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

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

@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

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