{"title":"意见形成的进化模型","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":"{\"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}","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}
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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