{"created":"2021-03-01T06:15:16.603733+00:00","id":8558,"links":{},"metadata":{"_buckets":{"deposit":"4c76731c-b586-475e-8934-4f71699455f0"},"_deposit":{"id":"8558","owners":[],"pid":{"revision_id":0,"type":"depid","value":"8558"},"status":"published"},"_oai":{"id":"oai:nagoya.repo.nii.ac.jp:00008558","sets":["312:313:314"]},"author_link":["24057","24058","24059","24060","24061","24062","24063","24064"],"item_10_alternative_title_19":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Effect of Stock Investor Agent According to Framing Effect to Stock Exchange in Artificial Stock Market","subitem_alternative_title_language":"en"}]},"item_10_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2006-10","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"141","bibliographicPageStart":"129","bibliographicVolumeNumber":"47","bibliographic_titles":[{"bibliographic_title":"情報処理学会論文誌","bibliographic_titleLang":"ja"}]}]},"item_10_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"実際の株取引では,人間行動におけるいくつかの心理的バイアスを考慮しなければならない.本論文では,このうちからフレーミング効果について考える.最初に,RBFニューラルネットワークを用いて株価を予測する投資家エージェントを定義し,実データを用いてそのエージェントの判断がフレーミング効果を生じることを確認する.続いて,そのようなエージェントからなる人工市場において取引を行い株価の変動を発生させる.人工市場と実市場の株価変動特性を比較し,フレーミング効果に従う投資家の市場変動への影響を検討する.短期間と長期間の移動平均によって学習した2種類のエージェントの割合を変更してシミュレーションを行い,長期間移動平均によって学習するエージェントが多いほど,形成された人工市場が実際の市場に近いことが分かった. ","subitem_description_language":"ja","subitem_description_type":"Abstract"},{"subitem_description":"Several psychological biases should be taken into consideration in the actual stock exchange. In this paper, we discuss the effect of the framing effect to it. The stock investor agent is defined by using the RBF neural network. The prediction of the agent shows that the agent behaviour follows the framing effect. The stock exchange by the agents is performed in the artificial market. The characteristics of the stock price fluctuations in the actual and artificial markets are compared in order to discuss the effect to the agents accodring to the framing effect. Artificial markets are comstructed with the agents of which prediction rules are learned by short and long moving average data. In the market of many agents learned with long-run moving average data, the features of the stock price fluctuation are similar to them of the actual market.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_10_identifier_60":{"attribute_name":"URI","attribute_value_mlt":[{"subitem_identifier_type":"HDL","subitem_identifier_uri":"http://hdl.handle.net/2237/10307"}]},"item_10_publisher_32":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"item_10_rights_12":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"ここに掲載した著作物の利用に関する注意 本著作物の著作権は（社）情報処理学会に帰属します。本著作物は著作権者である情報処理学会の許可のもとに掲載するものです。ご利用に当たっては「著作権法」ならびに「情報処理学会倫理綱領」に従うことをお願いいたします。 ","subitem_rights_language":"ja"},{"subitem_rights":"Notice for the use of this material The copyright of this material is retained by the Information Processing Society of Japan (IPSJ). This material is published on this web site with the agreement of the author (s) and the IPSJ. Please be complied with Copyright Law of Japan and the Code of Ethics of the IPSJ if any users wish to reproduce, make derivative work, distribute or make available to the public any part or whole thereof. All Rights Reserved, Copyright (C) Information Processing Society of Japan. Comments are welcome. Mail to address: 　editj<at>ipsj.or.jp, please.","subitem_rights_language":"en"}]},"item_10_select_15":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_select_item":"publisher"}]},"item_10_source_id_7":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03875806","subitem_source_identifier_type":"PISSN"}]},"item_10_text_14":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_text_value":"application/pdf"}]},"item_1615787544753":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"翟, 菲","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"24057","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"ZHAI, FEI","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"24058","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"沈, 侃","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"24059","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"SHEN, KAN","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"24060","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"並河, 悠介","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"24061","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"NAMIKAWA, YUSUKE","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"24062","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"北, 栄輔","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"24063","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"KITA, EISUKE","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"24064","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":"2018-02-19"}],"displaytype":"detail","filename":"47-s14.pdf","filesize":[{"value":"818.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"47-s14.pdf","objectType":"fulltext","url":"https://nagoya.repo.nii.ac.jp/record/8558/files/47-s14.pdf"},"version_id":"24d73d8a-70ed-4600-b9ac-067c294fead7"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"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":"人工市場での株取引におけるフレーミング効果に従う投資家エージェントの影響","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"人工市場での株取引におけるフレーミング効果に従う投資家エージェントの影響","subitem_title_language":"ja"}]},"item_type_id":"10","owner":"1","path":["314"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2008-08-04"},"publish_date":"2008-08-04","publish_status":"0","recid":"8558","relation_version_is_last":true,"title":["人工市場での株取引におけるフレーミング効果に従う投資家エージェントの影響"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-01-16T03:54:10.959514+00:00"}