Emergence of opinion leaders based on agent model and its impact to stock prices

Tadanobu Misawa; Kyoko Suzuki; Yoshitaka Okano; Tetsuya Shimokawa

doi:10.1541/ieejeiss.129.336

Emergence of opinion leaders based on agent model and its impact to stock prices

Tadanobu Misawa^*, Kyoko Suzuki, Yoshitaka Okano, Tetsuya Shimokawa

^*Corresponding author for this work

Intellectual Information Engineering

Research output: Contribution to journal › Article › peer-review

Abstract

Recently, we can be able to get a lot of information easily because information technology has been developed. Therefore, it is thought that the impact to a society by communication of information such as word of mouth has been growing. In this paper, we propose a model of emergence of opinion leader based on word of mouth in artificial stock market. Moreover, the process of emergence of opinion leader and impact to stock prices by opinion leader are verified by simulation.

Original language	English
Pages (from-to)	336-343+21
Journal	IEEJ Transactions on Electronics, Information and Systems
Volume	129
Issue number	2
DOIs	https://doi.org/10.1541/ieejeiss.129.336
State	Published - 2009

Keywords

Agent model
Artificial stock market
Opinion leader

ASJC Scopus subject areas

Electrical and Electronic Engineering

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10.1541/ieejeiss.129.336

Cite this

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title = "Emergence of opinion leaders based on agent model and its impact to stock prices",

abstract = "Recently, we can be able to get a lot of information easily because information technology has been developed. Therefore, it is thought that the impact to a society by communication of information such as word of mouth has been growing. In this paper, we propose a model of emergence of opinion leader based on word of mouth in artificial stock market. Moreover, the process of emergence of opinion leader and impact to stock prices by opinion leader are verified by simulation.",

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AU - Misawa, Tadanobu

AU - Suzuki, Kyoko

AU - Okano, Yoshitaka

AU - Shimokawa, Tetsuya

PY - 2009

Y1 - 2009

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AB - Recently, we can be able to get a lot of information easily because information technology has been developed. Therefore, it is thought that the impact to a society by communication of information such as word of mouth has been growing. In this paper, we propose a model of emergence of opinion leader based on word of mouth in artificial stock market. Moreover, the process of emergence of opinion leader and impact to stock prices by opinion leader are verified by simulation.

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Emergence of opinion leaders based on agent model and its impact to stock prices

Abstract

Keywords

ASJC Scopus subject areas

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