Return predictability and the "wisdom of crowds" : genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
Viktor Manahov, Robert Hudson, Hafiz Hoque
| Year of publication: |
July 2015
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| Authors: | Manahov, Viktor ; Hudson, Robert ; Hoque, Hafiz |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 37.2015, p. 85-98
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| Subject: | Forecasting and simulation | Agent-based modelling | Artificial stock market | Genetic Programming | Marginal Trader Hypothesis | Hayek Hypothesis | Prognoseverfahren | Forecasting model | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Börsenkurs | Share price | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Evolutionärer Algorithmus | Evolutionary algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011475040