{"title":"Evolutionary model of opinion formation","authors":"T. Kaizoji, T. Suzudo","doi":"10.1109/ICCIMA.2001.970443","DOIUrl":null,"url":null,"abstract":"We discuss the stylized facts which are observed in the log return of almost all financial markets. We especially consider an interacting agent model of collective opinion formation in a stock market. For this purpose. a two-dimensional Ising model has been applied. The evaluation of the model suggested some key points to improve simulation precision.","PeriodicalId":232504,"journal":{"name":"Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICCIMA.2001.970443","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We discuss the stylized facts which are observed in the log return of almost all financial markets. We especially consider an interacting agent model of collective opinion formation in a stock market. For this purpose. a two-dimensional Ising model has been applied. The evaluation of the model suggested some key points to improve simulation precision.
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