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J-GLOBAL ID:200902274010052763   Reference number:08A0300829

遺伝的アルゴリズムを用いた意思決定モデルのパラメータ推定

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Volume: 70th  Issue:Page: 2.251-2.252  Publication year: Mar. 13, 2008 
JST Material Number: S0731A  Document type: Proceedings
Article type: 短報  Country of issue: Japan (JPN)  Language: JAPANESE (JA)
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Artificial intelligence  ,  Profit management 
Reference (6):
  • KAHNEMAN, Daniel. Prospect theory : An analysis of decision under risk. Econometrica. 1979, 47, 263-291
  • TVERSKY, Amos. Advances in Prospect Theory : Cumulative Representation of Uncertainty. Journal of Risk and Uncertainty. 1992, 5, 4, 297-323
  • 俊野雅司. 証券市場と行動ファイナンス
  • 北野宏明. 遺伝的アルゴリズム. 1
  • SHIMOKAWA. An Augmented Reinforce Learning Model os a Sequential Investment Task. 2007
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