Title :
Evolutionary model of opinion formation
Author :
Kaizoji, Taisei ; Suzudo, Tomoaki
Author_Institution :
Div. of Social Sci., Int. Christian Univ., Japan
Abstract :
We discuss the stylized facts which are observed in the log return of almost all financial markets. We especially consider an interacting agent model of collective opinion formation in a stock market. For this purpose. a two-dimensional Ising model has been applied. The evaluation of the model suggested some key points to improve simulation precision
Keywords :
Ising model; cellular automata; digital simulation; evolutionary computation; investment; software agents; stock markets; cellular automata; collective opinion formation; evolutionary model; financial markets; financial time series; interacting agent model; log return; opinion formation; simulation precision; simulation system; stock market; stylized facts; two-dimensional Ising model; Animation; Decision making; Investments; Microscopy; Performance analysis; Physics; Probability distribution; Saturation magnetization; Stock markets; Time series analysis;
Conference_Titel :
Computational Intelligence and Multimedia Applications, 2001. ICCIMA 2001. Proceedings. Fourth International Conference on
Conference_Location :
Yokusika City
Print_ISBN :
0-7695-1312-3
DOI :
10.1109/ICCIMA.2001.970443
