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Costly information in markets with heterogeneous agents : a model with genetic programming
Hauser, Florian; Huber, Jürgen; Kaempff, Bob - In: Computational economics 46 (2015) 2, pp. 205-229
Persistent link: https://www.econbiz.de/10011478461
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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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Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Fina...
Brabazon, Anthony (ed.); O'Neill, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10009490465
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Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Comp...
Brabazon, Anthony (ed.); O'Neill, Michael (contributor) - 2009
Persistent link: https://www.econbiz.de/10009502677
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Modeling tax evasion with genetic algorithms
Warner, Geoffrey L.; Wijesinghe, Sanith; Marques, Uma; … - In: Economics of governance 16 (2015) 2, pp. 165-178
Persistent link: https://www.econbiz.de/10011377697
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Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective
Chen, Shu-Heng - In: Journal of economic dynamics & control 36 (2012) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10009419588
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Analysis of cluster formations on planer cells based on genetic programming
Lu, Jianjun; Tokinaga, Shozo - In: Computational and mathematical organization theory 19 (2013) 4, pp. 426-445
Persistent link: https://www.econbiz.de/10010228822
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Mathematical model and agent based solution approach for the simulataneous balancing and sequencing of mixed-model parallel two-sided assembly lines
Kucukkoc, Ibrahim; Zhang, David Z. - In: International journal of production economics 158 (2014), pp. 314-333
Persistent link: https://www.econbiz.de/10010437955
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Particle swarm optimization in agent-based economic simulations of the Cournot market model
Maschek, Michael K. - In: Intelligent systems in accounting finance and … 22 (2015) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10011407131