Genetic learning as an explanation of stylized facts of foreign exchange markets
DOI10.1016/J.JMATECO.2004.02.003zbMATH Open1146.91353OpenAlexW2033073981MaRDI QIDQ556409FDOQ556409
Authors: Sascha Schornstein, Thomas C. H. Lux 
Publication date: 13 June 2005
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2004.02.003
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Cited In (19)
- Modeling exchange rate behavior with a genetic algorithm
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
- Network structure andn-dependence in agent-based herding models
- Learning dynamics and nonlinear misspecification in an artificial financial market
- Learning by doing vs. learning from others in a principal-agent model
- Exchange rate bifurcation in a stochastic evolutionary finance model
- Financial power laws: empirical evidence, models, and mechanisms
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- Evolutionary dynamics in markets with many trader types
- Heterogeneity of agents, transactions costs and the exchange rate
- Learning to live in a liquidity trap
- Linking agent-based models and stochastic models of financial markets
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
- Power-law behaviour, heterogeneity, and trend chasing
- A mathematical analysis of the long-run behavior of genetic algorithms for social modeling
- Learning to bid: the design of auctions under uncertainty and adaptation
- Modeling expectations with GENEFER -- an artificial intelligence approach
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
- Forecasting volatility with support vector machine-based GARCH model
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