jcis2006/index.html
 
DOI https://doi.org/10.2991/jcis.2006.328
アブストラクト We are developing an artificial stock market model with investor agents in order to analyze characteristics of a market price. In this paper, we analyze the effects of agent’s reaction rate to technical indicators in a financial market. Intensive experiments have suggested that trend follow investor tends to change his reaction rate frequently to increase his wealth. Moreover, we could get positive return using proper technical indicators in a given artificial stock price path. Based on these results, we propose a simple price estimation method in a real financial market.

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