和泉松井松尾07

テキスト分析

http://www.jstage.jst.go.jp/article/tjsai/22/4/22_397/_article/-char/ja/

和泉 潔, 松井 宏樹, 松尾 豊 (2007), 人工市場とテキストマイニングの融合による市場分析, 人工知能学会誌, Vol. 22, No. 4, pp. 397-404.

Summary: We constructed an evaluation system of the self-impact in a financial market using an artificial market and text-mining technology. Economic trends were first extracted from text data circulating in the real world. Then, the trends were inputted into the market simulation. Our simulation revealed that an operation by intervention could reduce over 70% of rate fluctuation in 1995. By the simulation results, the system was able to help for its user to find the exchange policy which can stabilize the yen-dollar rate. Keywords: artificial market, social simulation, text mining, multi-agent simulation, complex systems