Modeling exchange rate behavior with a genetic algorithm

DOI10.1023/A:1023943726237MaRDI QIDQ1397406zbMATH OpenOpenAlexFDO

Authors C. Lawrenz, Frank Westerhoff

Publication date 6 August 2003

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1023943726237

zbMATH Keywords

exchange rate theorygenetic algorithmtechnical and fundamental trading rules

Mathematics Subject Classification ID

Trade models (91B60)

Recommendations

• Genetic learning as an explanation of stylized facts of foreign exchange markets
• Statistical properties of genetic learning in a model of exchange rate
• scientific article; zbMATH DE number 953068
• Heterogeneity of agents, transactions costs and the exchange rate
• Speculative behavior, exchange rate volatility, and central bank intervention.

Cited in

(12)

• Investments in random environments
• Modeling expectations with GENEFER -- an artificial intelligence approach
• Statistical properties of genetic learning in a model of exchange rate
• Exchange rates and fundamentals under adaptive learning
• ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS
• MULTI-AGENT MARKET MODELING OF FOREIGN EXCHANGE RATES
• scientific article; zbMATH DE number 953068 (Why is no real title available?)
• Genetic learning as an explanation of stylized facts of foreign exchange markets
• Representativeness of news and exchange rate dynamics
• Heterogeneity of agents, transactions costs and the exchange rate
• A genetic algorithm estimation of the term structure of interest rates
• On the specification of noise in two agent-based asset pricing models

This page was built for publication: Modeling exchange rate behavior with a genetic algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1397406)