強化学習エージェントを用いた人工市場の基礎的分析

抄録

In this paper, we propose a new simple artificial market model based on an idea of the U-Mart system. We designed a reinforcement learning agent which runs on this artificial market with other simple computer agents. We simulated the process that the reinforcement learning agent adapts to the price series of the market. This simulation clearly showed the emergence of market.