Title :
A Real Stock Market Simulation Based on Modified ASM
Author :
Yang, Haijun ; Zhu, Xiaodi
Author_Institution :
Sch. of Econ. & Manage., Beijing Univ. of Aeronaut. & Astronaut., Beijing, China
Abstract :
This paper presented results from an experimental computer simulated stock market. Some modifications were done to SF-ASM for making agents more "real". Furthermore, agents were divided to different learning speeds, strategy-sizes, utility functions, in order to produce statistics of data more "real" according to Chinese market. The results really performed better than original model.
Keywords :
multi-agent systems; stock markets; Chinese market; Santa Fe artificial stock market; agent-based method; stock market simulation; Bonding; Computational modeling; Computer simulation; Current measurement; Economic forecasting; Intelligent systems; Monitoring; Reactive power; Statistics; Stock markets; A Real Stock Market; ASM; agent;
Conference_Titel :
Intelligent Systems, 2009. GCIS '09. WRI Global Congress on
Conference_Location :
Xiamen
Print_ISBN :
978-0-7695-3571-5
DOI :
10.1109/GCIS.2009.111
