Who’s Smart and Who’s Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining

DOI10.1007/978-3-540-95974-8_6zbMath1160.68518OpenAlexW27863605MaRDI QIDQ3627049

J. L. Gordillo, Enrique Martinéz Miranda, Christopher R. Stephens

Publication date: 14 May 2009

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-95974-8_6

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80)

Cites Work

• Artificial economic life: A simple model of a stockmarket
• Agent-based computational finance: Suggested readings and early research
• EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET

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