Genetic learning as an explanation of stylized facts of foreign exchange markets
From MaRDI portal
(Redirected from Publication:556409)
Recommendations
Cites work
- A nonlinear structural model for volatility clustering
- A Rational Route to Randomness
- Asset price and wealth dynamics under heterogeneous expectations
- Evolution and market behavior
- Evolutionary dynamics in markets with many trader types
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- scientific article; zbMATH DE number 1425467 (Why is no real title available?)
- Microeconomic Models for Long Memory in the Volatility of Financial Time Series
- Statistical properties of genetic learning in a model of exchange rate
- Tackling real-coded genetic algorithms: operators and tools for behavioural analysis
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
Cited in
(23)- Power-law behaviour, heterogeneity, and trend chasing
- A learning-to-forecast experiment on the foreign exchange market with a classifier system
- Modeling exchange rate behavior with a genetic algorithm
- Learning to live in a liquidity trap
- Modeling expectations with GENEFER -- an artificial intelligence approach
- A mathematical analysis of the long-run behavior of genetic algorithms for social modeling
- Exchange rate bifurcation in a stochastic evolutionary finance model
- Statistical properties of genetic learning in a model of exchange rate
- A parallel model for the foreign exchange market
- Network structure andn-dependence in agent-based herding models
- Linking agent-based models and stochastic models of financial markets
- Forecasting volatility with support vector machine-based GARCH model
- Learning dynamics and nonlinear misspecification in an artificial financial market
- scientific article; zbMATH DE number 953068 (Why is no real title available?)
- Financial power laws: empirical evidence, models, and mechanisms
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
- Evolutionary dynamics in markets with many trader types
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- Learning by doing vs. learning from others in a principal-agent model
- Learning to bid: the design of auctions under uncertainty and adaptation
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
- Heterogeneity of agents, transactions costs and the exchange rate
This page was built for publication: Genetic learning as an explanation of stylized facts of foreign exchange markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q556409)