Price Formations in Genetic Learning Model of Investor Sentiment

DOI

10.2991/jcis.2006.163How to use a DOI?

Keywords

Multiagent Model, Genetic Algorithm, Investor Sentiment, Monte-Carlo Method

Abstract

This paper studies the possibilities that genetic algorithm describes investor sentiment, and time series properties of estimated models. For these purposes, first we identify the conditions for describing investor sentiment by altering parameters of genetic algorithm. Then the auto-correlations and the BDS statistics are conducted after generating sample paths. Our results show that some Monte-Carlo simulations seem to lead to dynamics reported in previous studies.

Copyright

© 2006, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Takashi Yamada
AU  - Takao Terano
PY  - 2006/10
DA  - 2006/10
TI  - Price Formations in Genetic Learning Model of Investor Sentiment
BT  - Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
PB  - Atlantis Press
SP  - 644
EP  - 647
SN  - 1951-6851
UR  - https://doi.org/10.2991/jcis.2006.163
DO  - 10.2991/jcis.2006.163
ID  - Yamada2006/10
ER  -