Multi-agent Foreign Exchange Market Modelling via GP

Created by W.Langdon from gp-bibliography.bib Revision:1.8051

@TechReport{dignum:2004:CSM400,

• author = "Stephen Dignum and Riccardo Poli",
• title = "Multi-agent Foreign Exchange Market Modelling via GP",
• institution = "Department of Computer Science, University of Essex",
• year = "2004",
• number = "CSM-400",
• address = "Colchester, UK",
• keywords = "genetic algorithms, genetic programming",
• URL = "http://cswww.essex.ac.uk/technical-reports/2004/csm400.pdf",
• abstract = "we combine Genetic Programming (GP) and intelligent agents to build a realistic foreign exchange currency market simulator. GP is used to express and evolve trading strategies. We analyse the decisions made in the design of the simulator with respect to authenticity of the representation and the efficiency of the system. A number of experimental results are also reported.",
• size = "12 pages",

}

Genetic Programming entries for Stephen Dignum Riccardo Poli

Citations