Stock Futures Trading Contest by Multiagents-Report of Pre U-Mart 2000.

Accession number;01A0340285
Title;Stock Futures Trading Contest by Multiagents-Report of Pre U-Mart 2000.
Author; SATO HIROSHI (Natl. Def. Acad.) KUBO MASAO (Natl. Def. Acad.) NAMATAME AKIRA (Natl. Def. Acad.)
Journal Title;IEIC Technical Report (Institute of Electronics, Information and Communication Engineers)
Journal Code:S0532B
ISSN:0913-5685
VOL.100;NO.529(AI2000 41-55);PAGE.67-72(2001)
Figure&Table&Reference;FIG.4, TBL.4, REF.6
Pub. Country;Japan
Language;Japanese
Abstract;U-mart is a research project to construct a virtual market in which many agents of both computer programs and human can trade the stock futures. Dealing with stock futures, U-Mart can maintain connection to real world. The aim of this project is to provide a common testbed for researchers who are interested in economics, financial engineering, artificial intelligence and computer science. The preliminary trading contest by computer trading agent, pre U-Mart 2000, was held in Toyama from 18 to 20 August 2000 in conjunction with SICE 6th Emergent System Symposium. This paper reports the Pre U-Mart 2000 contest. (author abst.)