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Evolutionary computation and artificial financial markets
Martinez-Jaramillo, Serafin; Tsang, Edward P. K. - In: Natural computing in computational finance : volume 2 ; …, (pp. 137-179). 2009
Persistent link: https://www.econbiz.de/10009515155
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Artificial adaptive market traders based in genetic algorithms for a stock market simulator
Isasi, Pedro; Velasco, Manuel - In: E-commerce and intelligent methods : with 35 tables, (pp. 180-197). 2002
Persistent link: https://www.econbiz.de/10001754989
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Agent-based modeling : the Santa Fe Institute artificial stock market model revisited
Ehrentreich, Norman - 2008 - 1. Ed.
Persistent link: https://www.econbiz.de/10003489600
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Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited
Ehrentreich, Norman (contributor) - 2008
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the...
Persistent link: https://www.econbiz.de/10013520765
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Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited
Ehrentreich, Norman - 2008
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the...
Persistent link: https://www.econbiz.de/10012685069
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Parallel evolutionary algorithms for stock market trading rule selection on many-core graphics processors
Lipinski, Piotr - In: Natural computing in computational finance : volume 4, (pp. 79-92). 2011
Persistent link: https://www.econbiz.de/10009423550
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Modelling and trading the greek stock market with gene expression and genetic programing algorithms
Karatahansopoulos, Andreas; Sermpinis, Georgios; Laws, Jason - In: Journal of forecasting 33 (2014) 8, pp. 596-610
Persistent link: https://www.econbiz.de/10011282849
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Modelling and trading the English stock market with new forecasting techniques
Karathanasopoulos, Andreas - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 50-57
The motivation of this paper is to introduce a short term adaptive model (Partial Swarm Optimizer combined with linear and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange traded funds (ETFs). This is done by benchmarking its...
Persistent link: https://www.econbiz.de/10011573208
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Studies on the impact of the option market on the underlying stock market
Ecca, Sabrina; Locci, Mario; Marchesi, Michele - In: Artificial markets modeling : methods and applications, (pp. 127-139). 2007
Persistent link: https://www.econbiz.de/10003854792