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| Title: | Analysis of system behavior through cognitive architectures |
| Author (s): | Enke, David L. Dagli, Cihan H. Kilicay, Nil |
| Department/Lab Affiliations: | Engineering Management & Systems Engineering |
| Keywords: | Cognitive architectures agent-based simulation artificial stock market bias mechanisms learning classifier systems |
| Issue Date: | 2007 |
| Publisher: | Unknown Publisher |
| Citation: | Kilicay, N., Enke D., and Dagli, C.H. "Analysis of System Behavior through Cognitive Architectures" Vol.1 Proceedings of the 2007 International Conference on Artificial Intelligence, Las Vegas, Nevada, 2007, pp. 50-55. |
| Abstract: | This paper focuses on utilization of multiagent systems and cognitive architectures for analysis of financial market dynamics. Sloman's H-Cogaff cognitive architecture is utilized as a blue-print to design trader architecture (Sloman 2002). The trader architecture combines a Markov-based bias mechanism and an XCS classifier based learning mechanism. An agent-based artificial stock market is designed to observe trader behavior and market price dynamics. Initial results reveal that the bias mechanism affects price dynamics and results in deviation of the stock price from the efficient market price. |
| Type: | Article - Conference proceedings text |
| In Title: | Proceedings of the 2007 International Conference on Artificial Intelligence |
| Copyright Notice: | This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder. Publisher and copyright holder unknown, no full text allowed. FULL COPYRIGHT INFORMATION: |
| Link to this page: |
| title | Analysis of system behavior through cognitive architectures |
| contributor.author | Enke, David L. |
| contributor.author | Dagli, Cihan H. |
| contributor.author | Kilicay, Nil |
| contributor.deptlab | Engineering Management & Systems Engineering |
| subject | Cognitive architectures |
| subject | agent-based simulation |
| subject | artificial stock market |
| subject | bias mechanisms |
| subject | learning classifier systems |
| date.issued | 2007 |
| publisher | Unknown Publisher |
| identifier.citation | Kilicay, N., Enke D., and Dagli, C.H. "Analysis of System Behavior through Cognitive Architectures" Vol.1 Proceedings of the 2007 International Conference on Artificial Intelligence, Las Vegas, Nevada, 2007, pp. 50-55. |
| description.abstract | This paper focuses on utilization of multiagent systems and cognitive architectures for analysis of financial market dynamics. Sloman's H-Cogaff cognitive architecture is utilized as a blue-print to design trader architecture (Sloman 2002). The trader architecture combines a Markov-based bias mechanism and an XCS classifier based learning mechanism. An agent-based artificial stock market is designed to observe trader behavior and market price dynamics. Initial results reveal that the bias mechanism affects price dynamics and results in deviation of the stock price from the efficient market price. |
| type | Article - Conference proceedings |
| type.DCMIType | text |
| rights | This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder. |
| rights | Publisher and copyright holder unknown, no full text allowed. |
| rights.URI | |
| relation.isPartOf | Proceedings of the 2007 International Conference on Artificial Intelligence |
| date.available | 2008-08-14T16:04:02Z |
| identifier.persist.URI |