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[[関連論文サーベイ]] #contents *チュートリアル [#adc0554c] - Thomas N. Herzog, Graham Lord: [[State of the art tutorial I: Simulation modeling for finance and insurance: Applications of simulation models in finance and insurance.:http://portal.acm.org/citation.cfm?id=1030818.1030855]] Proceedings of the 35th Conference on Winter Simulation: Driving Innovation, pp. 249-257 (2003). - Blake LeBaron: [[Agent-based computational finance: Suggested readings and early research.:http://dx.doi.org/10.1016/S0165-1889(99)00022-6]] Journal of Economic Dynamics and Control, Volume 24, Issues 5-7, June 2000, Pages 679-702 (2000). *論文 [#kd7c25da] - Aki-Hiro Sato: [[Application of spectral methods for high-frequency financial data to quantifying states of market participants.:http://dx.doi.org/10.1016/j.physa.2008.01.044]] Physica A: Statistical Mechanics and its Applications, Volume 387, Issue 15, Pages 3960-3966 (2008). - Shu-Heng Chen, Ya-Chi Huang: [[Relative risk aversion and wealth dynamics.:http://dx.doi.org/10.1016/j.ins.2006.08.007]] Information Sciences, Vol. 177, No. 5, pp. 1222-1229 (2007). - Ryuichi Yamamoto: [[What causes persistence of stock return volatility? One possible explanation with an artificial stock market.:http://dx.doi.org/10.1142/S1793005706000555]] New Mathematics and Natural Computations (NMNC), Vol. 2, No. 3, pp. 261-270 (2006). - Sun-Chong Wang, Jie-Jun Tseng, Sai-Ping Li, Shu-Heng Chen: [[Prediction of bird flu A(H5N1) outbreaks in Taiwan by online auction: Experimental results.:http://dx.doi.org/10.1142/S1793005706000567]] New Mathematics and Natural Computation (NMNC), Vol. 2, No. 3, pp. 271-279 (2006). - Yiling Chen, Chao-Hsien Chu, Tracy Mullen: [[Predicting uncertain outcomes using information markets: Trader behavior and information aggregations.:http://dx.doi.org/10.1142/S179300570600052X]] New Mathematics and natural Computation (NMNC), Vol. 2, No. 3, pp. 281-297 (2006). - Shu-Heng Chen: [[Graphs, networks and ace.:http://dx.doi.org/10.1142/S1793005706000531]] New Mathematics and Natural Computation (NMNC), Vol. 2, No. 3, pp. 299-314 (2006). - M.B. Naghibi-Sistani, M.R. Akbarzadeh-Tootoonchi, M.H. Javidi-Dashte Bayaz and H. Rajabi-Mashhadi: [[Application of Q-learning with temperature variation for bidding strategies in market based power systems.:http://dx.doi.org/10.1016/j.enconman.2005.08.012]] Energy Conversion and Management, Vol. 47, No. 11-12, pp. 1529-1538 (2006). - Nobuyuki Hanaki: [[Individual and Social Learning.:http://www.springerlink.com/content/y82451x722244101/]] Computational Economics, Vol. 26, No. 3-4, pp. 31-50 (2005). - Zimmermann, H.G.; Neuneier, R.; Grothmann, R.: [[Multi-agent modeling of multiple FX-markets by neural networks.:http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=935087]] IEEE Transactions on Neural Networks, Vol. 12, No. 4, pp. 735-743 (2001).
