DocumentCode
3529631
Title
Study of the trading behavior on agent-based system simulation
Author
Ren, Da ; Zhang, Yue
Author_Institution
Dept. of Manage. & Econ., Univ. of Tianjin, Tianjin, China
Volume
Part 3
fYear
2011
fDate
3-5 Sept. 2011
Firstpage
1773
Lastpage
1776
Abstract
In this paper, an artificial stock market based on Agent is built combined with system simulation technology. The heterogeneous investors will evolve and adapt to the environment through social learning in the artificial stock market. Public rule set is composed of the trading rule of each investor. And the public rule set evolves by genetic algorithm. This paper analyzes and researches the impact of social learning in the different learning speeds on financial market and micro-level investor.
Keywords
investment; multi-agent systems; stock markets; agent based system simulation; artificial stock market; financial market; heterogeneous investors; microlevel investor; public rule set; social learning; trading behavior; trading rule; Adaptation models; Computational modeling; Fluctuations; Genetic algorithms; Learning systems; Stock markets; Heterogeneous Investors; Neural Network; System Simulation; Trader Groups;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ICIEEM.2011.6035508
Filename
6035508
Link To Document