DocumentCode
1990730
Title
Evolutionary model of opinion formation
Author
Kaizoji, Taisei ; Suzudo, Tomoaki
Author_Institution
Div. of Social Sci., Int. Christian Univ., Japan
fYear
2001
fDate
2001
Firstpage
39
Lastpage
43
Abstract
We discuss the stylized facts which are observed in the log return of almost all financial markets. We especially consider an interacting agent model of collective opinion formation in a stock market. For this purpose. a two-dimensional Ising model has been applied. The evaluation of the model suggested some key points to improve simulation precision
Keywords
Ising model; cellular automata; digital simulation; evolutionary computation; investment; software agents; stock markets; cellular automata; collective opinion formation; evolutionary model; financial markets; financial time series; interacting agent model; log return; opinion formation; simulation precision; simulation system; stock market; stylized facts; two-dimensional Ising model; Animation; Decision making; Investments; Microscopy; Performance analysis; Physics; Probability distribution; Saturation magnetization; Stock markets; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence and Multimedia Applications, 2001. ICCIMA 2001. Proceedings. Fourth International Conference on
Conference_Location
Yokusika City
Print_ISBN
0-7695-1312-3
Type
conf
DOI
10.1109/ICCIMA.2001.970443
Filename
970443
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