Nonlinear Adaptive Beliefs and the Dynamics of Financial Markets: The Role of the Evolutionary Fitness Measure.
Andrea GaunersdorferCars H. HommesPublished in: ICANN (2001)
Keyphrases
- financial markets
- genetic algorithm
- evolutionary process
- highly nonlinear
- portfolio selection
- stock market
- technical indicators
- evolutionary algorithm
- natural selection
- stock price
- evolutionary game
- evolutionary game theory
- agent based models
- evolutionary computation
- genetic programming
- population dynamics
- market data
- fitness landscape
- expert systems
- decision making
- risk management
- text mining
- case based reasoning
- natural language