A learning-to-forecast experiment on the foreign exchange market with a classifier system
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Publication:1391456
DOI10.1016/S0165-1889(97)00035-3zbMath0901.90056MaRDI QIDQ1391456
Roberto Tamborini, Luca Beltrametti, Luigi Marengo, Riccardo Fiorentini
Publication date: 22 July 1998
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Economic time series analysis (91B84) Economic growth models (91B62) Financial applications of other theories (91G80)
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Cites Work
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- Money as a medium of exchange in an economy with artificially intelligent agents
- Learning, estimation, and the stability of rational expectations
- Artificial economic life: A simple model of a stockmarket
- Rational Expectations Equilibria, Learning, and Model Specification
- An Introduction to the Theory of Rational Expectations Under Asymmetric Information
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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