Multi-Fractality Analysis of Time Series in Artificial Stock Market Generated by Multi-Agent Systems Based on the Genetic Programming and Its Applications

Author(s):  
Y. IKEDA ◽  
S. TOKINAGA
2020 ◽  
Vol 69 (1) ◽  
pp. 275-279
Author(s):  
A.A. Abyurova ◽  

This article is devoted to the development of multi-agent systems for predicting the time of earthquakes based on seismic signals. The work uses a dataset from laboratory signals, which used to calculate the time predicted before the next earthquake. The MadKIT platform and the Python programming language are used to build multi-agent systems. The "tsfresh" package is used to calculate a large number of time series characteristics, so-called features, from seismic signals for further use in regression. The article considers one of the regression models - LightGBM. Using it, a set of data was processed and the predicted time of the earthquake was obtained. This article shows the relevance and prospects of the research area, describes the functionality of the created agents


2020 ◽  
Vol 28 (1) ◽  
pp. i-ii

The current, March 2020 (Vol. 28, No. 1), issue of CIT brings papers from the areas of multi-agent systems, time series, software engineering and cybercrime detection, whose respective short summaries traditionally follow below.


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