Narrow search
Showing 1 - 10 of 43,196
Cover Image
Agent-based modeling : the Santa Fe Institute artificial stock market model revisited
Ehrentreich, Norman - 2008 - 1. Ed.
Persistent link: https://www.econbiz.de/10003489600
Cover Image
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
Cover Image
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
Cover Image
Can investors benefit from using trading rules evolved by genetic programming? : a test of the adaptive efficiency of US stock markets with margin trading allowed
Miles, Stan; Smith, Barry J. - In: Computational methods in economic dynamics : [selected …, (pp. 77-108). 2011
Persistent link: https://www.econbiz.de/10009268731
Cover Image
On predictability and profitability : would GP induced trading rules be sensitive to the observed entropy of time series?
Navet, Nicolas; Chen, Shu-Heng - In: Natural computing in computational finance ; [the …, (pp. 197-210). 2008
Persistent link: https://www.econbiz.de/10009515168
Cover Image
A behaviorally informed survey : powered market agent
Inchauspe, Jessica; Atanasov, Pavel; Mellers, Barbara A.; … - In: The journal of prediction markets 8 (2014) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10010530213
Cover Image
How the heterogeneity in investment horizons affects market trends
Li, Daye; Li, Rongrong; Sun, Qiankun - In: Applied economics 49 (2017) 15, pp. 1473-1482
Persistent link: https://www.econbiz.de/10011813610
Cover Image
The U-Mart system as an artificial intelligent stock market project
2008
Persistent link: https://www.econbiz.de/10003539948
Cover Image
Wettbewerbsvorteile in Kapitalmärkten durch softwaregestützte Handelsstrategien
Himmelreich, Andreas - 2006
Persistent link: https://www.econbiz.de/10003320529
Cover Image
A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. - 2009
We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix block-wise and regularize it. A data-driven...
Persistent link: https://www.econbiz.de/10003893144