A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion.
Fang LiuAntoaneta SerguievaParesh DatePublished in: IEEE Congress on Evolutionary Computation (2010)
Keyphrases
- genetic programming
- financial markets
- agent based models
- stock market
- stock price
- financial forecasting
- game theory
- computer games
- evolutionary algorithm
- risk management
- symbolic regression
- complex systems
- trading systems
- genetic algorithm
- simulation model
- social network analysis
- short term
- network structure
- data analysis
- exchange rate
- cooperative
- multi agent