- 著者
-
水田 孝信
八木 勲
和泉 潔
- 出版者
- 一般社団法人 人工知能学会
- 雑誌
- 人工知能学会論文誌 (ISSN:13460714)
- 巻号頁・発行日
- vol.27, no.6, pp.320-327, 2012 (Released:2012-09-27)
- 参考文献数
- 37
- 被引用文献数
-
1
3
We develop a theoretical model to evaluate settings of artificial markets considering a realistic pricing mechanism. We show the model can evaluate the settings in an environment in which a dynamic micro mechanism plays an important role, for example, a price rebound after a sharp fall in stock markets. Styled facts, which are statistics for long term, can not evaluate such a dynamic situation. We emphasis that such a dynamic situation which the styled facts can not evaluates is very important to analyze market crush and/or market regulations.