Artificial Market Simulation

  • Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura, "Investigation and Optimal Designing of a Price Variation Limit, a Short Sell Regulation and an Up-Tick Rule using by Artificial Market Simulations", IEEJ Transactions on Electronics, Information and Systems, Vol. 133 (2013), No. 9, pp.1694-1700, doi="10.1541/ieejeiss.133.1694". [in Japanese]
  • Kiyoshi Izumi, Fujio Toriumi, Hiroki Matsui, "Artificial Markets and Trading Agent Strategies", Journal of Japan Society for Fuzzy Theory and Intelligent Informatics, Vol.20(2018), No.4, pp.609-615. [in Japanese]
  • Kiyoshi Izumi, Hiroki Matsui, Yutaka Matsuo, "Integration of Artificial Market Simulation and Text Mining for Market Analysis", Transactions of the Japanese Society for Artificial Intelligence, Vol.22(2017), No.4, pp.397-404, doi="10.1527/tjsai.22.397". [in Japanese]