Skip to main content
SpringerLink
Log in
Book cover

International Conference on Intelligent Data Engineering and Automated Learning

IDEAL 2000: Intelligent Data Engineering and Automated Learning — IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents pp 511–516Cite as

Learning of Virtual Dealers in an Artificial Market: Comparison with Interview Data

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1983))

Abstract

In this study we used a new agent-based approach, an artificial market approach, to analyze the ways that dealers process the information in financial news. We compared between the simulation results with virtual dealers in our model and interview data with actual dealers. The results showed that there were similarities between the dynamics of market opinions in the artificial and actual markets.

This is a preview of subscription content, log in via an institution.

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. D. Goldberg. Genetic algorithms in search, optimization, and machine learning. Addison-Wesley Publishing Company (1989).

    Google Scholar 

  2. K. Izumi and K. Ueda. Emergent phenomena in a foreign exchnage market: Analysis based on an artificial market approach. In C. Adami, R.K. Belew, H. Kitano, and C.E. Taylor, editors, Artificial Life VI, MIT Press (1998) 398–402.

    Google Scholar 

  3. K. Izumi and K. Ueda. Analysis of dealers’ processing _nancial news based on an artificial market approach. Journal of Computational Intelligence in Finance, 7 (1999) 23–33.

    Google Scholar 

  4. K. Izumi and K. Ueda. Analysis of thought processes of virtual dealers in an artificial market. In Proceedings of the Fifth Joint Conference on Information Science, Association for Intelligent Machinery, Inc. (2000) 891–894.

    Google Scholar 

  5. K. Izumi and K. Ueda. Using an artificial market approach to analyze exchange rate scenarios. In C.-H. Chen et.al., editor, Evolutionary Computation in Economics and Finance. Springer Verlag (2000) (forthcoming).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Information Science Div., ETL and PRESTO, JST, 1-1-4 Umezono, 305-8568, Tsukuba, Ibaraki, Japan

    Kiyoshi Izumi

  2. Interfaculty Initiative of Information Studies, Univ. of Tokyo, 3-8-1 Komaba, 153-8902, Tokyo, Meguro-ku, JAPAN

    Kazuhiro Ueda

Authors
  1. Kiyoshi Izumi
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Kazuhiro Ueda
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Department of Computer Science and Engineering, The Chinese University of Hong Kong, Shatin, Hong Kong

    Kwong Sak Leung  & Lai-Wan Chan  & 

  2. Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong

    Helen Meng

Rights and permissions

Reprints and permissions

Copyright information

© 2000 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Izumi, K., Ueda, K. (2000). Learning of Virtual Dealers in an Artificial Market: Comparison with Interview Data. In: Leung, K.S., Chan, LW., Meng, H. (eds) Intelligent Data Engineering and Automated Learning — IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents. IDEAL 2000. Lecture Notes in Computer Science, vol 1983. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44491-2_75

Download citation

  • DOI: https://doi.org/10.1007/3-540-44491-2_75

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-41450-6

  • Online ISBN: 978-3-540-44491-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation