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Default Agent Set for Artificial Futures Market Simulation

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Part of the Evolutionary Economics and Social Complexity Science book series (EESCS,volume 28)

Abstract

The origin problem is essential to agent-based simulation. When we developed the artificial financial market simulator named “U-Mart,” we needed to develop not only the system itself but also the default environment in which users begin to use the system. Accordingly, we developed the “Standard Agent Set” as a default set of machine agents for the U-Mart System. We used ten well-known but simple technical strategies and estimated the best mixture ratio of them to realize an adequate futures market by simulation.

Keywords

  • U-Mart
  • Artificial market
  • Agent-based simulation
  • Artificial intelligence

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  • DOI: 10.1007/978-981-19-0937-5_11
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References

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Acknowledgments

This experiment can work for all researchers participating in the U-Mart Project. This research was partially supported by the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Scientific Research (18K01692).

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Correspondence to Yoshihiro Nakajima .

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© 2022 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

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Nakajima, Y., Mori, N., Aruka, Y. (2022). Default Agent Set for Artificial Futures Market Simulation. In: Aruka, Y. (eds) Digital Designs for Money, Markets, and Social Dilemmas. Evolutionary Economics and Social Complexity Science, vol 28. Springer, Singapore. https://doi.org/10.1007/978-981-19-0937-5_11

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