Lessons Learned from Converting the Artificial Stock Market to Interval Arithmetic.
Gary PolhillLuis R. IzquierdoPublished in: J. Artif. Soc. Soc. Simul. (2005)
Keyphrases
- lessons learned
- stock market
- interval arithmetic
- constraint propagation
- real numbers
- floating point
- short term
- case study
- trading rules
- provably correct
- financial data
- stock exchange
- financial time series
- financial markets
- neural network
- stock index futures
- long term
- partial derivatives
- financial news
- stock returns
- stock data
- finite sets
- implicit surfaces
- stock price
- stock trading
- data mining
- constraint programming
- temporal constraints
- constraint satisfaction problems
- fixed point
- feature space
- chinese stock market
- data sets