DocumentCode
2725484
Title
A Self-Impact Analysis by Artificial Market Simulation
Author
Izumi, Kiyoshi ; Matsui, Hiroki ; Matsuo, Yutaka
Author_Institution
Digital Human Res. Center, National Inst. of Adv. Ind. Sci. & Technol., Tokyo
fYear
2007
fDate
March 1 2007-April 5 2007
Firstpage
726
Lastpage
733
Abstract
We constructed an evaluation system of the self-impact in a financial market using an artificial market and text-mining technology. Economic trends were first extracted from text data circulating in the real world. Then, the trends were inputted into the market simulation. Our simulation revealed that an operation by intervention could reduce over 70% of rate fluctuation in 1995. By the simulation results, the system was able to help for its user to find the exchange policy which can stabilize the yen-dollar rate
Keywords
data mining; finance; simulation; text analysis; artificial market simulation; evaluation system; financial market; self-impact analysis; text-mining; Analytical models; Computational intelligence; Computational modeling; Computer simulation; Data mining; Feedback loop; Fluctuations; Humans; Information analysis; Information technology;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence and Data Mining, 2007. CIDM 2007. IEEE Symposium on
Conference_Location
Honolulu, HI
Print_ISBN
1-4244-0705-2
Type
conf
DOI
10.1109/CIDM.2007.368948
Filename
4221372
Link To Document