人工知能学会論文誌
Online ISSN : 1346-8030
Print ISSN : 1346-0714
ISSN-L : 1346-0714
原著論文
Brain Computer Interface を用いた投資行動分析
鈴木 恭子木下 寛大宮川 和大塩見 真一参沢 匡将下川 哲矢
著者情報
ジャーナル フリー

2010 年 25 巻 1 号 p. 183-195

詳細
抄録
In this paper, we will construct a new Brain Computer Interface (BCI), for the purpose of analyzing human's investment decision makings. The BCI is made up of three functional parts which take roles of, measuring brain information, determining market price in an artificial market, and specifying investment decision model, respectively. When subjects make decisions, their brain information is conveyed to the part of specifying investment decision model through the part of measuring brain information, whereas, their decisions of investment order are sent to the part of artificial market to form market prices. Both the support vector machine and the 3 layered perceptron are used to assess the investment decision model. In order to evaluate our BCI, we conduct an experiment in which subjects and a computer trader agent trade shares of stock in the artificial market and test how the computer trader agent can forecast market price formation and investment decision makings from the brain information of subjects. The result of the experiment shows that the brain information can improve the accuracy of forecasts, and so the computer trader agent can supply market liquidity to stabilize market volatility without his loss.
著者関連情報
© 2010 JSAI (The Japanese Society for Artificial Intelligence)
前の記事 次の記事
feedback
Top