Analysis of the influence of investment strategies of stock investors on the industry - Artificial stock market simulation
| Project/Area Number |
23730390
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Multi-year Fund |
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| Research Field |
Business administration
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| Research Institution | Kyoto College of Graduate Studies for Informatics |
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Principal Investigator |
LEE Hao 京都情報大学院大学, その他の研究科, 准教授 (20411332)
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| Project Period (FY) |
2011 – 2013
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| Project Status |
Completed (Fiscal Year 2013)
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| Budget Amount *help |
¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2013: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2012: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2011: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
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| Keywords | 人工株式市場 / 投資尺度 / エージェントベースシミュレーション / 財務諸表 / 財務諸表ベース / 人工市場 / 株式市場 / エージェントベース / シミュレーション |
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| Research Abstract |
In this study, we design a financial statements model of enterprises. Not only technical analysis but also fundamental analysis will be implement as measures of investments in our model. We will clear up "how trading strategies of investor agents in the artificial market influence business managements" in our agent based model.
As the results, the good stock markets are 1. Investors are rich in diversity. 2. Stable stock price. 3. Percentage of investors pay attentions on track record is high enough. 4. Number of individual investors is enough.
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Report
(4 results)
Research Products
(10 results)
