Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

Price Formations in Genetic Learning Model of Investor Sentiment

Authors
Takashi Yamada 0, Takao Terano
Corresponding Author
Takashi Yamada
0Tokyo Institute of Technology
Available Online October 2006.
DOI
https://doi.org/10.2991/jcis.2006.163How to use a DOI?
Keywords
Multiagent Model, Genetic Algorithm, Investor Sentiment, Monte-Carlo Method
Abstract
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.
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This is an open access article distributed under the CC BY-NC license.

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Proceedings
Part of series
Advances in Intelligent Systems Research
Publication Date
October 2006
ISBN
978-90-78677-01-7
ISSN
1951-6851
DOI
https://doi.org/10.2991/jcis.2006.163How to use a DOI?
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  -