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Using genetic algorithm in dynamic model of speculative attack

Gawrońska-Nowak, Bogna; Grabowski, Wojciech - In: Equilibrium : quarterly journal of economics and … 11 (2016) 2, pp. 287-306

Persistent link: https://www.econbiz.de/10011499042

Using genetic algorithm in dynamic model of speculative attack

Gawrońska-Nowak, Bogna; Grabowski, Wojciech - 2015

the currency market agents. The results of our simulation seem to be in line with the theory and intuition. An advantage …

Persistent link: https://www.econbiz.de/10012016846

Essays on adaptive learning in macroeconomics and finance

Lettau, Martin - 1994

Persistent link: https://www.econbiz.de/10000916150

Optimal portfolios of a small investor in a limit order market : a shadow price approach

Kühn, Christoph; Stroh, Maximilian - In: Mathematics and financial economics 3 (2010) 2, pp. 45-72

Persistent link: https://www.econbiz.de/10003983165

Heterogeneous agents in multi-markets : a coupled map lattices approach

Huang, Weihong; Chen, Zhenxi - 2012

Persistent link: https://www.econbiz.de/10009699400

Regional financial markets with common currency

Huang, Weihong; Chen, Zhenxi - 2012

Persistent link: https://www.econbiz.de/10009699403

Optimal execution of multiasset block orders under stochastic liquidity

Makimoto, Naoki; Sugihara, Yoshihiko - 2010

Persistent link: https://www.econbiz.de/10008748180

Asset allocation and multivariate position based trading

Pape, Bernd - In: Journal of economic interaction and coordination : JEIC 2 (2007) 2, pp. 163-193

Persistent link: https://www.econbiz.de/10003580915

Modelling and trading the English and German stock markets with novelty optimization techniques

Karathanasopoulos, Andreas; Mitra, Sovan; Skindilias, … - In: Journal of forecasting 36 (2017) 8, pp. 974-988

Persistent link: https://www.econbiz.de/10011860938

Modelling and trading the English stock market with new forecasting techniques

Karathanasopoulos, Andreas - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 50-57

The motivation of this paper is to introduce a short term adaptive model (Partial Swarm Optimizer combined with linear and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange traded funds (ETFs). This is done by benchmarking its...

Persistent link: https://www.econbiz.de/10011573208