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Volumn 68, Issue 5, 1997, Pages 279-289

On Artificial Adaptive Agents Models of Stock Markets

Author keywords

Artificial adaptive agents; deterministic chaos; linear regression; stock market

Indexed keywords

ADAPTIVE ALGORITHMS; CHAOS THEORY; GENETIC ALGORITHMS; ITERATIVE METHODS; MATHEMATICAL MODELS; REGRESSION ANALYSIS;

EID: 0031141837     PISSN: 00375497     EISSN: None     Source Type: Journal    
DOI: 10.1177/003754979706800503     Document Type: Article
Times cited : (11)

References (10)
  • 1
    • 0000059180 scopus 로고
    • Artificial adaptive agents in economic theory
    • Holland, J.H. and Miller, J.H. 1991. “Artificial adaptive agents in economic theory.” American Economic Review vol. 81, no. 2, pp. 365-370.
    • (1991) American Economic Review , vol.81 , Issue.2 , pp. 365-370
    • Holland, J.H.1    Miller, J.H.2
  • 3
    • 43949161111 scopus 로고
    • Artificial economic life: A simple model of a stockmarket
    • et al
    • Palmer, R.G. et al. 1994. “Artificial economic life: A simple model of a stockmarket.” Physica D vol. 75, pp. 264-274.
    • (1994) Physica D , vol.75 , pp. 264-274
    • Palmer, R.G.1
  • 4
    • 84899886273 scopus 로고
    • Stock prices and volume in an artificial adaptive stock market
    • Springer-Verlag
    • Margarita, S. and Beltratti, A. 1993. “Stock prices and volume in an artificial adaptive stock market.” New Trends in Neural Computation. Springer-Verlag, pp. 714-719.
    • (1993) New Trends in Neural Computation , pp. 714-719
    • Margarita, S.1    Beltratti, A.2
  • 6
    • 0001376652 scopus 로고
    • Nonlinear dynamics and stock returns
    • Scheinkman, J.A. and LeBaron, B. 1989. “Nonlinear dynamics and stock returns.” Journal of Business vol. 62, no. 3, pp. 311-337.
    • (1989) Journal of Business , vol.62 , Issue.3 , pp. 311-337
    • Scheinkman, J.A.1    LeBaron, B.2
  • 9
    • 40749093037 scopus 로고
    • Measuring the strangeness of strange attractors
    • D vol.
    • Grassberger, P. and Procaccia, I. 1983. “Measuring the strangeness of strange attractors.” Physica D vol. 9, pp. 189-208.
    • (1983) Physica , vol.9 , pp. 189-208
    • Grassberger, P.1    Procaccia, I.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.