Proceedings of the Japan Joint Automatic Control Conference
THE 59TH JAPAN JOINT AUTOMATIC CONTROL CONFERENCE
Session ID : FrA5-1
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Design and analysis of artificial market including investor models
*T. OkuzonoH. OkajimaN. Matsunaga
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CONFERENCE PROCEEDINGS FREE ACCESS

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Abstract

Artificial markets are important to study the internal mechanism of the stock market. In the conventional artificial market, it does not work as a model to determine the rules of the stock market. When it is required to build a practical rules to re-design of the fair stock exchange, artificial market should be given as practical dynamical system. We propose an artificial market based on the investor model group and the buying and selling rules. The numerical simulation based on the proposed artificial market is presented.

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© 2016 The Japan Society of Mechanical Engineers
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