著者
松井 宏樹 東条 敏
出版者
人工知能学会
雑誌
人工知能学会論文誌 = Transactions of the Japanese Society for Artificial Intelligence : AI (ISSN:13460714)
巻号頁・発行日
vol.20, pp.36-45, 2005-11-01

We propose a multi-agent system which learns intervention policies and evaluates the effect of interventions in an artificial foreign exchange market. Izumi et al. had presented a system called AGEDASI TOF to simulate artificial market, together with a support system for the government to decide foreign exchange policies. However, the system needed to fix the amount of governmental intervention prior to the simulation, and was not realistic. In addition, the interventions in the system did not affect supply and demand of currencies; thus we could not discuss the effect of intervention correctly. First, we improve the system so as to make much of the weights of influential factors. Thereafter, we introduce an intervention agent that has the role of the central bank to stabilize the market. We could show that the agent learned the effective intervention policies through the reinforcement learning, and that the exchange rate converged to a certain extent in the expected range. We could also estimate the amount of intervention, showing the efficacy of signaling. In this model, in order to investigate the aliasing of the perception of the intervention agent, we introduced a pseudo-agent who was supposed to be able to observe all the behaviors of dealer agents; with this super-agent, we discussed the adequate granularity for a market state description.
著者
石原 一志 駒谷 和範 尾形 哲也 奥乃 博
出版者
The Japanese Society for Artificial Intelligence
雑誌
人工知能学会論文誌 = Transactions of the Japanese Society for Artificial Intelligence : AI (ISSN:13460714)
巻号頁・発行日
vol.20, pp.229-236, 2005-11-01
被引用文献数
5 2

Environmental sounds are very helpful in understanding environmental situations and in telling the approach of danger, and sound-imitation words (sound-related onomatopoeia) are important expressions to inform such sounds in human communication, especially in Japanese language. In this paper, we design a method to recognize sound-imitation words (SIWs) for environmental sounds. Critical issues in recognizing SIW are how to divide an environmental sound into recognition units and how to resolve representation ambiguity of the sounds. To solve these problems, we designed three-stage procedure that transforms environmental sounds into sound-imitation words, and <I>phoneme group expressions</I> that can represent ambiguous sounds. The three-stage procedure is as follows: (1) a whole waveform is divided into some chunks, (2) the chunks are transformed into sound-imitation syllables by phoneme recognition, (3) a sound-imitation word is constructed from sound-imitation syllables according to the requirements of the Japanese language. Ambiguity problem is that an environmental sound is often recognized differently by different listeners even under the same situation. Phoneme group expressions are new phonemes for environmental sounds, and they can express multiple sound-imitation words by one word. We designed two sets of phoneme groups: ``a set of basic phoneme group'' and ``a set of articulation-based phoneme group'' to absorb the ambiguity. Based on subjective experiments, the set of basic phoneme groups proved more appropriate to represent environmental sounds than the articulation-based one or a set of normal Japaneses phonemes.