Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms

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Author
Wiesinger, Judith
Sornette, Didier
Satinover, Jeffrey B.
Date
2013-04
Type
    Journal Article
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000044036
Publication status
published
External links
Journal / series
Computational Economics
Volume
41(4)
Pages / Article No.
475 - 492
Publisher
Springer
Subject
Reverse-engineering; Financial markets; Agent-based models; Genetic algorithms; Forecast; Trading strategies; Market regimes
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)  
Notes
Accepted 17 December 2011. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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Citations
Cited 12 times in Web of Science
ETH Bibliography
yes
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