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  • 标题:Affect of Watched Surroundings on Agent Decision Making on Stock Market
  • 本地全文:下载
  • 作者:Jiří Štěpánek ; Jiří Štěpánek ; Jiří Šťovíček
  • 期刊名称:Procedia - Social and Behavioral Sciences
  • 印刷版ISSN:1877-0428
  • 出版年度:2012
  • 卷号:47
  • 页码:14-18
  • DOI:10.1016/j.sbspro.2012.06.605
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractThere are many applications of the multi-agent attitude to the stock market. In this paper we focus on influence of psychological analysis on each agent decision making process leading to buying or selling shares. Article inscribes the creation process of proper multi-agent system simulating the stock market members, each with its own inner properties and tendencies. Finally the implementation of the model in object oriented language is described. The whole model in paper is working with few basic entities like participants, decision function, simulation control and reporting module. Participants on the stock market (software agents) are affected by the behaviour of surrounding competitors. Each participant has the different set of inner behavioural rules of processing his inputs. Developed simulation gives wide range of possible simulation tasks and our future aim is to upgrade it to the simulation framework. The main goal of paper is answering the question, how the change in behaviour of watched competitors affects the decision making of each single participant (using stochastic approach) and how to use this type of simulations in learning process to let students understand psychological aspects of stock market member decision.
  • 关键词:decision making;multiagent system;stock market;herding
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