{"created":"2021-03-01T06:16:41.742740+00:00","id":161,"links":{},"metadata":{"_buckets":{"deposit":"b9749242-5756-4018-b7bb-efb275b774ec"},"_deposit":{"id":"161","owners":[],"pid":{"revision_id":0,"type":"depid","value":"161"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00000161","sets":["67:68:69","9:10:26"]},"item_2_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2001-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"5","bibliographicPageEnd":"470","bibliographicPageStart":"456","bibliographicVolumeNumber":"5","bibliographic_titles":[{"bibliographic_title":"IEEE transactions on evolutionary computation"}]}]},"item_2_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_2_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"In this study, we propose an artificial market approach, which is a new agent-based approach to foreign exchange market studies. Using this approach, emergent phenomena of markets such as the peaked and fat-tailed distribution of rate changes were explained. First, we collected the field data through interviews and questionnaires with dealers and found that the features of dealer interaction in learning were similar to the features of genetic operations in biology. Second, we constructed an artificial market model using a genetic algorithm. Our model was a multiagent system with agents having internal representations about market situations. Finally, we carried out computer simulations with our model using the actual data series of economic fundamentals and political news. We then identified three emergent phenomena of the market. As a result, we concluded that these emergent phenomena could be explained by the phase transition of forecast variety, which is due to the interaction of agent forecasts and the demand-supply balance. In addition, the results of simulation were compared with the field data. The field data supported the simulation results. This approach therefore integrates fieldwork and a multiagent model, and provides a quantitative explanation of micro–macro relations in markets.","subitem_description_type":"Abstract"}]},"item_2_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"752","nameIdentifierScheme":"WEKO"}],"names":[{"name":"植田, 一博"}]}]},"item_2_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"IEEE"}]},"item_2_relation_11":{"attribute_name":"DOI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"info:doi/10.1109/4235.956710","subitem_relation_type_select":"DOI"}}]},"item_2_rights_12":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"©2001 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE."}]},"item_2_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11137410","subitem_source_identifier_type":"NCID"}]},"item_2_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1089778X","subitem_source_identifier_type":"ISSN"}]},"item_2_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"548","subitem_subject_scheme":"NDC"}]},"item_2_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Cyber Assist Research Center, National Institute of Advanced Industrial Science and Technology"},{"subitem_text_value":"Interfaculty Initiative of Information Studies, University of Tokyo"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Izumi, Kiyoshi"}],"nameIdentifiers":[{"nameIdentifier":"750","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Ueda, Kazuhiro"}],"nameIdentifiers":[{"nameIdentifier":"751","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-05-30"}],"displaytype":"detail","filename":"IEEE00956710.pdf","filesize":[{"value":"297.8 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"IEEE00956710.pdf","url":"https://repository.dl.itc.u-tokyo.ac.jp/record/161/files/IEEE00956710.pdf"},"version_id":"c4f9d9f6-c7d5-43eb-8d44-81ac67e7eaf5"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Artificial markets","subitem_subject_scheme":"Other"},{"subitem_subject":"foreign exchange markets","subitem_subject_scheme":"Other"},{"subitem_subject":"genetic algorithms","subitem_subject_scheme":"Other"},{"subitem_subject":"micro–macro problems","subitem_subject_scheme":"Other"},{"subitem_subject":"multiagent system","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"journal article","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Phase Transition in a Foreign Exchange Market : Analysis Based on an Artificial Market Approach","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Phase Transition in a Foreign Exchange Market : Analysis Based on an Artificial Market Approach"}]},"item_type_id":"2","owner":"1","path":["26","69"],"pubdate":{"attribute_name":"公開日","attribute_value":"2007-10-22"},"publish_date":"2007-10-22","publish_status":"0","recid":"161","relation_version_is_last":true,"title":["Phase Transition in a Foreign Exchange Market : Analysis Based on an Artificial Market Approach"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T03:41:07.075127+00:00"}