Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms

Computational Economics

Volumn 41, Issue 4, 2013, Pages 475-492

  Wiesinger, J ^a   Sornette, D ^a   Satinover, J ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Agent based models; Financial markets; Forecast; Genetic algorithms; Market regimes; Reverse engineering; Trading strategies

Indexed keywords

EID: 84874814759     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-011-9312-9     Document Type: Article

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