Human Learning Behavior versus Software Trading: The Influences of Cognitive Capacity on Learning Behavior

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@PhdThesis{Tai:thesis,
  author =       "Chung-Ching Tai",
  title =        "Human Learning Behavior versus Software Trading: The
                 Influences of Cognitive Capacity on Learning Behavior",
  school =       "Department of Economics, National Chengchi
                 University",
  year =         "2008",
  address =      "Taiwan",
  keywords =     "genetic algorithms, genetic programming, Agent-based
                 Computational Economic Models, Double Auction Markets,
                 Trading Strategies, Learning, IQ, Heterogeneous
                 Agents",
  URL =          "http://thesis.lib.nccu.edu.tw/cgi-bin/gs32/gsweb.cgi/ccd=L.S.Df/record?r1=1&h1=0",
  URL =          "http://nccur.lib.nccu.edu.tw/handle/140.119/35796",
  size =         "157 pages",
  abstract =     "The study of a series of human-agent interactions as
                 well as computerised trading tournaments in double
                 auction markets has exhibited a general superiority of
                 computerized trading strategies over learning agents.
                 The ineffectiveness of learning motivates the study of
                 learning versus designed trading agents in this
                 research. We therefore initiates a series of
                 experiments to test the capability of learning GP
                 agents and rationally-designed trading strategies. The
                 results shows that with the cost of time, eventually
                 learning agents can beat all other trading
                 strategies.

                 At the same time, the notion of intelligence is
                 introduced into the model to investigate the influence
                 of individual intelligence on learning ability. We use
                 the population size of the GP trader as the proxy
                 variable of IQ which is a measure of general
                 intelligence. The results show that individuals with
                 higher intelligence can perform better than those with
                 lower intelligence, which manifests its importance
                 discovered in Psychological research.",
  notes =        "In Chinese. PDF online as several files.

                 Advisor Shu Heng Chen",
}

Genetic Programming entries for Chung-Ching Tai

Citations