Title :
Genetic algorithm-based systems modeling in traders´ evolution mechanism
Author :
Ren, Da ; Qi, Hai-yang
Author_Institution :
Coll. of Manage. & Econ., Univ. of Tianjin, Tianjin, China
Abstract :
Technology of system simulation has become the important tool in studying various systems, particularly the complex systems. In this paper the method is applied to the construct an artificial stock market system and simulates the evolution of traders combined with genetic algorithm (GA). Then we can observe the macroscopic behavior of the artificial stock market from bottom to up and the impact to the stock market from traders´ evolution mechanism of personal learning.
Keywords :
genetic algorithms; large-scale systems; simulation; stock markets; artificial stock market system; complex systems; genetic algorithm based systems modeling; macroscopic artificial stock market behavior; personal learning; system simulation; trader evolution mechanism; Computational modeling; Finance; Genetic algorithms; Mathematical model; Pricing; Stock markets; Evolution mechanism; GA; personal learning; systems modeling;
Conference_Titel :
Industrial Engineering and Engineering Management (IE&EM), 2011 IEEE 18Th International Conference on
Conference_Location :
Changchun
Print_ISBN :
978-1-61284-446-6
DOI :
10.1109/ICIEEM.2011.6035487
