人工市場を用いた予測市場の予測メカニズムの分析

• 鳥海 不二夫

  東京大学 大学院工学系研究科

• 石井 健一郎

  名古屋大学 大学院情報科学研究科

書誌事項

タイトル別名

• Analyzing Mechanism of Prediction Market

抄録

The concept of the ``wisdom of crowds'' has attracted attention for finding new insights by appropriately processing the large amount of information possessed by crowds. A prediction market is one estimating method that uses the mechanisms of financial markets such as stock or exchange markets to realize the ``wisdom of crowds''. In this study, we use agent-based simulation to clarify the condition that makes prediction markets effective. An artificial market is a virtual financial market run on a computer. Agents participate in them as computer programs that play the role of virtual dealers. In the simulation, we confirm the influence of the following parameters: information transmission frequency, the retention of motivation, and the gap of information recieve abilities. The results of this study suggest that prediction markets realize more accurate results than opinion polls under the following conditions: the gap of information recieve abilities and relatively low motivation.

収録刊行物

• 人工知能学会論文誌

  人工知能学会論文誌 27 (6), 346-354, 2012

  一般社団法人 人工知能学会

キーワード

• prediction market
• agent based simulation
• wisdom of crowds

詳細情報

• CRID: 1390282680085832448
• NII論文ID: 130001885103
• DOI: 10.1527/tjsai.27.346
• BIBCODE: 2012TJSAI..27..346T
• ISSN: 13468030
• ISSN: 13460714
• Web Site: https://www.jstage.jst.go.jp/article/tjsai/27/6/27_346/_pdf
• 本文言語コード: ja
• データソース種別:
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