Modeling Speculators with Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@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