2010 Fiscal Year Final Research Report
Design of Prediction Market Simulation Using Co-Evolution of Agent Strategies
| Project/Area Number |
21700251
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Sensitivity informatics/Soft computing
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| Research Institution | Japan Advanced Institute of Science and Technology |
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Principal Investigator |
IKEDA Kokolo Japan Advanced Institute of Science and Technology, 情報科学研究科, 准教授 (80362416)
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| Project Period (FY) |
2009 – 2010
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| Keywords | 予測市場 / エージェントベースドシミュレーション / 共進化 / 強化学習 / モンテカルロ木探索 / 遺伝的アルゴリズム / 事例ベース推論 |
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| Research Abstract |
In this research, prediction markets were set as the target, which are real markets and also can be used as a tool to predict the future. The design of agent-based-simulation of prediction markets is necessary to study them deeply, and I tried the purpose by using co-evolution of strategies. After the formulation and framework development, various models of strategies were introduced and co-evolved, finally it was confirmed that the evolved ones were reasonable agents and the prediction was more accurate. In addition, some knowledge about Monte-Carlo Tree Search is attained.
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