Title :
Chaoticity analysis and control of pricing time series in multi-agent artificial demand-supply markets modeled by the genetic programming
Author :
Ikeda, Yasuhiro ; Tokinaga, S. ; Jianjun Lu
Author_Institution :
Shinshu Univ., Nagano, Japan
Abstract :
Summary form only given. This paper deals with the chaoticity analysis of time series of input pricing on the demand/supply market generated by multi-agent systems and its applications to the control of chaotic behavior of input pricing. The agents´ learning processes are modeled by the coevolutionary genetic programming (GP). Five types of agents are introduced and within them a number of agents are assumed to be heterogeneous and to have their own rule for predicting the future pricing. Also we assume agents with random behavior.
Keywords :
chaos; demand forecasting; genetic algorithms; learning (artificial intelligence); multi-agent systems; pricing; time series; chaoticity analysis; coevolutionary genetic programming; future pricing prediction; heterogeneous agents; input pricing; learning processes; multi-agent artificial demand-supply markets; pricing time series control; random behavior; Chaos; Control systems; Genetic programming; Multiagent systems; Pricing; Time series analysis;
Conference_Titel :
Nonlinear Signal and Image Processing, 2005. NSIP 2005. Abstracts. IEEE-Eurasip
Conference_Location :
Sapporo
Print_ISBN :
0-7803-9064-4
DOI :
10.1109/NSIP.2005.1502207
