Who's smart and who's lucky? : inferring trading strategy, learning and adaptation in financial markets through data mining
Year of publication: |
2009
|
---|---|
Authors: | Stephens, Christopher R. ; Gordillo, José Luis ; Martinéz Miranda, Enrique |
Published in: |
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]. - Berlin [u.a.] : Springer, ISBN 978-3-540-95973-1. - 2009, p. 95-114
|
Subject: | Wertpapierhandel | Securities trading | Strategie | Strategy | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Agentenbasierte Modellierung | Agent-based modeling | Data Mining | Data mining | Lernprozess | Learning process | Prognosemarkt | Prediction market | Theorie | Theory |
-
Agent-based artificial financial market with evolutionary algorithm
Chen, Yan, (2022)
-
Yamamoto, Shingo, (2006)
-
Fraudulent agents in an artificial financial market
Scalas, Enrico, (2005)
- More ...
-
Benink, Harald A., (2010)
-
A new measure of market inefficiency
Stephens, Christopher R., (2021)
-
Benink, Harald A., (2010)
- More ...