Platform design for large-scale artificial market simulation and preliminary evaluation on the K computer-Reference-Cited by-同舟云学术

Platform design for large-scale artificial market simulation and preliminary evaluation on the K computer

Published:2017-05-31 Issue:3 Volume:22 Page:301-307
ISSN:1433-5298
Container-title:Artificial Life and Robotics
language:en
Short-container-title:Artif Life Robotics

Author:

Torii Takuma,Kamada Tomio,Izumi Kiyoshi,Yamada Kenta

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,General Biochemistry, Genetics and Molecular Biology

Link

http://link.springer.com/article/10.1007/s10015-017-0368-z/fulltext.html

Reference11 articles.

1. Chiarella C, Iori G (2002) A simulation analysis of the microstructure of double auction markets. Quant Finance 2:346–353

2. Darley V, Outkin AV (2007) A NASDAQ market simulation: insights on a major market from the science of complex adaptive systems. World Scientific, NJ, USA

3. Kawakubo S, Izumi K, Yoshimura S (2014) Analysis of an option market dynamics based on a heterogeneous agent model. Intell Syst Acc Finance Manag 21(2):105–128

4. Mizuta T, Hayakawa S, Izumi K, Yoshimura S (2013) Simulation study on effects of tick size difference in stock markets competition. In: Proceedings of the 8th international workshop on agent-based approach in economic and social complex systems (AESCS2013), pp 235–246

5. Mizuta T, Noritake Y, Hayakawa S, Izumi K (2015) Impacts of speed-up of market system on price formations using artificial market simulations. Working Paper 9, Japan Exchange Group (JPX)

Cited by 16 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Neural-network-based parameter tuning for multi-agent simulation using deep reinforcement learning;World Wide Web;2023-08-03

2. Automatically balancing relocatable distributed collections;Concurrency and Computation: Practice and Experience;2023-04-23

3. PAMS: Platform for Artificial Market Simulations;SSRN Electronic Journal;2023

4. Efficient Parameter Tuning for Multi-agent Simulation Using Deep Reinforcement Learning;2022 13th International Congress on Advanced Applied Informatics Winter (IIAI-AAI-Winter);2022-12

5. Does Order Simultaneity Affect the Data Mining Task in Financial Markets? – Effect Analysis of Order Simultaneity Using Artificial Market;PRIMA 2022: Principles and Practice of Multi-Agent Systems;2022-11-12