Analysis of system behavior through cognitive architectures

Nil Hande Kilicay, David Enke, Cihan Dagli

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper focuses on utilization of multiagent systems and cognitive architectures for analysis of financial market dynamics. Sloman 's H-Cogaff cognitive architecture is utilized as a blue-print to design trader architecture (Sloman 2002). The trader architecture combines a Markov-based bias mechanism and an XCS classifier based learning mechanism. An agent-based artificial stock market is designed to observe trader behavior and market price dynamics. Initial results reveal that the bias mechanism affects price dynamics and results in deviation of the stock price from the efficient market price.

Original languageEnglish (US)
Title of host publicationProceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007
Pages50-55
Number of pages6
StatePublished - Dec 1 2007
Event2007 International Conference on Artificial Intelligence, ICAI 2007 - Las Vegas, NV, United States
Duration: Jun 25 2007Jun 28 2007

Publication series

NameProceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007
Volume1

Other

Other2007 International Conference on Artificial Intelligence, ICAI 2007
CountryUnited States
CityLas Vegas, NV
Period6/25/076/28/07

Fingerprint

Multi agent systems
Classifiers
Financial markets

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence

Cite this

Kilicay, N. H., Enke, D., & Dagli, C. (2007). Analysis of system behavior through cognitive architectures. In Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007 (pp. 50-55). (Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007; Vol. 1).
Kilicay, Nil Hande ; Enke, David ; Dagli, Cihan. / Analysis of system behavior through cognitive architectures. Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007. 2007. pp. 50-55 (Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007).
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Kilicay, NH, Enke, D & Dagli, C 2007, Analysis of system behavior through cognitive architectures. in Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007. Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007, vol. 1, pp. 50-55, 2007 International Conference on Artificial Intelligence, ICAI 2007, Las Vegas, NV, United States, 6/25/07.

Analysis of system behavior through cognitive architectures. / Kilicay, Nil Hande; Enke, David; Dagli, Cihan.

Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007. 2007. p. 50-55 (Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007; Vol. 1).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Kilicay NH, Enke D, Dagli C. Analysis of system behavior through cognitive architectures. In Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007. 2007. p. 50-55. (Proceedings of the 2007 International Conference on Artificial Intelligence, ICAI 2007).