On AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic Programming

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

@InCollection{yeh:2002:ECEF,

• author = "Chia-Hsuan Yeh and S.-H. Chen and C.-C. Liao",
• title = "On AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic Programming",
• booktitle = "Evolutionary Computation in Economics and Finance",
• publisher = "Physica Verlag",
• year = "2002",
• editor = "Shu-Heng Chen",
• volume = "100",
• series = "Studies in Fuzziness and Soft Computing",
• chapter = "6",
• pages = "107--122",
• month = "2002",
• keywords = "genetic algorithms, genetic programming",
• ISBN = "3-7908-1476-8",
• DOI = "doi:10.1007/978-3-7908-1784-3_6",
• abstract = "Agent-based computational economic modelling requires demanding work on computer programming. Publications of agent-based computational economic modeling usually do not provide readers with adequate information to permit replication of the experiments reported in the papers. Such failure makes the findings from the agent-based simulations hard to verify and defies technical improvement. To facilitate the growth of this research area, it is necessary for authors to make their source codes available in a public domain. This paper is a documentation accompanying the software AIE-ASM, which is available on the website. The software is designed to simulate the agent-based artificial stock market based on a standard asset pricing model. Genetic programming, as part of the software, is used to drive the learning dynamics of traders. An example based on the version of single-population genetic programming is demonstrated in this paper.",

}

Genetic Programming entries for Chia Hsuan Yeh Shu-Heng Chen Chung-Chih Liao

Citations