Research on learning behavior of traders in artificial stock market based on genetic algorithm
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- @InProceedings{Jinbo:2011:ICEE,
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author = "Wang Jinbo and Su Bo",
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booktitle = "E-Business and E-Government (ICEE), 2011 International
Conference on",
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title = "Research on learning behavior of traders in artificial
stock market based on genetic algorithm",
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year = "2011",
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note = "in chinese",
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DOI = "doi:10.1109/ICEBEG.2011.5882429",
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abstract = "In this paper, one kind of artificial stock market
which based on genetic algorithm is built. By using
statistic theories and methods, learning behaviour of
traders in this market is researched. In order to
survive in the stock market, traders should learn from
each other as new information becoming available and
adapt their behaviour accordingly over time. It is the
interacting of the adaptive traders causing the
complexity of stock market and the abnormal phenomena
of the market. Therefore, the conclusions based on this
study have the theoretical and realistic
significance.",
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keywords = "genetic algorithms, genetic programming, Banking,
Pricing, Stock markets, Time series analysis,
Artificial Stock Market, Individual Learning, Social
Learning",
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notes = "Also known as \cite{5882429}",
- }
Genetic Programming entries for
Wang Jinbo
Su Bo
Citations