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

Created by W.Langdon from gp-bibliography.bib Revision:1.4420

  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