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The effects of intelligence on price discovery and market efficiency

Yeh, Chia-hsuan - In: Journal of economic behavior & organization : JEBO 68 (2008) 3/4, pp. 613-625

Persistent link: https://www.econbiz.de/10003806887

The role of intelligence in time series properties

Yeh, Chia-hsuan - In: Computational economics 30 (2007) 2, pp. 95-123

Persistent link: https://www.econbiz.de/10003702531

Do price limits hurt the market?

Yeh, Chia-hsuan; Yang, Chun-yi - In: Journal of economic interaction and coordination : JEIC 8 (2013) 1, pp. 125-153

Persistent link: https://www.econbiz.de/10009730902

Examining the effectiveness of price limits in an artificial stock market

Yeh, Chia-hsuan; Yang, Chun-Yi - In: Journal of economic dynamics & control 34 (2010) 10, pp. 2089-2108

Persistent link: https://www.econbiz.de/10009126815

On the emergent properties of artificial stock markets : the efficient market hypothesis and the rational expectations hypothesis

Chen, Shu-Heng; Yeh, Chia-hsuan - In: Journal of economic behavior & organization : JEBO 49 (2002) 2, pp. 217-239

Persistent link: https://www.econbiz.de/10001702989

Evolving traders and the business school with genetic programming : a new architecture of the agent-based artificial stock market

Chen, Shu-Heng; Yeh, Chia-hsuan - In: Journal of economic dynamics & control 25 (2001) 3/4, pp. 363-393

Persistent link: https://www.econbiz.de/10001533614

Toward a computable approach to the efficient market hypothesis : an application of genetic programming

Chen, Shu-Heng - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1043-1063

Persistent link: https://www.econbiz.de/10001335979

On AIE-ASM: software to simulate artificial stock markets with genetic programming

Chen, Shu-Heng; Yeh, Chia-hsuan; Liao, Chung-Chih - In: Evolutionary computation in economics and finance : …, (pp. 107-122). 2002

Persistent link: https://www.econbiz.de/10001677435

Can Intelligence Help Improve Market Performance?

Yeh, Chia-Hsuan - Society for Computational Economics - SCE - 2004

The issue regarding the influence of intelligence on market efficiency has been discussed for a long time. Gode and Sunder (1993) mentioned that the aggregate behavior of zero-intelligence traders is able to generate an efficient market. They introduced two types of markets composed of...

Persistent link: https://www.econbiz.de/10005345254

The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions

Yeh, Chia-Hsuan - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005345452