Abstract
In designing a realistic artificial market, one of the most important points to consider is the combination of agents used. In this study, we propose an estimation method based on inverse simulation to estimate the combinations of traders who participate in the market. The proposed method applies a simulation that estimates market paricipation in different markets. The simulation results indicate that the proposed method is capable of estimating market participants.
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Toriumi, F., Izumi, K., Matsui, H. (2010). Market Participant Estimation by Using Artificial Market. In: Bai, Q., Fukuta, N. (eds) Advances in Practical Multi-Agent Systems. Studies in Computational Intelligence, vol 325. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16098-1_13
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DOI: https://doi.org/10.1007/978-3-642-16098-1_13
Publisher Name: Springer, Berlin, Heidelberg
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