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Titlebook: Realistic Simulation of Financial Markets; Analyzing Market Beh Hajime Kita,Kazuhisa Taniguchi,Yoshihiro Nakajima Book 2016 Springer Japan

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書目名稱Realistic Simulation of Financial Markets
副標(biāo)題Analyzing Market Beh
編輯Hajime Kita,Kazuhisa Taniguchi,Yoshihiro Nakajima
視頻videohttp://file.papertrans.cn/823/822376/822376.mp4
概述Presents the ultra-realistic artificial market simulator U-Mart that can simulate “arrowhead” in the Tokyo Stock Exchange and other markets.Draws on more than 10 years of academic experiments to creat
叢書名稱Evolutionary Economics and Social Complexity Science
圖書封面Titlebook: Realistic Simulation of Financial Markets; Analyzing Market Beh Hajime Kita,Kazuhisa Taniguchi,Yoshihiro Nakajima Book 2016 Springer Japan
描述This book takes up unique agent-based approaches to solving problems related to stock and their derivative markets. Toward this end, the authors have worked for more than 15 years on the development of an artificial market simulator called U-Mart for use as a research and educational tool. A noteworthy feature of the U-Mart simulator compared to other artificial market simulators is that U-Mart is an ultra-realistic artificial stock and their derivative market simulator. For example, it can simulate “arrowhead,” a next-generation trading system used in the Tokyo Stock Exchange and other major markets, as it takes into consideration the institutional design of the entire market. Another interesting feature of the U-Mart simulator is that it permits both human and computer programs to participate simultaneously as traders in the artificial market. In this book, first the details of U-Mart are explained, enabling readers to install and run the simulator on their computers for research andeducational purposes. The simulator thus can be used for gaming simulation of the artificial market and even for users as agents to implement their own trading strategies for agent-based simulation (A
出版日期Book 2016
關(guān)鍵詞Agent-Based Simulation; Artificial Market; Gaming Simulation; Systemic Risk; U-Mart
版次1
doihttps://doi.org/10.1007/978-4-431-55057-0
isbn_softcover978-4-431-56640-3
isbn_ebook978-4-431-55057-0Series ISSN 2198-4204 Series E-ISSN 2198-4212
issn_series 2198-4204
copyrightSpringer Japan 2016
The information of publication is updating

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Kazuhisa Taniguchim. The interest in performance assessment represents nothing less than a grass-roots rebellion against an assessment system that has made little sense to most of its users. The advocacy for performance assessment extends well beyond its usefulness as an improved source of educational information. Pe
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A Guided Tour of the Backside of Agent-Based Simulations. For a century and a half, mathematics has been the major tool of theoretical analysis in economics. It has provided economics with logic and precision, but economics is now suffering; economics in the twentieth century made this clear. Theorists know that the theoretical framework of economics is
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Research on ABS and Artificial Marketethods of computer simulation for social sciences are briefly introduced and the characteristics of ABS are discussed relative to other methods. Next, important issues related to ABS are examined. Gaming simulation, which is based on human subjects, offers an alternative to computer simulation for s
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Building Artificial Markets for Evaluating Market Institutions and Trading Strategiesg strategies. Artificial market simulators for evaluating market institutions and trading strategies should meet the following five requirements: (1) high fidelity, (2) high transparency, (3) high reproducibility, (4) high traceability, and (5) high usability. In this chapter, we introduce two types
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A Perspective on the Future of the Smallest Big Project in the Worldproject and got fruitful results through the collaborative interdisciplinary research. Considering the results, the objective of the chapter is to give a future perspective on U-Mart and related agent-based modeling and simulation projects. Thus, first, we start the discussions on the characteristic
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