Chapter

Advances in Practical Multi-Agent Systems

Volume 325 of the series Studies in Computational Intelligence pp 201-215

Market Participant Estimation by Using Artificial Market

  • Fujio ToriumiAffiliated withGraduate School of Information Science, Nagoya University
  • , Kiyoshi IzumiAffiliated withDigital HumanResearchCenter, AIST
  • , Hiroki MatsuiAffiliated withCMD Laboratory, Inc

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Abstract

In designing a realistic artificial market, one of the most important points to consider is the combination of agents used. In this study, we propose an estimation method based on inverse simulation to estimate the combinations of traders who participate in the market. The proposed method applies a simulation that estimates market paricipation in different markets. The simulation results indicate that the proposed method is capable of estimating market participants.