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2012 Fiscal Year Final Research Report

Analysis of order flow and dynamics of distribution of orders, and proposal of the way of a market stability by market making.

Research Project

  • PDF
Project/Area Number 22510156
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionOsaka City University

Principal Investigator

NAKAJIMA Yoshihiro  大阪市立大学, 大学院・経済学研究科, 教授 (40336798)

Co-Investigator(Kenkyū-buntansha) MORI Naoki  大阪府立大学, 大学院工学研究科, 准教授 (90295717)
Project Period (FY) 2010 – 2012
Keywords人工市場 / オーダー・フロー / シミュレーション工学
Research Abstract

The purpose of this investigation is to develop the way of market making to stabilize financial markets. We have constructed the software which analyzes real order flow data and the artificial financial market system which tests market maker models. We ha

  • Research Products

    (4 results)

All 2012 2011 2010

All Journal Article (2 results) (of which Peer Reviewed: 2 results) Presentation (2 results)

  • [Journal Article] 複数銘柄および複数市場に対応したU-Mart システムの開発2011

    • Author(s)
      秋元圭人, 森直樹,小野功, 中島義裕,喜多一,松本啓之亮
    • Journal Title

      計測自動制御学会論文集

      Volume: 47巻 Pages: 541-548

    • Peer Reviewed
  • [Journal Article] Development of an Artificial Market System for Analysis of Institutional Issues in Financial Markets2010

    • Author(s)
      Yoshihito Akimoto、 Naoki Mori、 Isao Ono、Yoshihiro Nakajima、 Hiroshi Sato、 Hiroyuki Matsui、Hajime Kita、Keinosuke Matsumoto
    • Journal Title

      SCIS&ISIS2010

      Volume: TH-E1-2 Pages: 121-126

    • Peer Reviewed
  • [Presentation] 人工市場とオーダー・フローの分析2012

    • Author(s)
      中島義裕
    • Organizer
      第23回計測自動制御学会 SI 部門共創システム部会研究会
    • Place of Presentation
      神戸大学
    • Year and Date
      2012-03-17
  • [Presentation] U-Mart システム version3.0 におけるザラバを考慮したエージェントの開発2010

    • Author(s)
      秋元圭人、森直樹、松本啓之亮
    • Organizer
      第54回システム制御情報学会研究発表講演会
    • Place of Presentation
      京都リサーチパーク
    • Year and Date
      2010-05-20

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Published: 2014-08-29  

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