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

Authors:
Kiyoshi Izumi;Kazuhiro Ueda
Affiliations:
-;-
Venue:
IDEAL '00 Proceedings of the Second International Conference on Intelligent Data Engineering and Automated Learning, Data Mining, Financial Engineering, and Intelligent Agents
Year:
2000

Citing 2
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Emergent phenomena in a foreign exchange market (poster): analysis based on an artificial market approach

ALIFE Proceedings of the sixth international conference on Artificial life
Genetic Algorithms in Search, Optimization and Machine Learning

Genetic Algorithms in Search, Optimization and Machine Learning

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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.