Multi-agent oriented trader model based on genetic evolution systems

Abstract

It is tried to construct a virtual market in the computer, and to clarify the mechani-sm of behavior of the multi-agents in an artificial market by the simulation. Concretely, it is examined to elucidate the generation cause of the fluctuation of the market price due to the human's behavior based on decision and speculation etc, and to construct useful financial system with the scientific viewpoint. As this approach, the fluctuation of the market price because of the dealings by the interactive multi-agents in the virtual market is discussed.