Manahov, Viktor; Hudson, Robert - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 19, pp. 4351-4372
Many scholars express concerns that herding behaviour causes excess volatility, destabilises financial markets, and increases the likelihood of systemic risk. We use a special form of the Strongly Typed Genetic Programming (STGP) technique to evolve a stock market divided into two groups—a...