Title :
A Self-Impact Analysis by Artificial Market Simulation
Author :
Izumi, Kiyoshi ; Matsui, Hiroki ; Matsuo, Yutaka
Author_Institution :
Digital Human Res. Center, National Inst. of Adv. Ind. Sci. & Technol., Tokyo
fDate :
March 1 2007-April 5 2007
Abstract :
We constructed an evaluation system of the self-impact in a financial market using an artificial market and text-mining technology. Economic trends were first extracted from text data circulating in the real world. Then, the trends were inputted into the market simulation. Our simulation revealed that an operation by intervention could reduce over 70% of rate fluctuation in 1995. By the simulation results, the system was able to help for its user to find the exchange policy which can stabilize the yen-dollar rate
Keywords :
data mining; finance; simulation; text analysis; artificial market simulation; evaluation system; financial market; self-impact analysis; text-mining; Analytical models; Computational intelligence; Computational modeling; Computer simulation; Data mining; Feedback loop; Fluctuations; Humans; Information analysis; Information technology;
Conference_Titel :
Computational Intelligence and Data Mining, 2007. CIDM 2007. IEEE Symposium on
Conference_Location :
Honolulu, HI
Print_ISBN :
1-4244-0705-2
DOI :
10.1109/CIDM.2007.368948
