Can an AI perform market manipulation at its own discretion? – A genetic algorithm learns in an artificial market simulation –

2020 IEEE Symposium Series on Computational Intelligence (SSCI) ◽

10.1109/ssci47803.2020.9308349 ◽

2020 ◽

Author(s):

Takanobu Mizuta

Keyword(s):

Genetic Algorithm ◽

Market Manipulation ◽

Artificial Market ◽

Market Simulation

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Does an Artificial Intelligence Perform Market Manipulation With Its Own Discretion? – A Genetic Algorithm Learns in an Artificial Market Simulation -

SSRN Electronic Journal ◽

10.2139/ssrn.3606962 ◽

2020 ◽

Author(s):

Takanobu Mizuta

Keyword(s):

Artificial Intelligence ◽

Genetic Algorithm ◽

Market Manipulation ◽

Artificial Market ◽

Market Simulation

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A Multi-objective Genetic Algorithm Approach to Construction of Trading Agents for Artificial Market Study

New Frontiers in Artificial Intelligence - Lecture Notes in Computer Science ◽

10.1007/3-540-45548-5_16 ◽

2001 ◽

pp. 132-141 ◽

Author(s):

Rikiya Fukumoto ◽

Hajime Kita

Keyword(s):

Genetic Algorithm ◽

Artificial Market ◽

Multi Objective ◽

Trading Agents ◽

Multi Objective Genetic Algorithm ◽

Genetic Algorithm Approach

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A Review of Recent Artificial Market Simulation Studies for Financial Market Regulations And/Or Rules

SSRN Electronic Journal ◽

10.2139/ssrn.2710495 ◽

2016 ◽

Author(s):

Takanobu Mizuta

Keyword(s):

Financial Market ◽

Simulation Studies ◽

Artificial Market ◽

Market Simulation

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Investigation of the rule for investment diversification at the time of a market crash using an artificial market simulation

Evolutionary and Institutional Economics Review ◽

10.1007/s40844-017-0070-9 ◽

2017 ◽

Vol 14 (2) ◽

pp. 451-465 ◽

Author(s):

Isao Yagi ◽

Atsushi Nozaki ◽

Takanobu Mizuta

Keyword(s):

Artificial Market ◽

Market Simulation

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A Self-Impact Analysis by Artificial Market Simulation

2007 IEEE Symposium on Computational Intelligence and Data Mining ◽

10.1109/cidm.2007.368948 ◽

2007 ◽

Author(s):

Kiyoshi Izumi ◽

Hiroki Matsui ◽

Yutaka Matsuo

Keyword(s):

Impact Analysis ◽

Artificial Market ◽

Market Simulation

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Artificial Market Simulation with Embedded Complex Network Structures

Transactions of the Japanese Society for Artificial Intelligence ◽

10.1527/tjsai.23.485 ◽

2008 ◽

Vol 23 ◽

pp. 485-493 ◽

Author(s):

Makoto Uchida ◽

Susumu Shirayama

Keyword(s):

Complex Network ◽

Network Structures ◽

Artificial Market ◽

Market Simulation

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Analysis of the Impact of Changing Strategy on the GARCH Effect with Artificial Market Simulation

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.133.1717 ◽

2013 ◽

Vol 133 (9) ◽

pp. 1717-1728

Author(s):

Tatsuma Yuasa ◽

Fujio Toriumi ◽

Takatsugu Hirayama ◽

Yu Enokibori ◽

Kenji Mase

Keyword(s):

Artificial Market ◽

Market Simulation ◽

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DEFENSIVE STRATEGIES AND CONSUMERS' BOUNDED RATIONALITY: AN ARTIFICIAL MARKET SIMULATION

Advances in Doctoral Research in Management ◽

10.1142/9789812707246_0005 ◽

2006 ◽

pp. 107-136

Author(s):

Josef A. Mazanec ◽

Ulrike Schuster ◽

Jürgen Wöckl

Keyword(s):

Bounded Rationality ◽

Artificial Market ◽

Defensive Strategies ◽

Market Simulation

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Integration of artificial market simulation and text mining for market analysis

Soft Computing ◽

10.1007/s00500-007-0173-z ◽

2007 ◽

Vol 11 (12) ◽

pp. 1199-1205 ◽

Author(s):

Kiyoshi Izumi ◽

Hiroki Matsui ◽

Yutaka Matsuo

Keyword(s):

Text Mining ◽

Market Analysis ◽

Artificial Market ◽

Market Simulation

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LMP based electricity market simulation using genetic algorithm

2012 7th IEEE Conference on Industrial Electronics and Applications (ICIEA) ◽

10.1109/iciea.2012.6360920 ◽

2012 ◽

Author(s):

M. Murali ◽

M. Sailaja Kumari ◽

M. Sydulu

Keyword(s):

Genetic Algorithm ◽

Electricity Market ◽

Market Simulation

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