Analyzing the influence of overconfident investors on financial markets through agent-based model

Hiroshi Takahashi, Takao Terano

研究成果: Conference contribution

14 被引用数 (Scopus)

抄録

In this research, we employ Agent-Based Model to analyze how asset prices are affected by investors' Behavior. This analysis places focus on the influence of overconfident investors on financial market. As a result of intensive analysis, we find that overconfident investors are generated in a bottom-up fashion in the market. Furthermore, it has also been found that overconfident investors have the ability to contribute to market efficiency.

本文言語English
ホスト出版物のタイトルIntelligent Data Engineering and Automated Learning - IDEAL 2007 - 8th International Conference, Proceedings
出版社Springer Verlag
ページ1042-1052
ページ数11
ISBN(印刷版)9783540772255
DOI
出版ステータスPublished - 2007 1 1
外部発表はい
イベント8th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2007 - Birmingham, United Kingdom
継続期間: 2007 12 162007 12 19

出版物シリーズ

名前Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
4881 LNCS
ISSN(印刷版)0302-9743
ISSN(電子版)1611-3349

Other

Other8th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2007
CountryUnited Kingdom
CityBirmingham
Period07/12/1607/12/19

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)

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