Extremely localized interaction in a market model

Kazuto Sasai*, Yukio Pegio Gunji, Tetsuo Kinoshita

*この研究の対応する著者

研究成果: Article査読

1 被引用数 (Scopus)

抄録

The model of self-organized criticality (SOC) is a useful tool to understand the complexity of natural systems in the form of the artificial life and the artificial market. However, SOC remains the question what guarantees the criticality even though the natural systems seem to keep itself in the critical state. In this paper, we focus on the locality of interaction in zero-intelligence plus (ZIP) model. The extremely localized interaction changes the behavior of the ZIP model from equilibrium to intermittency. Although the original ZIP model falls into unstable with some noise, extremely localized interaction model archives robust intermittency against the noise parameter. Further, the statistical property of intermittent behavior shows the power-law nature.

本文言語English
ページ(範囲)125-129
ページ数5
ジャーナルArtificial Life and Robotics
22
1
DOI
出版ステータスPublished - 2017 3 1

ASJC Scopus subject areas

  • 生化学、遺伝学、分子生物学(全般)
  • 人工知能

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