Analysis of Thought Processes of Virtual Dealers in an Artificial Market
نویسندگان
چکیده
In this study we used a new agent-based approach, an artificial market approach, to analyze the ways that dealers process the information in financial news. Using the simulation results obtained with our model, we classified, according to the ways that agents regard the news, three categories of news data. Results of comparison with questionnaires showed that the actual dealers classify data in the same way as the virtual dealers in the model does.
منابع مشابه
Analysis of Multi-Robots Transportation with Multi-objective PSO Algorithm in an Artificial Capital Market
In this paper, to analyze the transport of autonomous robots, an artificial Capital market is used. Capital market is considered as a pier which loading and unloading of cargo is done. Autonomous robots load and unload from the ship to the warehouse wharf or vice versa. All the robots have the ability of transporting the loads, but depending on loads and the location of unloading (or loading) a...
متن کاملIntroduce an Optimal Pricing Strategy Using the Parameter of "Contingency Analysis" Neplan Software in the Power MarketCase Study (Azerbaijan Electricity Network)
Overall price optimization strategy in the deregulated electricity market is one of the most important challenges for the participants, In this paper, we used Contingency Analysis Module of NEPLAN Software, a strategy of pricing to market participants is depicted.Each of power plants according to their size and share of the Contingency Analysis should be considered in the price of its hour. In ...
متن کاملدسترسی بافندگان فرش روستایی به نقشه فرش ابریشمی: مطالعه موردی در شهرستان زنجان
Carpet design and decoration are the fundamental elements for producing carpet and they are important factors determining material and artistic values of a carpet. The access and use of innovative and demand driven designs are the crucial issues that carpet weavers face with, affecting their production, productivity and income. The purpose of this paper is to explore the supply sources and meth...
متن کاملAn Overview of the Artificial Intelligence Applications in Identifying and Combating the Covid-19 Pandemic
Intruduction: In late 2019, people around the world became infected with Covid-19 by the outbreak, the pandemy and epidemy of this disease. To this end, researchers in various fields are seeking to find solutions to the problems related to the control and management of crises. The transmission power of the new corona virus has drawn the attention of experts in the use of artificial intelligence...
متن کاملArtificial market model based on deterministic agents and derivation of limit of ARCH type process
We proposed an artificial market model based on deterministic agents which select their action depending on past price changes. Temporal development of market price fluctuations is calculated numerically. Probability density functions of market price changes have power tails. Autocorrelation coefficient of the changes has an anti-correlation, and autocorrelation coefficient of squared changes (...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2001