Price Formations in Genetic Learning Model of Investor Sentiment
Takashi Yamada 0, Takao Terano
0Tokyo Institute of Technology
Available Online October 2006.
- https://doi.org/10.2991/jcis.2006.163How to use a DOI?
- Multiagent Model, Genetic Algorithm, Investor Sentiment, Monte-Carlo Method
- This paper studies the possibilities that genetic algorithm describes investor sentiment, and time series properties of estimated models. For these purposes, first we identify the conditions for describing investor sentiment by altering parameters of genetic algorithm. Then the auto-correlations and the BDS statistics are conducted after generating sample paths. Our results show that some Monte-Carlo simulations seem to lead to dynamics reported in previous studies.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Takashi Yamada AU - Takao Terano PY - 2006/10 DA - 2006/10 TI - Price Formations in Genetic Learning Model of Investor Sentiment PB - Atlantis Press SP - 644 EP - 647 SN - 1951-6851 UR - https://doi.org/10.2991/jcis.2006.163 DO - https://doi.org/10.2991/jcis.2006.163 ID - Yamada2006/10 ER -