An heterogeneous, endogenous and coevolutionary GP-based financial market

IEEE Transactions on Evolutionary Computation

Volumn 13, Issue 1, 2009, Pages 33-55

  Martinez Jaramillo, Serafin ^a   Tsang, Edward P K ^b  

^a Banco de México   (Mexico)

^b UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

Bounded rationality; Computer economics; Fi nance; Genetic programming (GP)

Indexed keywords

COMPUTER PROGRAMMING; COMPUTER SIMULATION; ECONOMICS; FINANCE; FUNCTION EVALUATION; GENETIC PROGRAMMING; PROGRAMMING THEORY;

AGENT-BASED SIMULATIONS; ALTERNATIVE METHODS; ANALYTICAL APPROACHES; ANALYTICAL MODELS; ARTIFICIAL FINANCIAL MARKETS; ARTIFICIAL MARKETS; BOUNDED RATIONALITY; CO-EVOLUTIONARY; COMPUTER ECONOMICS; EVOLUTIONARY COMPUTATIONS; FINANCIAL MARKETS; FITNESS FUNCTIONS; GENETIC PROGRAMMING (GP); GOVERNING BODIES; SIMPLIFYING ASSUMPTIONS; SIMULATION MODELS; STATISTICAL PROPERTIES; STOCK MARKETS; TECHNICAL ANALYSIS; WIDE SPECTRUMS;

MARKETING;

EID: 59749097246     PISSN: 1089778X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TEVC.2008.2011401     Document Type: Article

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