書誌事項
- タイトル別名
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- Integration of Artificial Market Simulation and Text Mining for Market Analysis
- ジンコウ シジョウ ト テキスト マイニング ノ ユウゴウ ニ ヨル シジョウ ブンセキ
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抄録
We constructed an evaluation system of the self-impact in a financial market using an artificial market and text-mining technology. Economic trends were first extracted from text data circulating in the real world. Then, the trends were inputted into the market simulation. Our simulation revealed that an operation by intervention could reduce over 70% of rate fluctuation in 1995. By the simulation results, the system was able to help for its user to find the exchange policy which can stabilize the yen-dollar rate.
収録刊行物
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- 人工知能学会論文誌
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人工知能学会論文誌 22 (4), 397-404, 2007
一般社団法人 人工知能学会
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詳細情報 詳細情報について
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- CRID
- 1390282680084415744
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- NII論文ID
- 10022007797
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- NII書誌ID
- AA11579226
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- ISSN
- 13468030
- 13460714
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- NDL書誌ID
- 9604107
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
- KAKEN
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- 抄録ライセンスフラグ
- 使用不可