Chaoticity and fractality analysis of an artificial stock market generated by the multi-agent systems based on the co-evolutionary genetic programming

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Volumn E87-A, Issue 9, 2004, Pages 2387-2394

  Ikeda, Yoshikazu ^a   Tokinaga, Shozo ^b  

^a SHINSHU UNIVERSITY   (Japan)

^b KYUSHU UNIVERSITY   (Japan)

Author keywords

Artificial market; Chaos; Fractal; Multi agent; Social learning

Indexed keywords

CHAOS THEORY; COMPUTER SIMULATION; DECISION MAKING; ECONOMIC AND SOCIAL EFFECTS; FRACTALS; SOCIAL ASPECTS; TECHNOLOGICAL FORECASTING;

ARTIFICIAL MARKETS; GENETIC PROGRAMMING (GP); SOCIAL LEARNING; STOCK MARKETS;

MULTI AGENT SYSTEMS;

EID: 5444272389     PISSN: 09168508     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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