Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
dc.contributor.author
Wiesinger, Judith
dc.contributor.author
Sornette, Didier
dc.contributor.author
Satinover, Jeffrey B.
dc.date.accessioned
2017-06-09T18:22:47Z
dc.date.available
2017-06-09T18:22:47Z
dc.date.issued
2013-04
dc.identifier.issn
0927-7099
dc.identifier.issn
1572-9974
dc.identifier.other
10.1007/s10614-011-9312-9
dc.identifier.uri
http://hdl.handle.net/20.500.11850/44036
dc.identifier.doi
10.3929/ethz-b-000044036
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Springer
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
Reverse-engineering
dc.subject
Financial markets
dc.subject
Agent-based models
dc.subject
Genetic algorithms
dc.subject
Forecast
dc.subject
Trading strategies
dc.subject
Market regimes
dc.title
Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
dc.type
Journal Article
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Computational Economics
ethz.journal.volume
41
ethz.journal.issue
4
ethz.journal.abbreviated
Comput. econ.
ethz.pages.start
475
ethz.pages.end
492
ethz.version.deposit
publishedVersion
ethz.notes
Accepted 17 December 2011. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
ethz.identifier.wos
ethz.identifier.nebis
000925049
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.date.deposited
2017-06-09T18:22:50Z
ethz.source
ECIT
ethz.identifier.importid
imp59364ed4216a634651
ethz.ecitpid
pub:72708
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-12T11:30:11Z
ethz.rosetta.lastUpdated
2023-02-06T11:06:20Z
ethz.rosetta.versionExported
true
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