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Implementation of Actual Data for Artificial Market Simulation

Masanori HIRANO, Kiyoshi IZUMI, Hiroki SAKAJI

The 21st International Conference on Autonomous Agents and Multiagent Systems, May 13, 2022


Conference

The 21st International Conference on Autonomous Agents and Multiagent Systems (AAMAS2022)

Abstract

This study proposes a new scheme for implementing actual data into artificial market simulations at the level of trader agents. Because humans can introduce bias or overlook the important features of actual traders, we implemented the actual data and automated the strategy learning (imitating) of agents using machine learning (ML). We then ran artificial market simulations in the treader model, which imitates the actual trading behaviors in an ML architecture. Through this study, we demonstrate the potentials and limitations of the proposed scheme.

Keywords

Artificial Market; Social Simulation; Data Mining; Financial Market;


Paper

Official page

doi

10.5555/3535850.3536056


bibtex

@inproceedings{Hirano2022-aamas,
  title={{Implementation of Actual Data for Artificial Market Simulation}},
  autor={Masanori HIRANO and Kiyoshi IZUMI and Hiroki SAKAJI},
  booktitle={The 21st International Conference on Autonomous Agents and Multiagent Systems},
  isbn={9781450392136},
  pages={1624-1626},
  doi={10.5555/3535850.3536056},
  url={https://www.ifaamas.org/Proceedings/aamas2022/pdfs/p1624.pdf},
  year={2022}
}