人工市場シミュレーションによる経済理論の検証(<小特集>進化型計算と創発のシミュレーション)  [in Japanese] Tests of Economic Theories by Artificial Market Simulation(<Special Features>Simulation Technology for Evolutionary Computation and Emergence)  [in Japanese]

Abstract

This paper introduces an artificial market approach, a new agent-based simulation approach of financial markets, and overviews artificial market researches that test economic theories of financial markets. First, we introduce our study that rethought efficient market hypothesis from a viewpoint of complexity of market participants' prediction methods and market price's dynamics, and examined the hypothesis using simulation results of our artificial market model. Then, we review other artificial market studies. Finally, we show some future directions of artificial market studies and their requirements.

Journal

Journal of the Japan Society for Simulation Technology   [List of Volumes]

Journal of the Japan Society for Simulation Technology 23(3), 183-190, 2004-09-15  [Table of Contents]

Japan Society for Simmulation Technology

References:  15

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Cited by:  2

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Codes

  • NII Article ID (NAID) :
    110003969574
  • NII NACSIS-CAT ID (NCID) :
    AN00329524
  • Text Lang :
    JPN
  • Article Type :
    Journal Article
  • ISSN :
    02859947
  • NDL Article ID :
    7121023
  • NDL Source Classification :
    ZM13(科学技術--科学技術一般--データ処理・計算機)
  • NDL Call No. :
    Z14-893
  • Databases :
    CJP  CJPref  NDL  NII-ELS