Multi-agent Foreign Exchange Market Modelling via GP

Created by W.Langdon from gp-bibliography.bib Revision:1.2031

@TechReport{dignum:2004:CSM400,
  author =       "Stephen Dignum and Riccardo Poli",
  title =        "Multi-agent Foreign Exchange Market Modelling via
                 {GP}",
  institution =  "Department of Computer Science, University of Essex",
  year =         "2004",
  number =       "CSM-400",
  address =      "Colchester, UK",
  keywords =     "genetic algorithms, genetic programming",
  URL =          "http://cswww.essex.ac.uk/technical-reports/2004/csm400.pdf",
  abstract =     "we combine Genetic Programming (GP) and intelligent
                 agents to build a realistic foreign exchange currency
                 market simulator. GP is used to express and evolve
                 trading strategies. We analyse the decisions made in
                 the design of the simulator with respect to
                 authenticity of the representation and the efficiency
                 of the system. A number of experimental results are
                 also reported.",
  size =         "12 pages",
}

Genetic Programming entries for Stephen Dignum Riccardo Poli