Using an Artificial Financial Market for studying a Cryptocurrency Market

Research paper readings in my laboratory

Transcript

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   കຊ੖໻  [1] [1]Cocco, Luisanna, Giulio Concas, and Michele Marchesi. "Using an artificial financial market for studying a cryptocurrency market. " Journal of Economic Interaction and Coordination (2015): 1-21. 
2. ϚϧνΤʔδΣϯτγϛϡϨʔγϣϯ n ࣾձݱ৅෼ੳͷΞϓϩʔνͷҰͭ n ϛΫϩϞσϧΛఆٛɼϚΫϩͷ࠶ݱΛߦ͏ n ۚ༥ࢢ৔Λ࠶ݱͨ͠΋ͷΛਓ޻ࢢ৔ͱ͍͏ Ծ૝௨՟ࢢ৔ʹର͠ਓ޻ࢢ৔Λߏங 
3. Ծ૝௨՟ ҉߸ٕज़Λ༻͍ͨ11ܕσδλϧ௨՟ 一般的な通貨 仮想通貨 
4. #JUDPJO ࠷ॳͷԾ૝௨՟Ͱ͋Γ࠷΋༗໊  ௨՟ͷྲྀ௨ྔΛ ສCJUDPJOʹ੍ݶ  ૹۚख਺ྉ͕௒֨҆  ۃΊͯߴ͍ಗ໊ੑͱಁ໌ੑ 
5. #JUDPJOͷݱঢ় Ձ஋ͷٸ্ঢ n ೥ɼຕͷϐβ͕ສ#5$ͰऔҾ n ೥ɼ#5$͕ສԁ·Ͱ্ঢ n ೥ɼதࠃ੓෎ͷېࢭྩ౳Ͱສԁ·ͰԼམ n ೥݄ॳ०ɼ#5$͕ສԁ·Ͱ্ঢ n ೥݄Լ०ɼ#5$͕ສԁ·Ͱ্ঢ 
6. ݚڀͷ໨త n #JUDPJOͷϞσϧߏங n ΤʔδΣϯτϕʔεͷϞσϧ n ݱ࣮ͱಉ༷ͷऔҾΛγϛϡϨʔγϣϯ n 4UZMJ[FE
   GBDUTͷ࠶ݱ #JUDPJOࢢ৔Λ࠶ݱ͠Α͏ͱ͢Δ࠷ॳͷࢼΈ 
7. 4UZMJ[FE
   GBDUT ۚ༥Ձ֨શൠʹݟΒΕΔ౷ܭతੑ࣭ n Ձ֨͸୯Ґࠜաఔ τϨϯυ͕ଘࡏ͢Δ n 'BU
   UBJM n ऩӹ཰ͷ෼෍͸ް͍੄Λ࣋ͭ n ϕΩ෼෍Ͱۙࣅ͢Δ͜ͱ͕Ͱ͖Δ n 7PMBUJMJUZ
   $MVTUFSJOH n มಈͷେ͖͕͞·ͱ·ͬͯݱΕΔ n ࣗݾ૬ؔʹΑΓ֬ೝͰ͖Δ 
8. ୯Ґࠜ ඇఆৗաఔ͔ͭͦͷ֊͕ࠩఆৗաఔͱͳΔաఔ ఆৗաఔ ୯Ґࠜաఔ 
9. 'BU
   UBJM ۚ༥Ձ֨ͷมಈ͸ଠ͍੄Λ࣋ͭ [2] http://archive.advancedfootballanalytics.com/ 2009/04/earthquakes-kevin-bacon-financial.html  [2]
10. 'BU
    UBJM
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    #JUDPJO ෼෍ͷ੄ʹ͓͍ͯϕΩ৐ଇ͕؍ଌ͞ΕΔ  [3]Cocco, Luisanna, Giulio Concas, and Michele Marchesi. "Using an artificial financial market for studying a cryptocurrency market. " Journal of Economic Interaction and Coordination(2015): 1-21. [3]
11. 7PMBUJMJUZ
    $MVTUFSJOH େ͖ͳมಈɾখ͞ͳมಈ͸ूதͯ͠ى͜Δ  2010年から2013年までのApple社の変動
12. 7PMBUJMJUZ
    $MVTUFSJOH
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    #JUDPJO มಈͷઈର஋ʹ͓͍ͯߴ͍ࣗݾ૬ؔ  変動の自己相関 変動の絶対値の自己相関 [4,5]Cocco, Luisanna, Giulio Concas, and Michele Marchesi. "Using an artificial financial market for studying a cryptocurrency market. " Journal of Economic Interaction and Coordination(2015): 1-21. [4] [5]
13. ఏҊϞσϧ  エージェントモデル マクロの再現 実験
14. ఏҊϞσϧͷಛ௃ n ݱ࣮ͱಉ༷ͷऔҾํ๏ͰՁ֨Λܾఆ n ֤ΤʔδΣϯτࢿ࢈͸ϕΩ෼෍ʹै͏ n ֤εςοϓͰͷऔҾ͸શମͷҰ෦ͰߦΘΕΔ n ࠾۷ͷ࠶ݱͷͨΊɼϥϯμϜʹࢿ࢈Λ૿Ճ n ৽نࢀೖऀͱҾୀऀΛఆظతʹൃੜ 
15. ࢢ৔ࢀՃऀͷਪఆ #JUDPJOࢢ৔ࢀՃऀͷσʔλ͕ඞཁ n ࢀՃऀ਺ͷσʔλ͸ͳ͍ n औҾΛߦ͏৔߹ɼࣗ෼ͷޱ࠲͕ඞཁ n #JUDPJOͰ͸ޱ࠲͸ΞυϨεͱݺ͹ΕΔ n ෳ਺࣋ͭ͜ͱ͕Ͱ͖Δ n ࣌ؒʹΑͬͯΞυϨε͸มԽ͢Δ ΞυϨε਺ΛࢀՃऀ਺ͱԾఆ 
16. ΞυϨε਺ͱՁ֨ͷؔ܎  ૬͕ؔ͋ΔҰํɼແؔ܎ͳಈ͖΋ [6]Cocco, Luisanna, Giulio Concas, and Michele Marchesi. "Using an artificial financial market for studying a cryptocurrency market. " Journal of Economic Interaction and Coordination(2015): 1-21. [6]
17. τϨʔμʔϞσϧͷఆٛ छͷࢢ৔ࢀՃऀΛఆٛ  ϥϯμϜτϨʔμʔ n ౤ػ໨తҎ֎Ͱ#JUDPJOΛऔҾ n ചΓɾങ͍͸ಉ֬཰Ͱൃੜ  ౤ࢿτϨʔμʔ n ౤ػ໨తͰ#JUDPJOΛऔҾ n ্ঢ܏޲ͳΒങ͍஫จɼԼ߱܏޲ͳΒചΓ஫จ 
18. εςοϓͷྲྀΕ "HFOUΛ׆ੑԽ ஫จൃ஫ ങ͍ ചΓ       औҾ Ձܾ֨ఆ #5$ 
19. ࣮ݧઃఆ n ࣮ݧظؒ
    ɼ೔ n 45&1ɿ೔ n ϥϯμϜɾ౤ػτϨʔμʔͷൺ཰ɿ  n ࣮ࡍͷࢢ৔ͷͷن໛Λ૝ఆ 
20. ࣮ݧ݁Ռ มಈͷൺֱ ࠨ ࣮ࡍͷมಈɼʢӈʣγϛϡϨʔγϣϯͷมಈ  [7,8]Cocco, Luisanna, Giulio Concas, and Michele Marchesi. "Using an artificial financial market for studying a cryptocurrency market. " Journal of Economic Interaction and Coordination(2015): 1-21. [7] [8]
21. ࣮ݧ݁Ռ n ୯Ґࠜ ౷ܭݕఆʹΑΓ୯ҐࠜΛ࣋ͭͱ൑அ n 'BU
    UBJM ର਺ϓϩοτʹΑΓ֬ೝʢ෇࿥'JH
    ʣ n 7PMBUJMJUZ
    $MVTUFSJOH ࣮Ձ֨ͷࣗݾ૬ؔͷಛ௃͕؍ଌʢ෇࿥'JH
    ʣ 4UZMJ[FE
    GBDUTͷݕূ 
22. ࣮ݧ݁Ռ ΤʔδΣϯτ૯ࢿ࢈ͷൺֱ  ૯ࢿ࢈͸΄΅Λҡ࣋ [9]Cocco, Luisanna, Giulio Concas, and Michele Marchesi. "Using an artificial financial market for studying a cryptocurrency market. " Journal of Economic Interaction and Coordination(2015): 1-21. [9]
23. ࣮ݧ݁Ռ n ճͷγϛϡϨʔγϣϯΛ࣮ߦ n มಈ΍ࣗݾ૬ؔ͸ຖճ΄΅ಉҰʢ෇࿥'JH
     ʣ n ෼෍͸Ϟσϧͱ࣮ଌ஋͸গ͠ҧ͏ Ϟσϧͷؤڧੑ  [10]Cocco, Luisanna, Giulio Concas, and Michele Marchesi. "Using an artificial financial market for studying a cryptocurrency market. " Journal of Economic Interaction and Coordination (2015): 1-21. [10]
24. ·ͱΊ n #JUDPJOࢢ৔Λਓ޻ࢢ৔Ͱ࠶ݱ n ௐ΂ͨݶΓɼ࠷ॳͷࢼΈ n ࢢ৔ͷಛੑΛਖ਼֬ʹϞσϦϯάͰ͖ͨ n Ϟσϧͷಛ௃ n छྨͷઓུ n ॳظࢿ࢈͸ϕΩ෼෍ʹै͏ n ݱ࣮తͳऔҾͱՁܾ֨ఆ๏ n ՟ฎൃߦ਺ͷ૿Ճ Ϟσϧʹ͍ͭͯ 
25. ·ͱΊ n Ձ֨มԽ͸୯Ґࠜաఔ n ࣗݾ૬ؔ n ੜՁ֨ͷࣗݾ૬ؔ͸௿͍ n ऩӹ཰ͷઈର஋ͷࣗݾ૬ؔ͸ߴ͍ n ϕΩ৐ଇ͕෼෍ͷ੄ʹ͓͍ͯ؍ଌ͞ΕΔ ࣮ݧ݁Ռʹ͍ͭͯ 
26. ·ͱΊ ΑΓৄࡉͳௐࠪ n τϨʔμʔͷৼΔ෣͍ n ࠾۷ͷϝΧχζϜ n ଞͷԾ૝௨՟ͱͷ૬ޓ࡞༻ ࠓޙͷݚڀ 
27. ·ͱΊ n Ձ֨ͷେ෯ͳԼམ͸֎తཁҼ͕େ͖͍ n ֎తཁҼΛՃ͑ͨਓ޻ࢢ৔ͷߏங͕ඞཁ ߟ࡯  [11] [12] [11,12]Cocco, Luisanna, Giulio Concas, and Michele Marchesi. "Using an artificial financial market for studying a cryptocurrency market. " Journal of Economic Interaction and Coordination(2015): 1-21.