Trading Restrictions, Speculative Trades and Price Volatility: An Application of Genetic Programming

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

@InProceedings{chen:1997:trstpv,

• author = "Shu-Heng Chen and Chia-Hsuan Yeh",
• title = "Trading Restrictions, Speculative Trades and Price Volatility: An Application of Genetic Programming",
• booktitle = "Proceedings of the 3rd International Mendel Conference on Genetic Algorithms, Optimization Problems, Fuzzy Logic, Neural Networks, Rough Sets (Mendel'97)",
• year = "1997",
• pages = "31--37.",
• address = "Brno, Czech Republic",
• publisher_address = "Brno",
• month = jun # " 25-27",
• publisher = "PC-DIR",
• keywords = "genetic algorithms, genetic programming",
• ISBN = "80-214-0884-7",
• URL = "ftp://econo.nccu.edu.tw/AI-ECON/YEH/1997/MENDEL97/mendel97.ps",
• URL = "http://citeseer.ist.psu.edu/cache/papers/cs/15814/ftp:zSzzSzecono.nccu.edu.twzSzAI-ECONzSzYEHzSz1997zSzMENDEL97zSzmendel97.pdf/chen97trading.pdf",
• URL = "http://citeseer.ist.psu.edu/chen97trading.html",
• size = "8 pages",
• abstract = "n this paper, genetic programming is employed to explore the significance of speculative activities in economic theory. Unlike most previous studies, this paper explicitly take interaction of speculators into account. Through genetic programming, this interaction processes is modelled as a competitive process which applies the survival-of-the-fittest principle to the selection of trading strategies. There are two interesting findings which make this paper distinctive. Firstly, while markets...",

}

Genetic Programming entries for Shu-Heng Chen Chia Hsuan Yeh

Citations