Agent-based economic models and econometrics
This paper reviews the development of agent-based (computational) economics (ACE) from
an econometrics viewpoint. The review comprises three stages, characterizing the past, the …
an econometrics viewpoint. The review comprises three stages, characterizing the past, the …
Genetic algorithms and Darwinian approaches in financial applications: A survey
This article presents a review of the application of evolutionary computation methods to
solving financial problems. Genetic algorithms, genetic programming, multi-objective …
solving financial problems. Genetic algorithms, genetic programming, multi-objective …
Riccardo Poli, William B. Langdon, Nicholas F. McPhee: A Field Guide to Genetic Programming: Lulu. com, 2008, 250 pp, ISBN 978-1-4092-0073-4
M O'Neill - 2009 - Springer
The latest book on Genetic Programming, Poli, Langdon and McPhee's (with contributions
from John R. Koza) A Field Guide to Genetic Programming represents an exciting landmark …
from John R. Koza) A Field Guide to Genetic Programming represents an exciting landmark …
A new hybrid financial time series prediction model
Due to the characteristics of financial time series, such as being non-linear, non-stationary
and noisy, with uncertain and hidden relationships, it is difficult to capture its non-stationary …
and noisy, with uncertain and hidden relationships, it is difficult to capture its non-stationary …
[BUCH][B] Agent-based computational economics: How the idea originated and where it is going
SH Chen - 2017 - taylorfrancis.com
This book aims to answer two questions that are fundamental to the study of agent-based
economic models: what is agent-based computational economics and why do we need …
economic models: what is agent-based computational economics and why do we need …
Applications of genetic programming to finance and economics: past, present, future
While the origins of genetic programming (GP) stretch back over 50 years, the field of GP
was invigorated by John Koza's popularisation of the methodology in the 1990s. A particular …
was invigorated by John Koza's popularisation of the methodology in the 1990s. A particular …
Improving part based object detection by unsupervised, online boosting
Detection of objects of a given class is important for many applications. However it is difficult
to learn a general detector with high detection rate as well as low false alarm rate …
to learn a general detector with high detection rate as well as low false alarm rate …
Qualities, challenges and future of genetic algorithms: a literature review
Genetic algorithms, computer programs that simulate natural evolution, are increasingly
applied across many disciplines. They have been used to solve various optimisation …
applied across many disciplines. They have been used to solve various optimisation …
Complex task allocation in mobile surveillance systems
In mobile surveillance systems, complex task allocation addresses how to optimally assign a
set of surveillance tasks to a set of mobile sensing agents to maximize overall expected …
set of surveillance tasks to a set of mobile sensing agents to maximize overall expected …
Network theory and behavioral finance in a heterogeneous market environment
K Khashanah, T Alsulaiman - Complexity, 2016 - Wiley Online Library
This article addresses the stock market as a complex system. The complexity of the stock
market arises from the structure of the environment, agent heterogeneity, interactions among …
market arises from the structure of the environment, agent heterogeneity, interactions among …