Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
From MaRDI portal
Publication:1583448
DOI10.1016/S0165-1889(00)00030-0zbMath0956.91037OpenAlexW2145535248MaRDI QIDQ1583448
Publication date: 26 October 2000
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(00)00030-0
Auctions, bargaining, bidding and selling, and other market models (91B26) Mathematical psychology (91E99)
Related Items (16)
Intermittent chaos in a model of financial markets with heterogeneous agents ⋮ Effects of fundamentals acquisition and strategy switch on stock price dynamics ⋮ Herding behaviour and volatility clustering in financial markets ⋮ Impact of value-at-risk models on market stability ⋮ A RANDOM CLUSTER PROCESS APPROACH TO COLLECTIVE MARKET DYNAMICS WITH LOCAL INTERACTIONS ⋮ How traders influence their neighbours: modelling social evolutionary processes and peer effects in agricultural trade networks ⋮ Examining the effectiveness of price limits in an artificial stock market ⋮ Modeling the emission trading scheme from an agent-based perspective: system dynamics emerging from firms' coordination among abatement options ⋮ Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach ⋮ Asset price dynamics with heterogeneous beliefs and local network interactions ⋮ ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS ⋮ Effects of common factors on dynamics of stocks traded by investors with limited information capacity ⋮ Information identification in different networks with heterogeneous information sources ⋮ LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET ⋮ The impacts of interest rates on banks' loan portfolio risk-taking ⋮ Forecasting financial time series with Boltzmann entropy through neural networks
Cites Work
- Unnamed Item
- Unnamed Item
- Using genetic algorithms to model the evolution of heterogeneous beliefs
- The transition from stagnation to growth: An adaptive learning approach
- Genetic algorithm learning and the cobweb model
- A model of learning and emulation with artificial adaptive agents
- Artificial economic life: A simple model of a stockmarket
- Agent-based computational finance: Suggested readings and early research
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
This page was built for publication: Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market