DocumentCode
498250
Title
A Real Stock Market Simulation Based on Modified ASM
Author
Yang, Haijun ; Zhu, Xiaodi
Author_Institution
Sch. of Econ. & Manage., Beijing Univ. of Aeronaut. & Astronaut., Beijing, China
Volume
1
fYear
2009
fDate
19-21 May 2009
Firstpage
8
Lastpage
12
Abstract
This paper presented results from an experimental computer simulated stock market. Some modifications were done to SF-ASM for making agents more "real". Furthermore, agents were divided to different learning speeds, strategy-sizes, utility functions, in order to produce statistics of data more "real" according to Chinese market. The results really performed better than original model.
Keywords
multi-agent systems; stock markets; Chinese market; Santa Fe artificial stock market; agent-based method; stock market simulation; Bonding; Computational modeling; Computer simulation; Current measurement; Economic forecasting; Intelligent systems; Monitoring; Reactive power; Statistics; Stock markets; A Real Stock Market; ASM; agent;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Systems, 2009. GCIS '09. WRI Global Congress on
Conference_Location
Xiamen
Print_ISBN
978-0-7695-3571-5
Type
conf
DOI
10.1109/GCIS.2009.111
Filename
5209039
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