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Agent-Based Approaches in Economic and Social Complex Systems VI - Post-Proceedings of The AESCS International Workshop 2009
Agent-Based Approaches in Economic and Social Complex Systems VI
1
Preface
Preface
Committees and Chairs of AESCS’09
Committees and Chairs of AESCS’09
Contents
Contents
Part I Agent-Based Financial Markets
11
Comprehensive Analysis of Information Transmission Among Agents: Similarity and Heterogeneity of Collective Behavior
12
1 Introduction
12
2 Literature Survey
14
3 Model and Methods
15
4 Empirical Analysis
18
5 Conclusions
25
References
26
Examining the Effects of Traders' Overconfidence on Market Behavior
27
1 Introduction
27
2 The Model
29
2.1 Market Structure
29
2.2 Learning of Traders
30
3 Simulations
32
4 Conclusion
38
References
38
Part II Financial Forecasting and Investment
40
Short Time Correction to Mean Variance Analysis in an Optimized Two-Stock Portfolio
41
1 Introduction
41
2 Mean-Variance Analysis for the Long Time Scale
43
3 Short Term Correction
44
4 Decision Mechanism
45
5 Simulation Result
46
6 Conclusion
50
References
50
Exchange Rate Forecasting with Hybrid Genetic Algorithms
52
1 Introduction
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2 Methodology and Data Description
54
2.1 Genetic Algorithms
54
2.2 Particle Swarm Optimization
55
2.3 Back Propagation Network
56
2.4 Variables and Data Normalization
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3 Experiment Design
57
4 Experiment Results
59
4.1 Comparing the Forecasting Results by Three Criteria
59
4.2 Comparison of the Forecast Results by Monthly Exchange Rate
61
5 Conclusion and Suggestions
62
References
62
Part III Cognitive Modeling of Agents
64
Learning Backward Induction: A Neural Network Agent Approach
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1 Introduction
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2 Methodology
66
2.1 The Class of Games
66
2.2 Introduction to Neural Networks
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2.3 Simulations, Models and Heuristics
69
2.4 Performance Testing
70
3 Results
71
3.1 Comparison of NN Topologies
71
3.2 Comparison of NNs to Standard Classification Algorithms and Heuristics
71
3.3 Detailed Analysis of bold0mu mumu equation1 Agents' Performance
73
3.4 Subgame and Truncation Consistency
73
3.5 Agent Heterogeneity
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4 Conclusion
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A Technical Presentation of the NN Backpropagation Algorithm
75
References
77
Cognitive-Costed Agent Model of the Microblogging Network
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1 Introduction
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2 Data Analysis
79
3 Model
82
3.1 Simple Reciprocal Model
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3.2 Reciprocal Model with Cognitive Cost
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4 Discussion and Conclusions
86
References
87
Part IV Complexity and Policy Analysis
88
Landscape Analysis of Possible Outcomes
89
1 Introduction
89
2 Landscape Analysis of Possible Outcomes
91
3 Case Example
93
3.1 Model
93
3.1.1 Sales Division and Salespersons
93
3.1.2 Organizational Behavior
94
3.1.3 Evaluation System
94
3.1.4 Organizational Learning
94
3.2 Simulation
95
3.2.1 Verification and Validation
95
3.2.2 Experimental Design
95
3.2.3 Result
96
4 Discussion
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4.1 Analysis of Uncertainties
97
4.2 Evaluation and Scope
98
5 Summary and Future Study
99
References
99
The Flow of Information Through People's Network and Its Effect on Japanese Public Pension System
101
1 Introduction
101
2 Basics
102
2.1 The Function for Agent to Agent Interactions
102
2.2 Three Basic Network Models
105
3 Choice of Network Model that Fit Well in Real People's Network
105
4 Put the Information on the Agent-to-Agent Network
107
5 The Effect of Releasing the Information and Its Expansion on Japanese Public Pension System
108
5.1 The Execution of Simulation
108
5.2 Simulation Results
109
5.2.1 The Altered Distribution in Agent's Attitude Score
109
5.2.2 Investigating the Reasons for the Differences from ``Agent's Links''
109
5.2.3 Investigating the Reasons for the Differences from Agent's ``Betweeness Centrality''
114
5.2.4 The Relationships Between Information Flow and Pension Premium Fund
115
5.2.5 Additional Simulation
116
6 Conclusion and Future Works
118
References
118
Identification of Voting with Individual's Feet Through Agent-Based Modeling
120
1 Introduction
120
2 Related Work
121
2.1 Social Phenomenon of Migration
121
2.2 Studies About VWF
122
3 Model Description
123
3.1 Government Agent Model
123
3.1.1 Basic Concepts of the Model
123
3.1.2 Budget Distribution Strategies
124
3.2 Inhabitant Agent Model
124
3.3 How the Agent-Simulator Works
125
4 Experiments and Discussions
126
4.1 Experimental Results
127
4.1.1 Statistics of the Experiments
127
5 Proposal of Multiple-Layer Modeling
131
5.1 Issues of the Current VWIF Model
131
5.2 Framework of MLM
131
5.3 On Agents' Action Rules in the MLM Environment
132
6 Concluding Remarks
132
References
133
Part V Agent-Based Modeling of Good Societies
134
Communities, Anti-Communities, Pan-Community as Social Order
135
1 Introduction
135
2 The Friend Selection Strategies based on Attribute and Reputation in Group (FSS-ARG)
136
3 Evolutionary Simulation of Peace
138
4 Emergence of Four Types of Social States
140
5 Discussions
144
References
145
Bayesian Analysis Method of Time Series Data in Greenhouse Gas Emissions Trading Market
146
1 Introduction
146
2 Analytical Methods of Time Series Data
147
2.1 Overview of DFT
147
2.2 BAM
148
2.3 Classification Method Using Distribution
149
3 Model
150
3.1 Model of Participant Nations in Emissions Trading
150
3.2 Compliance Mechanism
152
4 Experiments: Comparison of DFT and BAM
153
4.1 Setting
153
4.2 Experiment Results
154
5 Discussion
156
6 Conclusion
157
References
157
Large Scale Crowd Simulation of Terminal Station Area When Tokai Earthquake Advisory Information Is Announced Officially
159
1 Introduction
159
2 A Framework of the Simulation
160
2.1 Characteristics of the Model Employed in the Research
160
2.2 An Outline of the Model and Framework of the Simulation
161
3 Production Design of LSCSver.1.0
161
3.1 Details of the Model
161
3.2 Assessment of the Shortest Distance
163
3.3 Rules Concerning Movement of Pedestrian Agents
163
3.4 Rules for Route Selection by Pedestrian Agents
164
4 Simulation Analysis
165
4.1 Rules for Route Selection by Pedestrian Agents
165
4.2 Results Analysis
165
4.2.1 Measurement Data
167
5 Conclusion
171
References
171
Part VI Miscellany
173
Boundary Organizations: An Evaluation of Their Impact Through a Multi-Agent System
174
1 Introduction
174
2 Boundary Organizations
175
3 Methodology
177
4 Results
180
5 Conclusion
184
References
185
A Bibliometric Study of Agent-Based Modeling Literature on the SSCI Database
186
1 Introduction
186
2 Agent-Based Modeling Description
187
3 Overall Analysis of ABM literature
187
4 Bradford's Law and Journal Literature
191
5 Lotka's Law and Author Productivity
193
5.1 Distribution of Scientific Productivity of Authors with Equality of Chances of Participation
193
5.2 Lotka's Law
193
6 Conclusion
195
References
195
Author Index
196
Keyword Index
197
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