Modeling Speculators with Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.8081

@InProceedings{chen:1997:msGP,

• author = "Shu-Heng Chen and Chia-Hsuan Yeh",
• title = "Modeling Speculators with Genetic Programming",
• booktitle = "Proceedings of the Sixth Conference on Evolutionary Programming",
• year = "1997",
• editor = "Peter J. Angeline and Robert G. Reynolds and John R. McDonnell and Russ Eberhart",
• volume = "1213",
• series = "Lecture Notes in Computer Science",
• pages = "137--147",
• address = "Indianapolis, Indiana, USA",
• publisher_address = "Berlin",
• month = apr # " 13-16",
• publisher = "Springer-Verlag",
• keywords = "genetic algorithms, genetic programming, no-trade theorems",
• isbn13 = "978-3-540-62788-3",
• URL = "ftp://econo.nccu.edu.tw/AI-ECON/YEH/1997/EP97/ep97.ps",
• URL = "http://citeseer.ist.psu.edu/cache/papers/cs/15814/ftp:zSzzSzecono.nccu.edu.twzSzAI-ECONzSzYEHzSz1997zSzEP97zSzep97.pdf/chen96modeling.pdf",
• URL = "http://citeseer.ist.psu.edu/chen96modeling.html",
• DOI = "doi:10.1007/BFb0014807",
• size = "11 pages",
• abstract = "In spirit of the earlier works done by Arthur (1992) and Palmer et al. (1993), this paper models speculators with genetic programming (GP) in a production economy (Muthian Economy). Through genetic programming, we approximate the consequences of speculating about the speculations of others, including the price volatility and the resulting welfare loss. Some of the patterns observed in our simulations are consistent with findings in experimental markets with human subjects. For example, we show that GP-based speculators can be noisy by nature. However, when appropriate financial regulations are imposed, GP-based speculators can also be more informative than noisy.",
• notes = "EP-97",

}

Genetic Programming entries for Shu-Heng Chen Chia Hsuan Yeh

Citations