{"_buckets": {"deposit": "1288d236-6828-40d5-badb-c8b8456ef7c3"}, "_deposit": {"id": "8560", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "8560"}, "status": "published"}, "_oai": {"id": "oai:nagoya.repo.nii.ac.jp:00008560", "sets": ["314"]}, "author_link": ["24069", "24070", "24071", "24072", "24073", "24074", "24075", "24076"], "item_10_alternative_title_19": {"attribute_name": "その他のタイトル", "attribute_value_mlt": [{"subitem_alternative_title": "Effect of Multi-agents According to Behavioral Finance to Market Dealings", "subitem_alternative_title_language": "en"}]}, "item_10_biblio_info_6": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2007-03", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "sig6", "bibliographicPageEnd": "64", "bibliographicPageStart": "51", "bibliographicVolumeNumber": "48", "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": "本研究では,マルチエージェントシミュレーションを用いて,人間心理が市場の株価変動に与える影響を評価する.最初に企業のファンダメンタルズに基づいて投資行動を行う合理的な投資家としてファンダメンタル投資家のエージェントを定義する.続いて,プロスペクト理論に従って投資行動を行うプロスペクト投資家のエージェントを定義する.ファンダメンタル投資家とプロスペクト投資家のエージェントの割合を変えて,人工市場における株価の創発を行い,人工市場の特性パラメータを実際の市場におけるそれらと比較する.そして,プロスペクト投資家とファンダメンタル投資家の割合が70:30である人工市場が実際に市場に近い特性を有することを示す.続いて,プロスペクト投資家とファンダメンタル投資家の割合が70:30である人工市場で株価の変動を予測させ,ファンダメンタル投資家が100%である人工市場と比較すると,プロスペクト投資家のいる市場の方が株価変動が現実の市場に近いことを示す. ", "subitem_description_language": "ja", "subitem_description_type": "Abstract"}, {"subitem_description": "In this paper, the effect of the human psychology to the fluctuation of the stock price is discussed in the artificial market defined as the multi-agent system. The rational investor agents are defined as them who buy and sell the stock according to the corporate fundamentals. The prospect investor agents are defined as them who do according to the prospect theory. The stock price fluctuations are evaluated in several artificial markets in which the ratio of the rational and the prospect investor agents is different. The results indicate that the 70%-PIA artificial market is the most similar to 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/2237/10309"}]}, "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\u003cat\u003eipsj.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": "並河, 悠介", "creatorNameLang": "ja"}], "nameIdentifiers": [{"nameIdentifier": "24069", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "NAMIKAWA, YUSUKE", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "24070", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "翟, 菲", "creatorNameLang": "ja"}], "nameIdentifiers": [{"nameIdentifier": "24071", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "ZHAI, Fei", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "24072", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "沈, 侃", "creatorNameLang": "ja"}], "nameIdentifiers": [{"nameIdentifier": "24073", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "SHEN, Kan", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "24074", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "北, 栄輔", "creatorNameLang": "ja"}], "nameIdentifiers": [{"nameIdentifier": "24075", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "KITA, Kieuke", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "24076", "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", "download_preview_message": "", "file_order": 0, "filename": "48-s6.pdf", "filesize": [{"value": "965.6 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_note", "mimetype": "application/pdf", "size": 965600.0, "url": {"label": "48-s6.pdf", "objectType": "fulltext", "url": "https://nagoya.repo.nii.ac.jp/record/8560/files/48-s6.pdf"}, "version_id": "0da3c8f9-3637-4cf0-9343-7b41e832c175"}]}, "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": "行動ファイナンス理論に従うエージェントの市場取引への影響について", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "行動ファイナンス理論に従うエージェントの市場取引への影響について", "subitem_title_language": "ja"}]}, "item_type_id": "10", "owner": "1", "path": ["314"], "permalink_uri": "http://hdl.handle.net/2237/10309", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2008-08-04"}, "publish_date": "2008-08-04", "publish_status": "0", "recid": "8560", "relation": {}, "relation_version_is_last": true, "title": ["行動ファイナンス理論に従うエージェントの市場取引への影響について"], "weko_shared_id": -1}