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By Izumi K.

During this learn, we proposed a brand new method of foreign currency echange marketplace stories, a synthetic industry strategy. the substitute marketplace strategy built-in fieldwork reports and multiagent types in an effort to clarify the micro and macro relation in markets.

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13) A chromosome represents a string of all weights of one agent, that is his prediction method: j j j , w2,t , · · · , wn,t ). 5) becomes a For example, a set of weights {wi,t 57 chromosome DIEB · · · C. A population of chromosomes represents a set of wtj in the foreign exchange market. The model is based on Goldberg’s simple GA [56]. The detailed description of the simple GA is shown in appendix A. Selection operator, one of GA operators, replace some chromosomes with others which have higher fitness values.

The other two operators are regarded as the production of new belief systems: the crossover operator works like the agent’s communication with other agents, and the mutation operator works like the independent change of each agent’s prediction method. AGEDASI TOF starts with the initial population which are randomly generated. During the first dozens of weeks (training period), it skips the rate determination step and uses the actual rate data as training data. And it computes the fitness of agents with the actual rate data.

In order to overcome these problems, we propose a new approach of foreign exchange market studies, an artificial market approach. The artificial market approach integrates the fieldwork and multiagent models in order to explain the micro and macro relation in markets. In the next chapter, we show the framework of the artificial market approach. 28 Chapter 3 Framework of the Artificial Market Approach In this chapter, we would like to explain the framework of the proposed approach, the artificial market approach.

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