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文章基本信息

  • 标题:Integration of Artificial Market Simulation and Text Mining for Market Analysis
  • 本地全文:下载
  • 作者:Kiyoshi Izumi ; Hiroki Matsui ; Yutaka Matsuo
  • 期刊名称:人工知能学会論文誌
  • 印刷版ISSN:1346-0714
  • 电子版ISSN:1346-8030
  • 出版年度:2007
  • 卷号:22
  • 期号:4
  • 页码:397-404
  • DOI:10.1527/tjsai.22.397
  • 出版社:The Japanese Society for Artificial Intelligence
  • 摘要: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.
  • 关键词:artificial market ; social simulation ; text mining ; multi-agent simulation ; complex systems
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