Towards an Agent-Based Foundation of Financial Econometrics: An Approach Based on Genetic-Programming Artificial Markets.
Shu-Heng ChenTzu-Wen KuoPublished in: GECCO (1999)
Keyphrases
- genetic programming
- financial forecasting
- financial markets
- fitness function
- evolutionary computation
- evolutionary algorithm
- symbolic regression
- gene expression programming
- trading strategies
- regression problems
- stock market
- simulation model
- artificial life
- grammar guided genetic programming
- evolutionary approaches
- hyper heuristics
- electronic commerce
- decision making
- genetic algorithm
- risk management
- trading systems
- software agents
- statistical models
- agent based models
- real world
- financial data
- artificial systems
- computational intelligence
- financial crisis