Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
Open access
Datum
2013-04Typ
- Journal Article
ETH Bibliographie
yes
Altmetrics
Persistenter Link
https://doi.org/10.3929/ethz-b-000044036Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Computational EconomicsBand
Seiten / Artikelnummer
Verlag
SpringerThema
Reverse-engineering; Financial markets; Agent-based models; Genetic algorithms; Forecast; Trading strategies; Market regimesOrganisationseinheit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
Anmerkungen
Accepted 17 December 2011. It was possible to publish this article open access thanks to a Swiss National Licence with the publisherETH Bibliographie
yes
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