書誌事項
- タイトル別名
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- An Investment Behavior Analysis using by Brain Computer Interface
抄録
In this paper, we will construct a new Brain Computer Interface (BCI), for the purpose of analyzing human's investment decision makings. The BCI is made up of three functional parts which take roles of, measuring brain information, determining market price in an artificial market, and specifying investment decision model, respectively. When subjects make decisions, their brain information is conveyed to the part of specifying investment decision model through the part of measuring brain information, whereas, their decisions of investment order are sent to the part of artificial market to form market prices. Both the support vector machine and the 3 layered perceptron are used to assess the investment decision model. In order to evaluate our BCI, we conduct an experiment in which subjects and a computer trader agent trade shares of stock in the artificial market and test how the computer trader agent can forecast market price formation and investment decision makings from the brain information of subjects. The result of the experiment shows that the brain information can improve the accuracy of forecasts, and so the computer trader agent can supply market liquidity to stabilize market volatility without his loss.
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 25 (1), 183-195, 2010
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
- 1390001205107873152
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- NII論文ID
- 130000151249
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- BIBCODE
- 2010TJSAI..25..183S
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- ISSN
- 13468030
- 13460714
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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
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- CiNii Articles
- KAKEN
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- 抄録ライセンスフラグ
- 使用不可