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Research on a decision support system in energy service markets using an artificial market

Research Project

Project/Area Number 16300047
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Intelligent informatics
Research InstitutionNational Institute of Advanced Industrial Science and Technology

Principal Investigator

IZUMI Kiyoshi  National Institute of Advanced Industrial Science and Technology, Digital Human Research Center, Senior Researcher, デジタルヒューマン研究センター, 主任研究員 (10356454)

Co-Investigator(Kenkyū-buntansha) MATSUO Yutaka  National Institute of Advanced Industrial Science and Technology, Information Technology Research Institute, Researcher, 情報技術研究部門, 研究員 (30358014)
Project Period (FY) 2004 – 2006
Project Status Completed (Fiscal Year 2006)
Budget Amount *help
¥12,500,000 (Direct Cost: ¥12,500,000)
Fiscal Year 2006: ¥2,700,000 (Direct Cost: ¥2,700,000)
Fiscal Year 2005: ¥4,700,000 (Direct Cost: ¥4,700,000)
Fiscal Year 2004: ¥5,100,000 (Direct Cost: ¥5,100,000)
KeywordsArtificial market / Text mining / Energy service market / Decision support system / Multi-agent system / Social simulation / Risk assessment / Complex systems
Research Abstract

This research project obtained the following results in three research elements; the trend analytical method by text mining; artificial market simulation software; system evaluation by actual data. These results were published in international journals. For the purpose of development of this field, we have started a new international workshop.
1. Trend analytical method by text mining: We built a text-mining program that produced input data of an artificial market simulation using the categorization of a related term and classification of frequency and co-occurrence of words and categories. As a test of our proposed method, economic trends were estimated from market reports that Japan Center for International Finance published. These results were compared with financial professional's judgments using the same text data. As a result, our method could correctly estimate 92.2% of training data and 71.9% of out-of-sample data on average.
2. Artificial market simulation: We built an artificial market simulation program that received economic trend data. And we developed a method that integrated text-mining and artificial market simulation program. We tested the simulation program using actual text data and market data. As a result, about 67% of price fluctuation could be simulated on the average of 100 trials.
3. System evaluation by actual data: The decision support system that integrated the above-mentioned text-mining programming and the artificial market simulation was built. Using actual text data and market data, we tested the behavior strategy for market stabilization that the system proposed. As a result, distribution of the market price could be reduced over 70% by the proposed strategy.

Report

(4 results)
  • 2006 Annual Research Report   Final Research Report Summary
  • 2005 Annual Research Report
  • 2004 Annual Research Report
  • Research Products

    (24 results)

All 2007 2006 2005 2004 Other

All Journal Article (23 results) Book (1 results)

  • [Journal Article] Analysis of Efficiency and Accuracy of Learning in Minority Games2007

    • Author(s)
      K.Izumi
    • Journal Title

      New Frontiers in Artificial Intelligence LNCS Vol. 3609

      Pages: 103-113

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 人工市場とテキストマイニングの融合による市場分析2007

    • Author(s)
      和泉 潔, 松井宏樹, 松尾 豊
    • Journal Title

      人工知能学会誌 22巻4号

      Pages: 397-404

    • NAID

      10022007797

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Integration of Artificial Market Simulation and Text Mining for Market Analysis2007

    • Author(s)
      K.Izumi, H.Matsui, Y.Matsuo
    • Journal Title

      Soft Computing (掲載予定)

    • NAID

      10022007797

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Analysis of Efficiency and Accuracy of Learning in Minority Games2007

    • Author(s)
      K.Izumi
    • Journal Title

      New Frontiers in Artificial Intelligence Vol. 3609

      Pages: 103-113

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 人工市場とテキストマイニングの融合による市場分析2007

    • Author(s)
      和泉 潔, 松井宏樹, 松尾豊
    • Journal Title

      人工知能学会誌 22巻4号(掲載予定)

    • NAID

      10022007797

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Integartion of Artifical Market Simulation and Text Mining for Market Analysis2007

    • Author(s)
      K.izumi, H.Matsui, Y.Matsuo
    • Journal Title

      Soft Computing (掲載予定)

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Analysis of Efficiency and Accuracy of Learning in Minority Games2007

    • Author(s)
      K.Izumi
    • Journal Title

      New Frontiers in Artificial Intelligence LNCS Vol.3609

      Pages: 103-113

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Agent network dynamics and intelligence2006

    • Author(s)
      S.Kurihara, K.Izumi
    • Journal Title

      New Frontiers in Artificial Intelligence LNCS Vol. 4384

      Pages: 237-238

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Agent network dynamics and intelligence2006

    • Author(s)
      S.Kurihara, K.Izumi
    • Journal Title

      New Frontiers in Artificial Intelligence Vol. 4384

      Pages: 237-238

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Agent network dynamics and intelligence2006

    • Author(s)
      S.Kurihara, K.Izumi
    • Journal Title

      New Frontiers in Artificial Intelligence LNCS Vol.4384

      Pages: 237-238

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Development of an artificial market model based on a field study2005

    • Author(s)
      Kiyoshi Izumi, Shigeo Nakamura, Kazuhiro Ueda
    • Journal Title

      Information Sciences Vol. 170,Issue 1

      Pages: 35-63

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 人工市場によって市場を理解しデザインする2005

    • Author(s)
      和泉 潔
    • Journal Title

      Eco-forum 23巻3号

      Pages: 20-27

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Analysis of Learning Types in an Artificial Market, Multi-Agent and Multi-Agent-Based Simulation2005

    • Author(s)
      K.Izumi, T.Yamashita, K.Kurumatani
    • Journal Title

      Lecture Note in Computer Science vol. 3415

      Pages: 145-158

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Development of an artificial market model based on a field study2005

    • Author(s)
      K.Izumi, S.Nakamura, K.Ueda
    • Journal Title

      Information Sciences Vol. 170, Issue 1

      Pages: 35-63

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Analysis of Learning Types in an Artificial Market, Multi-Agent and Multi-Agent-Based Simulation2005

    • Author(s)
      K.Izumi, T.Yamashita, K.Kurumatan
    • Journal Title

      Lecture Note in Computer Science vol. 3415

      Pages: 145-158

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] Analysis of Learning Types in an Artificial Market2005

    • Author(s)
      K.Izumi, T.Yamashita, K.Kurumatani
    • Journal Title

      Multi-Agent and Multi-Agent-Based Simulation LNCS3415

      Pages: 145-158

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Learning Foreign Exchange Intervention Policies with an Artificial Market2005

    • Author(s)
      H.Matsui, K.Izumi, S.Tojo
    • Journal Title

      Information Science vol.2

      Pages: 841-844

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Development of an artificial market model based on a field study2005

    • Author(s)
      Kiyoshi Izumi, Shigeo Nakamura, Kazuhiro Ueda
    • Journal Title

      Information Sciences Volume 170, Issue 1

      Pages: 35-63

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 人工市場シミュレーションによる経済理論の検証2004

    • Author(s)
      和泉 潔
    • Journal Title

      シミュレーション 23巻 3号

      Pages: 183-190

    • NAID

      110003969574

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 人工市場 : 市場現象のエージェントベースモデル2004

    • Author(s)
      和泉 潔
    • Journal Title

      計測と制御 43巻 12号

      Pages: 950-955

    • NAID

      10014193580

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Journal Article] 人工市場:市場現象のエージェントベースモデル2004

    • Author(s)
      和泉 潔
    • Journal Title

      計測と制御 43巻12号

      Pages: 950-955

    • NAID

      10014193580

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 人工市場シミュレーションによる経済理論の検証2004

    • Author(s)
      和泉 潔
    • Journal Title

      シミュレーション 23巻3号

      Pages: 183-190

    • NAID

      110003969574

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Integration of Artificia Market Simulation and Text Mining for Market Analysis

    • Author(s)
      K.Izumi, H.Matsui, Y.Matsuo
    • Journal Title

      Soft Computing (in printing)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2006 Final Research Report Summary
  • [Book] 複雑現象工学-複雑系パラダイムの工学応用-2005

    • Author(s)
      産業技術総合研究所
    • Total Pages
      397
    • Publisher
      プレアデス出版
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2006 Final Research Report Summary 2004 Annual Research Report

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Published: 2004-04-01   Modified: 2016-04-21  

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