複数銘柄および複数市場に対応した U-Mart システムの開発 Development of U-Mart System with Plural Brands and Plural Markets

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In this paper, we first discuss the notion that artificial market systems should meet the requirements of fidelity, transparency, reproducibility, and traceability. Next, we introduce history of development of the artificial market system named U-Mart system that meet the requirements well, which have been developed by the U-Mart project. We have already developed the U-Mart system called “U-Mart system version 3.0” to solve problems of old U-Mart systems. In version 3.0 system, trading process is modularized and universal market system can be easily introduced.<br/>However, U-Mart system version 3.0 only simulates the single brand futures market. The simulation of the plural brands and plural markets has been required by lot of users. In this paper, we proposed a novel U-Mart system called “U-Mart system version 4.0” to solve this problem of U-Mart system version 3.0. We improve the server system, machine agents and GUI in order to simulate plural brands and plural markets in U-Mart system version 4.0. The effectiveness of the proposed system is confirmed by statistical analysis of results of spot market simulation with random agents.

収録刊行物

  • 計測自動制御学会論文集 = Transactions of the Society of Instrument and Control Engineers

    計測自動制御学会論文集 = Transactions of the Society of Instrument and Control Engineers 47(11), 541-548, 2011-11-30

    公益社団法人 計測自動制御学会

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各種コード

  • NII論文ID(NAID)
    10030165536
  • NII書誌ID(NCID)
    AN00072392
  • 本文言語コード
    JPN
  • 資料種別
    ART
  • ISSN
    04534654
  • NDL 記事登録ID
    023446349
  • NDL 請求記号
    Z14-482
  • データ提供元
    CJP書誌  NDL  J-STAGE 
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