相互作用するミクロなトレーダ群のマクロな振る舞い : マイノリティ・ゲームに基づく金融市場の確率モデルとその動力学


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JNNS2008_Inoue_v2.pdf

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Please use this identifier to cite or link to this item:http://hdl.handle.net/2115/40074

Title:	相互作用するミクロなトレーダ群のマクロな振る舞い : マイノリティ・ゲームに基づく金融市場の確率モデルとその動力学
Other Titles:	Macroscopic behaviour of interacting microscopic traders : a probabilistic model of financial markets based on minority games
Authors:	井上, 純一¹ Browse this author →KAKEN DB
Authors(alt):	Inoue, Jun-ichi¹
Issue Date:	Dec-2008
Publisher:	日本神経回路学会
Journal Title:	日本神経回路学会誌
Journal Title(alt):	The Brain & Neural Networks
Volume:	15
Issue:	4
Start Page:	272
End Page:	288
Publisher DOI:	10.3902/jnns.15.272
Abstract:	マイノリティ・ゲームと呼ばれる金融市場の数理モデルの動力学を「ミクロ情報とマクロ情報の絡み合い」という観点から解説する.
Type:	article (author version)
URI:	http://hdl.handle.net/2115/40074
Appears in Collections:	情報科学院・情報科学研究院 (Graduate School of Information Science and Technology / Faculty of Information Science and Technology) > 雑誌発表論文等 (Peer-reviewed Journal Articles, etc)

Submitter: 井上純一

OAI-PMH ( junii2 , jpcoar_1.0 )

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