Statistical properties of genetic learning in a model of exchange rate
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Publication:1978598
DOI10.1016/S0165-1889(99)00033-0zbMATH Open0945.91054MaRDI QIDQ1978598FDOQ1978598
Authors: Jasmina Arifovic, Ramazan Gençay 
Publication date: 4 June 2000
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Recommendations
Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
Cites Work
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- A Rational Route to Randomness
- Money as a medium of exchange in an economy with artificially intelligent agents
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
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- Adaptive learning by genetic algorithms. Analytic results and applications to economic models
- A Fast Algorithm for the BDS Statistic
Cited In (6)
- Modeling exchange rate behavior with a genetic algorithm
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
- Agent-based computational finance: Suggested readings and early research
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
- Genetic learning as an explanation of stylized facts of foreign exchange markets
- Exchange rate dynamics in a target zone-A heterogeneous expectations approach
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