Similar Search Results

Genetic programming and financial trading : how much about "what we know"

Chen, Shu-Heng; Kuo, Tzu-wen; Hoi, Kong-mui - In: Handbook of financial engineering, (pp. 99-154). 2008

Persistent link: https://www.econbiz.de/10003753645

Market microstructure: a self-organizing map approach to investigate behavior dynamics under an evolutionary environment

Kampouridis, Michael; Chen, Shu-Heng; Tsang, Edward P. K. - In: Natural computing in computational finance : volume 4, (pp. 181-197). 2011

Persistent link: https://www.econbiz.de/10009423545

Reinforcement learning in experimental asset markets

Chen, Shu-Heng; Hsieh, Yi-lin - In: Eastern economic journal 37 (2011) 1, pp. 109-133

Persistent link: https://www.econbiz.de/10009234653

Evolutionary computation in economics and finance : with 66 tables

Chen, Shu-Heng (contributor) - 2002

Persistent link: https://www.econbiz.de/10001656627

Testing for non-linear structure in an artificial financial market

Chen, Shu-Heng; Lux, Thomas; Marchesi, Michele - In: Journal of economic behavior & organization : JEBO 46 (2001) 3, pp. 327-342

Persistent link: https://www.econbiz.de/10001649219

Testing for non-linear structure in an artificial financial market

Chen, Shu-Heng; Lux, Thomas; Marchesi, Michele - 1999

Persistent link: https://www.econbiz.de/10001372680

Leaning against the bubble : Central Bank intervention in Walrasian asset markets

Chang, Chia-ling; Ilomäki, Jukka; Laurila, Hannu - In: Risks : open access journal 9 (2021) 12, pp. 1-12

The paper presents a two-period Walrasian financial market model composed of informed and uninformed rational investors, and noise traders. The rational investors maximize second period consumption utility from the payoffs of trading risk-free holdings to risky assets in the first period. The...

Persistent link: https://www.econbiz.de/10012705091