Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
From MaRDI portal
(Redirected from Publication:1583448)
Recommendations
- MULTI-AGENT-BASED MODELING OF ARTIFICIAL STOCK MARKETS BY USING THE CO-EVOLUTIONARY GP APPROACH
- scientific article; zbMATH DE number 2084633
- Generating trading rules on the stock markets with genetic programming.
- Toward a computable approach to the efficient market hypothesis: An application of genetic programming
- Evolutionary Computation and Artificial Financial Markets
- Parallel genetic programming and its application to trading model induction
- Evolutionary computation and trade execution
- Evolution and time horizons in an agent-based stock market
Cites work
- A model of learning and emulation with artificial adaptive agents
- Agent-based computational finance: Suggested readings and early research
- Artificial economic life: A simple model of a stockmarket
- Genetic algorithm learning and the cobweb model
- scientific article; zbMATH DE number 1281931 (Why is no real title available?)
- scientific article; zbMATH DE number 795587 (Why is no real title available?)
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- The transition from stagnation to growth: An adaptive learning approach
- Using genetic algorithms to model the evolution of heterogeneous beliefs
Cited in
(19)- Impact of value-at-risk models on market stability
- The rise of the machines in commodities markets: new evidence obtained using strongly typed genetic programming
- Effects of common factors on dynamics of stocks traded by investors with limited information capacity
- Intermittent chaos in a model of financial markets with heterogeneous agents
- Asset price dynamics with heterogeneous beliefs and local network interactions
- The impacts of interest rates on banks' loan portfolio risk-taking
- Forecasting financial time series with Boltzmann entropy through neural networks
- Effects of fundamentals acquisition and strategy switch on stock price dynamics
- Modeling the emission trading scheme from an agent-based perspective: system dynamics emerging from firms' coordination among abatement options
- How traders influence their neighbours: modelling social evolutionary processes and peer effects in agricultural trade networks
- ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS
- Learning dynamics and nonlinear misspecification in an artificial financial market
- Herding behaviour and volatility clustering in financial markets
- Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach
- MULTI-AGENT-BASED MODELING OF ARTIFICIAL STOCK MARKETS BY USING THE CO-EVOLUTIONARY GP APPROACH
- scientific article; zbMATH DE number 2087903 (Why is no real title available?)
- A RANDOM CLUSTER PROCESS APPROACH TO COLLECTIVE MARKET DYNAMICS WITH LOCAL INTERACTIONS
- Examining the effectiveness of price limits in an artificial stock market
- Information identification in different networks with heterogeneous information sources
This page was built for publication: Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1583448)