대한전자공학회:학술대회논문집 (Proceedings of the IEEK Conference)
- 대한전자공학회 2000년도 ITC-CSCC -1
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- Pages.136-139
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- 2000
Analysis of Agent Behavior in the Artificial Stock Market
- Yotsuyanagi, Takashi (Research Group of Complex Systems Engineering, Graduate School of Engineering, Hokkaido University) ;
- Yamamoto, Takahito (Research Group of Complex Systems Engineering, Graduate School of Engineering, Hokkaido University) ;
- Kawamura, Hidenori (Research Group of Complex Systems Engineering, Graduate School of Engineering, Hokkaido University) ;
- Ohuchi, Azuma (Research Group of Complex Systems Engineering, Graduate School of Engineering, Hokkaido University)
- 발행 : 2000.07.01
초록
In this paper, we use U-Mart that is an agent-based artificial market model. U-Mart is more open than the other artificial market, because In U-Mart, not only computer program agents, but also human agents are able to participate in the market. Therefore, the market in U-Mart gets closer to the real markets and the agents that participate in the market make the complex decision. Moreover we expand to the number of brand to plural. This expansion causes to appear the several strategies to make a profit. As one of this example, we treat the portfolio and confirm the possibility of getting the constancy to make portfolio.
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