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

Tadanobu Misawa; Kyoko Suzuki; Yoshitaka Okano; Tetsuya Shimokawa

doi:10.1002/eej.21163

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

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

^*Corresponding author for this work

Intellectual Information Engineering

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Abstract

The development of information technology has made it possible to obtain large amounts of information easily. Thus it appears likely that the impact on a society of word-of-mouth information communication and the like has been growing. In this paper, we propose a model of the emergence of opinion leaders based on word of mouth in an artificial stock market. The process of emergence of opinion leaders and the impact of opinion leaders on stock prices are verified by simulation.

Original language	English
Pages (from-to)	32-40
Number of pages	9
Journal	Electrical Engineering in Japan
Volume	177
Issue number	2
DOIs	https://doi.org/10.1002/eej.21163
State	Published - 2011/11/15

Keywords

agent model
artificial stock market
opinion leader

ASJC Scopus subject areas

Energy Engineering and Power Technology
Electrical and Electronic Engineering

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10.1002/eej.21163

Cite this

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abstract = "The development of information technology has made it possible to obtain large amounts of information easily. Thus it appears likely that the impact on a society of word-of-mouth information communication and the like has been growing. In this paper, we propose a model of the emergence of opinion leaders based on word of mouth in an artificial stock market. The process of emergence of opinion leaders and the impact of opinion leaders on stock prices are verified by simulation.",

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author = "Tadanobu Misawa and Kyoko Suzuki and Yoshitaka Okano and Tetsuya Shimokawa",

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AU - Okano, Yoshitaka

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PY - 2011/11/15

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

Abstract

Keywords

ASJC Scopus subject areas

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