Pages that link to "Item:Q556409"

The following pages link to Genetic learning as an explanation of stylized facts of foreign exchange markets (Q556409):

Displaying 16 items.

• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• Evolutionary dynamics in markets with many trader types (Q556400) (← links)
• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
• Learning by doing vs. learning from others in a principal-agent model (Q602975) (← links)
• Learning to bid: the design of auctions under uncertainty and adaptation (Q765223) (← links)
• Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
• Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
• Learning to live in a liquidity trap (Q1657229) (← links)
• A mathematical analysis of the long-run behavior of genetic algorithms for social modeling (Q1933789) (← links)
• Exchange rate bifurcation in a stochastic evolutionary finance model (Q1938897) (← links)
• Network structure andn-dependence in agent-based herding models (Q2271608) (← links)
• Linking agent-based models and stochastic models of financial markets (Q2962164) (← links)
• Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
• LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET (Q3653389) (← links)
• INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS (Q5325988) (← links)
• A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973) (← links)