{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T10:18:08Z","timestamp":1729678688625,"version":"3.28.0"},"reference-count":29,"publisher":"IEEE","license":[{"start":{"date-parts":[[2022,5,1]],"date-time":"2022-05-01T00:00:00Z","timestamp":1651363200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2022,5,1]],"date-time":"2022-05-01T00:00:00Z","timestamp":1651363200000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2022,5]]},"DOI":"10.1109\/cifer52523.2022.9776207","type":"proceedings-article","created":{"date-parts":[[2022,5,19]],"date-time":"2022-05-19T16:34:39Z","timestamp":1652978079000},"page":"1-8","source":"Crossref","is-referenced-by-count":0,"title":["Instability of financial markets by optimizing investment strategies investigated by an agent-based model"],"prefix":"10.1109","author":[{"given":"Takanobu","family":"Mizuta","sequence":"first","affiliation":[{"name":"SPARX Asset Management Co. Ltd.,Tokyo,Japan"}]},{"given":"Isao","family":"Yagi","sequence":"additional","affiliation":[{"name":"Kogakuin University,Faculty of Informatics,Tokyo,Japan"}]},{"given":"Kosei","family":"Takashima","sequence":"additional","affiliation":[{"name":"Nagaoka University,Faculty of Economics and Business Administration,Niigata,Japan"}]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1016\/0378-4371(92)90161-I"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1038\/17290"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1007\/s11403-006-0005-8"},{"key":"ref13","first-page":"70","article-title":"Where modern macroeconomics went wrong","volume":"34","author":"stiglitz","year":"2018","journal-title":"Oxford Review of Economic Policy"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1257\/jep.32.3.113"},{"key":"ref15","first-page":"27","article-title":"An artificial market analysis of exchange rate dynamics","author":"izumi","year":"1996","journal-title":"Evolutionary Programming V"},{"key":"ref16","first-page":"15","author":"arthur","year":"1997","journal-title":"Asset pricing under endogenous expectations in an articial stock market The economy as an evolving complex system II"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1002\/isaf.1374"},{"key":"ref18","article-title":"Characterization of financial time series","author":"sewell","year":"2011","journal-title":"Research Note University College London Department of Computer Science"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1257\/jel.45.4.936"},{"key":"ref4","doi-asserted-by":"crossref","first-page":"1187","DOI":"10.1016\/S1574-0021(05)02024-1","article-title":"Agent-based computational finance","volume":"2","author":"lebaron","year":"2006","journal-title":"Handbook of Computational Economics"},{"article-title":"Why outbreaks like coronavirus spread exponentially, and how to ”flatten the curve","year":"2020","author":"stevens","key":"ref28"},{"journal-title":"Micromotives and Macrobehavior","year":"2006","author":"schelling","key":"ref27"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2015.42.1.013"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1109\/SSCI.2016.7850016"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1017\/S0269888912000136"},{"key":"ref29","article-title":"Del rigor en la ciencia","author":"borges","year":"1954","journal-title":"Historia universal de la infamia Emecé"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1109\/SSCI47803.2020.9308376"},{"key":"ref7","article-title":"A brief review of recent artificial market simulation (agent-based model) studies for financial market regulations and\/or rules","author":"mizuta","year":"2016","journal-title":"SSRN Working Paper Series"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1007\/978-4-431-55267-3"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1257\/089533003321164967"},{"key":"ref9","doi-asserted-by":"crossref","DOI":"10.1007\/978-981-19-0937-5_13","article-title":"Artificial intelligence (ai) for financial markets: a good ai for designing better financial markets and a bad ai for manipulating markets","author":"mizuta","year":"2022","journal-title":"Digital Designs for Money Markets and Social Dilemmas"},{"key":"ref20","article-title":"Predictor choice, investor types, and the price impact of trades on the tokyo stock exchange","author":"yamamoto","year":"2021","journal-title":"Computational Economics"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1088\/1469-7688\/2\/5\/303"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2006.00868.x"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1109\/ICNN.1995.488968"},{"journal-title":"Guide to Tse Trading Methodology","year":"2015","key":"ref23"},{"journal-title":"Simulation and similarity Using models to understand the world","year":"2012","author":"weisberg","key":"ref26"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1109\/BESC53957.2021.9635097"}],"event":{"name":"2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)","start":{"date-parts":[[2022,5,4]]},"location":"Helsinki, Finland","end":{"date-parts":[[2022,5,5]]}},"container-title":["2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/9775972\/9776018\/09776207.pdf?arnumber=9776207","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,2,5]],"date-time":"2023-02-05T12:55:21Z","timestamp":1675601721000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9776207\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,5]]},"references-count":29,"URL":"https:\/\/doi.org\/10.1109\/cifer52523.2022.9776207","relation":{},"subject":[],"published":{"date-parts":[[2022,5]]}}}