Pricing Algorithms and Market Efficiency: analysis using multi-agent deep reinforcement learning models

KAKEN

About This Project

Japan Grant Number
JP25K05079 (JGN)
Funding Program
Grants-in-Aid for Scientific Research
Funding Organization
Japan Society for the Promotion of Science

Kakenhi Information

Project/Area Number
25K05079
Research Category
Grant-in-Aid for Scientific Research (C)
Allocation Type
  • Multi-year Fund
Review Section / Research Field
  • Basic Section 07040:Economic policy-related
Research Institution
  • Kyushu University
Project Period (FY)
2025-04-01 〜 2029-03-31
Project Status
Granted
Budget Amount*help
4,290,000 Yen (Direct Cost: 3,300,000 Yen Indirect Cost: 990,000 Yen)

Research Abstract

本研究課題では，プライシングAIがアルゴリズム共謀を引き起こす条件を明らかにし，どのような法規制が必要かを検討することである．具体的には，マルチエージェント深層強化学習アルゴリズムに基づく人工市場を構築し，価格設定AIどうしの協力行動の発生と，それに対する法規制の有効性を計算機シミュレーションによって検討する．

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