Emergence of opinion leaders based on agent model and its impact to stock prices

Tadanobu Misawa; Kyoko Suzuki; Yoshitaka Okano; Tetsuya Shimokawa

doi:10.1541/ieejeiss.129.336

Emergence of opinion leaders based on agent model and its impact to stock prices

Tadanobu Misawa^*, Kyoko Suzuki, Yoshitaka Okano, Tetsuya Shimokawa

^*この論文の責任著者

工学科　知能情報工学コース

研究成果: ジャーナルへの寄稿 › 学術論文 › 査読

抄録

Recently, we can be able to get a lot of information easily because information technology has been developed. Therefore, it is thought that the impact to a society by communication of information such as word of mouth has been growing. In this paper, we propose a model of emergence of opinion leader based on word of mouth in artificial stock market. Moreover, the process of emergence of opinion leader and impact to stock prices by opinion leader are verified by simulation.

本文言語	英語
ページ（範囲）	336-343+21
ジャーナル	IEEJ Transactions on Electronics, Information and Systems
巻	129
号	2
DOI	https://doi.org/10.1541/ieejeiss.129.336
出版ステータス	出版済み - 2009

ASJC Scopus 主題領域

電子工学および電気工学

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10.1541/ieejeiss.129.336

引用スタイル

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abstract = "Recently, we can be able to get a lot of information easily because information technology has been developed. Therefore, it is thought that the impact to a society by communication of information such as word of mouth has been growing. In this paper, we propose a model of emergence of opinion leader based on word of mouth in artificial stock market. Moreover, the process of emergence of opinion leader and impact to stock prices by opinion leader are verified by simulation.",

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AU - Suzuki, Kyoko

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Emergence of opinion leaders based on agent model and its impact to stock prices

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