Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
Judith WiesingerDidier SornetteJeffrey SatinoverPublished in: CoRR (2010)
Keyphrases
- reverse engineering
- financial markets
- software engineering
- dynamic analysis
- stock market
- object oriented
- software maintenance
- portfolio selection
- market data
- stock price
- program understanding
- agent based modeling
- conceptual schema
- reverse engineer
- risk management
- technical indicators
- gene regulatory networks
- trading rules
- exchange rate
- portfolio theory
- investment strategies
- database
- complex systems
- non stationary
- case study