پديد آورنده :
بهرام زاده، حميد
عنوان :
شبيه سازي بازار سهام با استفاده از سيستم هاي عامل محور
مقطع تحصيلي :
كارشناسي ارشد
محل تحصيل :
اصفهان: دانشگاه صنعتي اصفهان،دانشكده صنايع و سيستم ها
صفحه شمار :
ده،83ص.:مصور،جدول،نمودار
يادداشت :
ص.ع.به فارسي و انگليسي
استاد راهنما :
فريماه مخاطب رفيعي
توصيفگر ها :
پيش بيني , الگوريتم ژنتيك , فرايند يادگيري
تاريخ نمايه سازي :
11/3/89
دانشكده :
مهندسي صنايع و سيستم ها
چكيده فارسي :
به فارسي و انگليسي: قابل رويت در نسخه ديجيتالي
چكيده انگليسي :
Simulation of stock market using agent based systems Hamid Bahramzadeh h bahramzadeh@in iut ac ir Department of Industrial Engineering Isfahan University of Technology Isfahan 84156 83111 IranDegree M Sc Language FarsiFarimah Mokhatab farimah@cc iut ac ir Supervisor AbstractNowadays there exist systems in which human and interactions among them play an important role Due torapid changes between people and the rules governing the relation ships among them structure of suchsystems is becomming move complicated and their analysis is getting harder In order to examine andevaluate of complex systems models based on agents can be used and complex systems can be considered asmulti agent systems which their corresponding agents are competing or cooperating One of these systems inwhich human and relation among them has a fundamental role is economy and its stronghold i e market Economy is a complex system resulting from many transactions among plenty of agents Agents of thissystem are nonhomogeneous and during time behaviour of them and in large scale behavior of economysystem are changing Introduction of agent based simulation in financial markets in which Santa Fe market simulation is one ofthe leading models has eased the analysis and evaluation of these markets and their results are approachingto reality more and more By creating such a simulation one can analyze different effective factors on thesemarkets using simulation models and then based on this analysis implement the necessary decisions in realcondition In this disseration Santa Fe model is used for modeling stock market and then by applying followingchanges stock market is analyzed changes in learning rules application of three kinds of independentagents using different combinations in the model and also applying Genetic algorithm GA as the process oflearning of agents Obtained results show that application of learning process causes the market to be movestable than the market without learning Also the results of other experiments demonstrate that with increasein the kinds of agents in stock market forcasting of agents will be influenced by other agents which leads tofluctuations in their forcasting such that the markets which are simulated by the same agent will have the bestperformance from price forcasting and profit of the next period points of view KeywordsAgent based systems stock market forcasting Genetic algorithm learning
استاد راهنما :
فريماه مخاطب رفيعي
