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Volumn 2005, Issue , 2005, Pages 243-248

The effect of varying parameters on performance for adaptive agents in technical equity market trading

Author keywords

[No Author keywords available]

Indexed keywords

DATA PROCESSING; DATA REDUCTION; MARKETING; MULTI AGENT SYSTEMS;

EID: 33749053366     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICCCYB.2005.1511580     Document Type: Conference Paper
Times cited : (7)

References (18)
  • 3
    • 0006162009 scopus 로고    scopus 로고
    • Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
    • S.H. Cheng and C.H. Yeh, "Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market", J. Economic Dynamics and Control, 2001, Vol. 25, Iss. 3-4, pp. 363-393.
    • (2001) J. Economic Dynamics and Control , vol.25 , Issue.3-4 , pp. 363-393
    • Cheng, S.H.1    Yeh, C.H.2
  • 6
    • 24644508604 scopus 로고    scopus 로고
    • An adaptive length chromosome hyperheuristic genetic algorithm for a trainer scheduling problem
    • Singapore
    • P. Cowling, G. Kendall, L. Han, "An Adaptive Length Chromosome Hyperheuristic Genetic Algorithm for a Trainer Scheduling Problem", Proc. 4th Asia-Pacific Conf. Simulated Evolution And Learning, Singapore, 2002, pp. 267-271.
    • (2002) Proc. 4th Asia-pacific Conf. Simulated Evolution and Learning , pp. 267-271
    • Cowling, P.1    Kendall, G.2    Han, L.3
  • 9
    • 0042824912 scopus 로고    scopus 로고
    • Using genetic algorithms to find technical trading rules
    • F. Allen and R. Karjalainen, "Using genetic algorithms to find technical trading rules", J. Financial Economics, 1999, Vol. 51, No. 2, pp. 245-271.
    • (1999) J. Financial Economics , vol.51 , Issue.2 , pp. 245-271
    • Allen, F.1    Karjalainen, R.2
  • 11
    • 0442328961 scopus 로고    scopus 로고
    • Generating trading rules on the stock markets with genetic programming
    • J-Y. Potvin, P. Soriano and M. Valée, "Generating trading rules on the stock markets with genetic programming", Computers & Operations Research, 2004, Vol. 31, pp. 1033-1047.
    • (2004) Computers & Operations Research , vol.31 , pp. 1033-1047
    • Potvin, J.-Y.1    Soriano, P.2    Valée, M.3
  • 12
    • 11244308899 scopus 로고    scopus 로고
    • Co-evolution of successful trading strategies in a simulated stock market
    • Los Angeles, USA
    • G. Kendall and Y. Su, "Co-evolution of Successful Trading Strategies in A Simulated Stock Market", Proc. 2003 Int'l Conf. on Machine Learning and Applications, Los Angeles, USA, 2003, pp 200-206.
    • (2003) Proc. 2003 Int'l Conf. on Machine Learning and Applications , pp. 200-206
    • Kendall, G.1    Su, Y.2
  • 13
    • 0346896327 scopus 로고    scopus 로고
    • The penn-lehman automated trading project
    • Nov/Dec
    • M. Kearns and L. Ortiz, "The Penn-Lehman Automated Trading Project", IEEE Intelligent Systems, Nov/Dec 2003.
    • (2003) IEEE Intelligent Systems
    • Kearns, M.1    Ortiz, L.2
  • 14
    • 0000480869 scopus 로고
    • Efficient capital markets: A review of theory and empirical work
    • E.F. Fama, "Efficient capital markets: A review of theory and empirical work", J. Finance, 1970, Vol. 25, pp. 383-417.
    • (1970) J. Finance , vol.25 , pp. 383-417
    • Fama, E.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.