Multi-agent Foreign Exchange Market Modelling via GP
Created by W.Langdon from
gp-bibliography.bib Revision:1.7964
- @TechReport{dignum:2004:CSM400,
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author = "Stephen Dignum and Riccardo Poli",
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title = "Multi-agent Foreign Exchange Market Modelling via GP",
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institution = "Department of Computer Science, University of Essex",
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year = "2004",
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number = "CSM-400",
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address = "Colchester, UK",
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keywords = "genetic algorithms, genetic programming",
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URL = "http://cswww.essex.ac.uk/technical-reports/2004/csm400.pdf",
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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.",
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size = "12 pages",
- }
Genetic Programming entries for
Stephen Dignum
Riccardo Poli
Citations